Yes

I found some shortcoming in Eviews, however Stata is a better choice 

if yes , how?? I found only pmg not pmg (plz give steps)

I think the MG estimator is not available in eviews you should use Stata that offers both MG and PMG and even DFE method

There is pooled mean group estimation in Eviews. Not sure about mean group estimation. MG, PMG DFE may all be estimated in stata

No, it is not available in EViews, but you can do it with STATA.

There is Pooled mean group in EVIEWS, I am not sure about mean group

It can not be done with Eviews

You can do it with STATA.