← All authors Rickard Sandberg Stockholm School of Economics (from arXiv:2604.17676, 2026) · ORCID · OpenAlex
19 papers in scope · 18 published · 1 on the econ.EM arXiv · 318 citations · h-index 6 (over the papers listed here)
Papers (1 of 19)
Outlier Robust Unit Root Tests in Nonlinear Dynamic Models
published 2026 · Journal of Time Series Econometrics
working paper 2026 · arXiv
Robust Estimation and Inference for Time‐Varying Unconditional Volatility
published 2025 · Journal of Time Series Analysis
with Adam F. Lee, Genaro Sucarrat
Financial Time Series Uncertainty: A Review of Probabilistic AI Applications
published 2025 · Journal of Economic Surveys · 4 citations
with Sivert Eggen, Tord Johan Espe, Kristoffer V. Grude, Morten Risstad
Diffusion Smart-seq3 of breast cancer spheroids to explore spatial tumor biology and test evolutionary principles of tumor heterogeneity
published 2025 · Scientific Reports · 14 citations · first circulated 2024
with Antony Cougnoux, Loay Mahmoud, Per Johnsson, Alper Eroğlu, Louise Gsell, Jakob Rosenbauer, Jean Hausser
Automatic robust estimation for exponential smoothing: Perspectives from statistics and machine learning
published 2020 · Expert Systems with Applications · 65 citations
with Devon K. Barrow, Nikolaos Kourentzes, Jacek Niklewski
Calculating the damage of a cartel subject to transition periods: The international uranium cartel in the 1970s
published 2019 · Energy Economics · 2 citations
Unit Root Testing in Multiple Smooth Break Models with Nonlinear Dynamics
published 2018 · Journal of Time Series Analysis · 2 citations
Sample Moments and Weak Convergence to Multivariate Stochastic Power Integrals
published 2017 · Journal of Time Series Analysis
Testing for unit roots in nonlinear heterogeneous panels with smoothly changing trends: an application to Scandinavian unemployment rates
published 2016 · Empirical Economics · 6 citations
Trends, unit roots, structural changes, and time-varying asymmetries in U.S. macroeconomic data: the Stock and Watson data re-examined
published 2015 · Economic Modelling · 1 citations
Inside the black box of outcome additionality: Effects of early-stage government subsidies on resource accumulation and new venture performance
published 2015 · Research Policy · 167 citations
with Anna Söderblom, Mikael Samuelsson, Johan Wiklund
Testing for a Unit Root in Noncausal Autoregressive Models
published 2015 · Journal of Time Series Analysis · 3 citations · first circulated 2013
M-estimator based unit root tests in the ESTAR framework
published 2014 · Statistical Papers · 2 citations
Testing Parameter Constancy in Unit Root Autoregressive Models Against Multiple Continuous Structural Changes
published 2011 · Econometric Reviews · 6 citations
with Changli He
Linearity Testing in Time-Varying Smooth Transition Autoregressive Models under Unknown Degree of Persistency
published 2010 · CREATES Research Papers · 5 citations
with Robinson Kruse
no link
CONVERGENCE TO STOCHASTIC POWER INTEGRALS FOR DEPENDENT HETEROGENEOUS PROCESSES
published 2009 · Econometric Theory · 10 citations
Critical values for linearity tests in time-varying smooth transition autoregressive models when data are highly persistent
published 2008 · Econometrics Journal · 11 citations
Dickey–Fuller Type of Tests against Nonlinear Dynamic Models*
published 2006 · Oxford Bulletin of Economics and Statistics · 20 citations · first circulated 2005
with Changli He
Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.
Built from arXiv and OpenAlex. Supported by UKRI grant APP47921 (Martin Weidner, UCL · Francis J. DiTraglia, Oxford).