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Likelihood ratio test of model specification

` h = lratiotest(uLogL,rLogL,dof)` returns
a logical value (

`lratiotest` constructs the test statistic
using the loglikelihood objective function evaluated at the unrestricted
model parameter estimates (`uLogL`) and the restricted
model parameter estimates (`rLogL`). The test statistic
distribution has `dof` degrees of freedom.

If

`uLogL`or`rLogL`is a vector, then the other must be a scalar or vector of equal length.`lratiotest(uLogL,rLogL,dof)`treats each element of a vector input as a separate test, and returns a vector of rejection decisions.If

`uLogL`or`rLogL`is a row vector, then`lratiotest(uLogL,rLogL,dof)`returns a row vector.

` h = lratiotest(uLogL,rLogL,dof,alpha)` returns
the rejection decision of the likelihood ratio test conducted at significance
level

[1] Davidson, R. and J. G. MacKinnon. *Econometric
Theory and Methods*. Oxford, UK: Oxford University Press,
2004.

[2] Godfrey, L. G. *Misspecification Tests in Econometrics*.
Cambridge, UK: Cambridge University Press, 1997.

[3] Greene, W. H. *Econometric Analysis*.
6th ed. Upper Saddle River, NJ: Pearson Prentice Hall, 2008.

[4] Hamilton, J. D. *Time Series Analysis*.
Princeton, NJ: Princeton University Press, 1994.

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