This study proposes an information-theoretic deconvolution method to approximate the entire distribution of individual treatment effect. This method uses higher-order information implied by the standard average treatment effect estimator to construct a maximum entropy approximation to the...

This paper studies the contemporaneous relationship between S&P 500 index returns and log-increments of the market volatility index (VIX) via a nonparametric copula method. Specifically, we propose a conditional dependence index to investigate how the dependence between the two series varies...

In this paper we investigate the joint conditional distribution of health (life expectancy) and income growth, and its evolution over time. The conditional distributions of these two variables are obtained by applying non-parametric methods to a bivariate non-parametric regression system of...