Panel data with AR(1) error

[athens]

Could you please give me some advise on whether and how I can estimate in E-views7 a panel data model with cross-section random effects, time-series fixed effects and an AR(1) error term of the following form, v(i,t)=rho*v(i,t-1)+e(i,t)? The part that is puzzling me is the AR(1) error assumption in my model. Thanks in advance for your help.

[EViews Glenn]

Estimation of that specification is not a built-in feature in EViews.