See:
https://sourceforge.net/p/gretl/bugs/195/
The command "modtest --breusch-pagan" does a heteroskedasticity test,
fine. However, it could be mistaken for the panel homogeneity test from
the same authors.
Which also prompts the question: How to perform the Breusch-Pagan panel
homegeneity test (section "Testing panel models" in chapter 18)
explicitly, and then how to retrieve the test result? Currently it seems
it is printed out automatically after a panel estimation. But then the
$test and $pvalue accessors might hold something else? (Haven't tested
right now.)
Thanks,
sven