two dimensional standard errors in panel data

[mhf]

Hi, I am wondering how to do a panel regression with 55 firms and 200 time series observations that adjusts for correlation between firms and correlation over time within the same firm. I have been looking at Petersen's 'Estimating standard errors in finance panel data sets' 2008. He explains how to do this in stata but I am wondering how it works in eviews.
Thanks
mhf