serial/cross sectional autocorrelation and heteroscedasticity in panel data

Hello everyone,

I am working with a paneldataset with N=170 and T=5. I want to test for heteroscedasticity/autocorrelation but I kind of get lost in all the different functions. I know xttest2 tests for autocorrelation and xttest3 for heteroscedasticity. However, I am wondering why the BP test cannot be used in this case, is the BP test a test for one wave data? furthermore, I am struggling to understand the difference between serial autocorrelation and cross sectional autocorrelation. It seems like xttest2 tests for cross sectional autocorrelation, but given that I am working with time series, I feel serial is the way to go.

Kind regards,
Timea