Heteroskedasticity, Autocorrelation and Fixed Effects

[yasir]

Dear All,
The manual provides how to perform Heteroskedasticity and autocorrelation test, but these steps are missing when I try to apply them to my estimation. So I have three questions...
1). How to perform Heteroskedasticity test for panel or pool data?

2). How to perform Autocorrelation test for panel or pool data?

3). In fixed effects, the Individual effects can be viewed from equation > View > Fixed/Random Effects > Cross Section Effects, but it does not show the individual t-ratios? How can I include the t-ratios with each individual cross section effect?

Thanks

[EViews Gareth]

1) & 2) They are not available for panel estimation.

3) You'll have to include dummy variables for the fixed effects rather than using the build in method.

[yasir]

Thanks Gareth...

[eva]

Does this mean that you don't have to test for heteroskedasticity and autocorrelation when using panel data or do you need to use the same tests as you would for cross-section data and time series?

Thanks,