Panel data: heteroskedasticity/autocorrelation/multicollinea

[Momentum]

Hi all,

For time-series OLS regressions I was taught to test for heteroskedasticity (Breusch-Pagan or White test), autocorrelation (Breusch-Godfrey or Durbin-Watson tets), and multicollinearity (compute Variance Inflation Factor). Also, I was taught how to control for these in Evies.

So far so good for time-series, but now I am performing panel data OlS regressions. Suddenly, I cannot test for aforementioned data issues, nor control for them. What is the reason for this? Do these problems simply not arise for panel data? Or does Eviews not support these functions for panel data? What would be the solution?

Thanks a lot! Best, Tim.