| 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 | 198 | 2015 |
| 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 | 49 | 2020 |
| Dickey–Fuller type of tests against nonlinear dynamic models C He, R Sandberg Oxford Bulletin of Economics and Statistics 68, 835-861, 2006 | 27 | 2006 |
| 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 | 20 | 2008 |
| Testing for a unit root in noncausal autoregressive models P Saikkonen, R Sandberg Journal of Time Series Analysis 37 (1), 99-125, 2016 | 16 | 2016 |
| Convergence to stochastic power integrals for dependent heterogeneous processes R Sandberg Econometric Theory 25 (3), 739-747, 2009 | 11 | 2009 |
| Testing parameter constancy in unit root autoregressive models against multiple continuous structural changes C He, R Sandberg Econometric Reviews 31 (1), 34-59, 2012 | 10 | 2012 |
| 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 | 7 | 2005 |
| 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 | 5 | 2016 |
| 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 | 4 | 2019 |
| 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 | 4 | 2005 |
| Testing the unit root hypothesis in nonlinear time series and panel models R Sandberg Economic Research Institute, Stockholm School of Economics [Ekonomiska …, 2004 | 4 | 2004 |
| 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 | 3 | 2016 |
| M-estimator based unit root tests in the ESTAR framework R Sandberg Statistical Papers 56, 1115-1135, 2015 | 3 | 2015 |
| 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 | 3 | 2003 |
| Testing for unit roots in nonlinear dynamic heterogeneous panels C He, R Sandberg SSE/EFI Working Paper Series in Economics and Finance, 2005 | 2 | 2005 |
| 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 | 1 | 2023 |
| Unit root testing in multiple smooth break models with nonlinear dynamics R Sandberg Journal of Time Series Analysis 39 (6), 942-952, 2018 | 1 | 2018 |
| 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 | 1 | 2014 |
| Linearity Testing in Time-Varying Smooth Transition Autoregressive Models under Unknown Degree of Persistency R Kruse, R Sandberg CREATES Research Papers 36, 2010 | 1 | 2010 |
Mikael SamuelssonUniversity of Cape Town, Graduate School of BusinessVerifierad e-postadress på uct.ac.za
