Before revision:  We further demonstrate that the rate of convergence depends upon the covariance structure of the error term taken across individuals. A convergence rate is also obtained for derivatives. These results allow us to derive the optimal divergence rate of the dimension of the sieve basis with both n and T and thus provide guidance about the optimal balance between the number of subjects and the number of questions in a laboratory experiment .
After revision:  We further demonstrate that the rate of convergence depends upon the error covariance structure, that is allowed to differ across subjects. With these results we derive the optimal divergence rate of the dimension of the sieve basis with both n and T and thus provide guidance about the optimal balance between the number of subjects and the number of questions in a laboratory experiment .