Working Paper
Regression Model Selection Under General Conditions
Abstract: This paper shows that various model selection criteria—an important but debated statistical tool—in fact make similar selections.
JEL Classification: C52; C10; C50;
https://doi.org/10.18651/RWP2025-12
Access Documents
File(s):
File format is text/html
https://www.kansascityfed.org/research/research-working-papers/regression-model-selection-under-general-conditions/
Description: full text
Authors
Bibliographic Information
Provider: Federal Reserve Bank of Kansas City
Part of Series: Research Working Paper
Publication Date: 2025-10-10
Number: RWP 25-12