Panel data robust standard errors

[vstover]

I have a panel dataset with T=59 and N=11 and am using EViews 6. Does EViews have a built in function to estimate robust standard errors suitable for large T and small N? It is my understanding that the "White period" covariance option estimates robust standard errors based on the technique described by Arellano (Panel Data Econometrics, 2003, p. 18). On page 19, Arellano describes robust standard errors for large T and fixed N. Does EViews have this built in?

Thank you!