Pesaran’s test, Modified Wald test, Wooldridge test | Panel data

[Souryabrata Mohapatra]

Hi,

I have an unbalanced panel data.
I tried Poolability test, Breushch-Pagan LM, Hausman; hence Fixed & Random effect modelling. I attempt to go for FGLS & PCSE later.
But before that, as I try to identify cross-sectional dependence, heteroscedasticity & serial autocorrelation, ERROR pops-up.

Can you advise a solution?

Best,