Multiway empirical likelihood

This paper develops a general methodology to conduct statistical inference for observations indexed by multiple sets of entities. We propose a novel multiway empirical likelihood statistic that converges to a chi-square distribution under the non-degenerate case, where corresponding Hoeffding type d...

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Bibliographic Details
Published in:Journal of econometrics 2025-05, Vol.249, p.105861, Article 105861
Main Authors: Chiang, Harold D., Matsushita, Yukitoshi, Otsu, Taisuke
Format: Article
Language:English
Subjects:
chi-square distribution
econometrics
Efron-Stein bias
Empirical likelihood
Jackknife
Multiway clustering
statistical inference
Two-sample U-statistics
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