When stochastic errors are added to data from a distribution with a sharp boundary, such as a changepoint or a frontier, nonparametric estimation of the boundary can be interpreted as a problem of deconvolution. We argue that, rather than attempting to estimate the distribution of the...

This study focuses on the semiparametric efficient estimation of random effect panel models containing AR(1) disturbances. We also consider such estimators when the effects and regressors are correlated.