Panel-wide autocorrelation and heteroskedastic errors

[Jronson]

Hello,

I am working on a model of the current account which calls for panel level correlation and heteroskedastic error. In STATA this would be:
xtpcse Y c X, correlation(ar1) rhotype(tscor) hetonly

I am only able to find cross-section or period weights and corrections in eviews.

Does anyone know how I would program something equivalent?

Thanks in advance