How to do a Holden Peel Test in eviews

[***marie***]

Hi there,

I want to regress a variable on a constant to test overall bias. I have read about the Holden Peel Test (1990) that it is useful for my question, but I don't know where to find this in eviews or how to do this manually.

Can anyone please help me with this?

Many thanks (I am using eviews 7)

[EViews Gareth]

A very (very!) quick google search seems to suggest that this is just a Wald test of certain coefficient restrictions on your equation. You can do this by clicking on View->Coefficient Diagnostics->Wald Test from your equation.

[***marie***]

Many thanks.