I am trying to run an autoregressive regression model (AR) for panel data. While I am familiar with the method of caring out an AR model for time series in Eviews, I am not sure how such a model can be run for panel data. If would be very kind of you if you guide me on some issues like the software needed for such an endeavor and possible differences between panel data and time series analysis in terms of estimating an autoregressive regression?