How to make Pagan and Hall test of heteroskedasticity for IV in Random effect panel regression?

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How to make Pagan and Hall test of heteroskedasticity for IV in Random effect panel regression?

Qian Yu
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Dear all
        How to make Pagan and Hall test of heteroskedasticity for IV in Random effect panel regression? is there any direct command for this test?

All the best
Qian