We propose a probability-integral-transformation-based estimator of multivariate densities. Given a sample of random vectors, we first transform the data into their corresponding marginal distributions. We then estimate the density of the transformed data via the exponential series estimator....

The paper exploits the distributional dynamics and structural changes in the endogenous distribution of economic freedom across countries over time by utilizing the Rosenblatt-Parzen Kernel density estimator compared to the original distribution based on the methodology proposed by the Heritage...