test for Autocorrelation and Heteroscedasticity in panel dat

[amir1982]

Hi all,
I am running a fixed effects panel data model and have got problem how to test Autocorrelation and Heteroscedasticity.
If anyone knows how to run a test for either of these that can be applied to panel data in Eviews 7 please let me know.
Thanks in advance!

[Pawara]

have you sorted this problem? if so pl explain me. i have the same issue. thanks

[edo_recoba]

so do I, is there anyone who can solve this problem???

[EViews Glenn]

EViews doesn't currently have anything built in, but it straightforward to compute the serial correlation test proposed by Wooldridge in his Econometric Analysis of Panel Data book. Heteroskedasticity can be tested by proposing a model for the heteroskedasticity, estimating the iterated form of the model, then constructing an LR test, or alternately by performing a standard auxiliary regression (again, see Wooldridge).

[edit] I'd forgotten that we do a walk-through for the Wooldridge test in the manual.

[LKie]

[edit] I'd forgotten that we do a walk-through for the Wooldridge test in the manual.[/quote]

Is it still there? I can't find it, could you please tell me the page it is on?

Could you also please elaborate on Panel Data heteroskedasticity testing if it is not too much to ask?