Thank You Ms. Safa, it really helped

You can regress residual squares (from RE or FE depending on your estimation) on Xitβ and its square using the clustered standard errors, then read the F statistic and the associated p value. This is basically the same as Het test for cross sectional models (White's simplified test).

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Again, you can also use another test proposed by Greene (2000) for groupwise heteroskedasticity. This test assumes that the variance of the error term is σ2i (no heteroskedasticity over t) and then test whether σ2i is the same for all i.

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Goodluck

Great input Mr. Osabuohien-Irabor, I will try this

if you want to use Stata, you will need to run the xttest3 command after your regression or run a robust regression

Dear Mr. Imran, option of BP test, LM and other tests are not available in EViews if data is entered through 'Panel data' option, however these are available when you opt for 'unstructured', but this is against the theory

Thank you for the advice Mr. Imran, I will definitely try.