Regression Model Selection Under General Conditions

Amaze Lusompa

No RWP 25-12, Research Working Paper from Federal Reserve Bank of Kansas City

Abstract: This paper shows that various model selection criteria—an important but debated statistical tool—in fact make similar selections.

JEL-codes: C10 C50 C52 (search for similar items in EconPapers)
Pages: 26
Date: 2025-10-10
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Persistent link: https://EconPapers.repec.org/RePEc:fip:fedkrw:101922

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DOI: 10.18651/RWP2025-12

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