Likelihood ratio test

[JosyCo]

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 anyone help please?

[EViews Gareth]

Assuming you're talking about coefficient tests on an equation, you'll find the Wald test under Coefficient Diagnostics. It gives the Chi-squared and F-statistic version of the test.

Alternatively, you can always create the restricted equation yourself and then compute the likelihood ratio test manually.

[JosyCo]

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 variance equation are statistically significant but it seems like the coefficient test only considers parameters in the mean equation.

[EViews Glenn]

In this context you are better off doing a Wald test.