Nonparametric estimators for average and quantile treatment effects are constructed using Fractile Graphical Analysis, under the identifying assumption that selection to treatment is based on observable characteristics. The proposed method has two-steps: first, the propensity score is estimated,...

This paper studies the connections among quantile regression, the asymmetric Laplace distribution, maximum likelihood and maximum entropy. We show that the maximum likelihood problem is equivalent to the solution of a maximum entropy problem where we impose moment constraints given by the joint...