Before revision:  Our procedure is model-free and easy to implement, and provides useful visual information, which enables us to understand intuitively the properties of heterogeneity. We rst estimate the sample mean, autocovariances, and auto- correlations for each unit and then apply kernel smoothing to compute estimates of their density and cumulative distribution functions.
After revision:  We first estimate the sample mean, autocovariances, and auto- correlations for each unit and then apply kernel smoothing to compute estimates of their density and cumulative distribution functions.