Παρακολούθηση
Rickard Sandberg
Rickard Sandberg
Associate Professor Econometrics
Η διεύθυνση ηλεκτρονικού ταχυδρομείου έχει επαληθευτεί στον τομέα hhs.se - Αρχική σελίδα
Τίτλος
Παρατίθεται από
Παρατίθεται από
Έτος
Inside the black box of outcome additionality: Effects of early-stage government subsidies on resource accumulation and new venture performance
A Söderblom, M Samuelsson, J Wiklund, R Sandberg
Research Policy 44 (8), 1501-1512, 2015
2252015
Automatic robust estimation for exponential smoothing: Perspectives from statistics and machine learning
D Barrow, N Kourentzes, R Sandberg, J Niklewski
Expert Systems with Applications 160, 113637, 2020
642020
Dickey–Fuller type of tests against nonlinear dynamic models
C He, R Sandberg
Oxford Bulletin of Economics and Statistics 68, 835-861, 2006
282006
Critical values for linearity tests in time‐varying smooth transition autoregressive models when data are highly persistent
R Sandberg
The Econometrics Journal 11 (3), 638-647, 2008
212008
Testing for a unit root in noncausal autoregressive models
P Saikkonen, R Sandberg
Journal of Time Series Analysis 37 (1), 99-125, 2016
162016
Convergence to stochastic power integrals for dependent heterogeneous processes
R Sandberg
Econometric Theory 25 (3), 739-747, 2009
112009
Testing parameter constancy in unit root autoregressive models against multiple continuous structural changes
C He, R Sandberg
Econometric Reviews 31 (1), 34-59, 2012
102012
Testing parameter constancy in unit root autoregressive models against continuous change
C He, R Sandberg
SSE/EFI Working Paper Series in Economics and Finance, 2005
72005
Testing for unit roots in nonlinear heterogeneous panels with smoothly changing trends: an application to Scandinavian unemployment rates
R Sandberg
Empirical Economics 51, 1053-1083, 2016
52016
Calculating the damage of a cartel subject to transition periods: The international uranium cartel in the 1970s
A Lunde, R Sandberg, M Söderberg
Energy Economics 84, 104487, 2019
42019
M-estimator based unit root tests in the ESTAR framework
R Sandberg
Statistical Papers 56, 1115-1135, 2015
42015
Inference for unit roots in a panel smooth transition autoregressive model where the time dimension is fixed
C He, R Sandberg
SSE/EFI Working Paper Series in Economics and Finance, 2005
42005
Testing the unit root hypothesis in nonlinear time series and panel models
R Sandberg
Economic Research Institute, Stockholm School of Economics [Ekonomiska …, 2004
42004
Trends, unit roots, structural changes, and time-varying asymmetries in US macroeconomic data: the Stock and Watson data re-examined
R Sandberg
Economic Modelling 52, 699-713, 2016
32016
A Dickey-Fuller type of test against nonlinear globally stationary dynamic models
C He, R Sandberg
Working Paper, Department of Economic Statistics, Stockholm School of Economics, 2003
32003
Testing for unit roots in nonlinear dynamic heterogeneous panels
C He, R Sandberg
SSE/EFI Working Paper Series in Economics and Finance, 2005
22005
The Future of Data: How Nordic Companies Scale and Transform with Data and AI
R Sandberg, RR Mukkamala, A Agarwal, I Aune, M Carrlsson, S Mir, ...
Kunskapshuset Förlag (The Knowledge Publishers International), 2023
12023
Unit root testing in multiple smooth break models with nonlinear dynamics
R Sandberg
Journal of Time Series Analysis 39 (6), 942-952, 2018
12018
Least absolute deviation based unit root tests in smooth transition type of models
R Sandberg
Advances in Non-linear Economic Modeling: Theory and Applications, 141-166, 2014
12014
Linearity Testing in Time-Varying Smooth Transition Autoregressive Models under Unknown Degree of Persistency
R Kruse, R Sandberg
CREATES Research Papers 36, 2010
12010
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