EViews.com

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?

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.

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.

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