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Thanks! I figured I can use coefficient tests - omitted variables - Likelihood ratio but still I have to test the hypothesis in the mean and in the variance equation. Can anyone tell me how to differentiate the parameters? Essentially I need to test whether the dummy variables in the mean and varian...

Hi there, I am testing for the day-of-the-week-effect. I need to use the likelihood ratio test and set a number of constraints to the data, in other words, the hypothesis. Yet, I cannot find the tab for the likehood ratio test on eviews with the option to set a joint hypothesis, i.e W1=W2=W3=W4. Can...