Good afternoon,
I would like to know how to perform the Wald Test (for heteroscedasticity) and the test proposed by Wooldridge for autocorrelation.
I am using panel data (unbalanced), with Pooled OLS, Fixed Effects and Random Effects with the library (plm).
Could anyone tell me?
I noticed that your question looks for very specific tests, if it helps you. I use for autocorrelation durbin watson
DW<-dwtest(lm(Y~X))
Heteroskedasticity. goldfeld quandt
GQ2<-gqtest(lm(Y~X))
Until then I only know them in function lm and I did not succeed using them in auto-regressors.