R - Econometrics - Wald test and autocorrelation

Question

Good afternoon,

I would like to know how to perform the Wald Test (for heterocedasticity) 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).

Would anyone know to tell me?

Answer 1

I understand your question seeks very specific tests, if I help you. I use for autocorrelation Durbin Watson

    DW<-dwtest(lm(Y~X))

Heterocedasticity. Goldfeld Quandt

   GQ2<-gqtest(lm(Y~X))

Until then only know them in function lm and did not succeed using in auto-regressors.