Greetings Statalist Users and team.

I'm working on a panel data VAR model using pvar package. Where I'm assuming some macroeconomic variables are endogenous. I'm using first differenced data in order to have stationarity (ips and llc tests confirmed that variables are stationary at first differences). I did not have trouble estimating the model with the following syntaxis.

Code:
pvarsoc d_ln_y d_ln_s d_ln_amp d_ln_m         //lag 3
pvar d_ln_y d_ln_s d_ln_amp d_ln_m, lag(3)
pvargranger
pvarstable
pvarirf
pvarfevd
The model took as instruments the lags (1/3) of my variables.

Now, I'm wondering how can I test the assumptions of no cross-sectional/contemporaneous correlation, VIF, no serial correlation, heteroskedasticity and such?.

Thank you for your time.