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Dear Gareth, thanks for your quick reply. With "AR-term in the cross-section" I wanted to say that a lagged dependent variable is included in the regression. Actually, I'd like to estimate pooled GLS with a panel-wide AR(1) correction where the coefficient of the AR(1) process is common to...

Dear Eviews-community, The EViews 10 Feature list says that “Estimation with AR errors using nonlinear least squares on a transformed specification” should be possible. Unfortunately I wasn’t able to figure out how to program/estimate it. Could someone help me with this, especially in a panel contex...