Diagnostic tests for homoskedasticity in spatial cross-sectional or panel models

We propose an Adjusted Quasi-Score (AQS) method for constructing tests homoskedasticity in spatial econometric models. first obtain AQS function by adjusting the score-type from given model to achieve unbiasedness, and then develop Outer-Product-of-Martingale-Difference (OPMD) estimate of its variance. In standard problems where a genuine (quasi) score vector is available, AQS–OPMD leads finite sample improved over usual methods. More importantly non-standard not available methods fail, proposed provides feasible solutions. The are formally derived asymptotic properties examined three representative models: cross-sectional, static dynamic panel Monte Carlo results show that have good properties.