Generalized Non-Parametric Deconvolution with an Application to Earnings Dynamics

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Nonlinear Panel Data Estimation via Quantile Regressions (2015, methodology): “The assumptions we impose in model (13), and the modelling of unobserved heterogeneity, both depend on the nature of the covariates process.”
Using mixtures in econometric models: a brief review and some new results (2016, background): “It is a well-documented fact that identification at infinity of a parameter tends to be associated with slow rates of convergence of its estimators; see, for instance, Chamberlain (1986) and Andrews and Schafgans (1998).”
Earnings and Consumption Dynamics: A Nonlinear Panel Data Framework (2015, methodology): “In that case, the nonparametric consumption rule in (11) would no longer be differentiable.”