My question is about weather I can expect equivalent results from ml and nl. Say I want to estimate

y_t = \alpha + \beta y_{t-1} + \gamma x_t + u_t

where I have autocorrelation in the error terms. Do I need to put in the effort to specify a likelihood function and ask Stata to maximize it, or will I get the same result if I ask Stata to minimize the sum of squares using nl?