Test of Significance of Difference in Two Models R sq

[Weaver102406]

I have a regression model that I will estimate by partitioning my sample into two subsets and then estimating each subset. I am doing a value relevance study and would like to test to see if the difference in the R sq between the two models is significant to answer the question of whether value relevance has improved. Can this be done in Eviews 7? One of the papers I am referencing stated that they used the method found in Vuong (1989).

Thanks!