Rickard Sandberg is the Head of the Center for Data Analytics at the Stockholm School of Economics. He is also an Associate Professor of Econometrics (tenured) at that same school.

Rickard has been an active researcher for more than 20 years and is regarded as one of the leading experts in Sweden on statistical and econometric analysis. His research interests include: The analysis of Data and Big Data; Predictive Analytics; Deep Learning; Machine Learning; Nonlinear Time Series Analysis, Forecasting; Structural Equation Modelling for Customer Satisfaction, Loyalty, and Sustainability; Entrepreneurship. His work has been published in well-reputed journals such as: Research Policy; Econometric Theory; Journal of Time Series Analysis; Oxford Bulletin of Economics and Statistics; and Expert Systems With Applications.

Selected Publications

"Automatic robust estimation for exponential smoothing: perspectives from statistics and machine learning" (joint with Devon Barrow, Nikolaos Kourentzes, and Jacek Niklewski), Expert Systems with Applications, 2020

“Calculating the damage of cartel subject to transition periods: The international uranium cartel in the 1970s” (joint with Magnus Söderberg and Asger Lunde), Energy Economics, 2019

“Unit Root Testing in Multiple Smooth Break Models with Nonlinear Dynamics”, Journal of Time Series Analysis - Special Issue in the Memorial of Paul Newbold, 2018

“Sample Moments and Weak Convergence to Multivariate Stochastic Power Integrals”, Journal of Time Series Analysis, 2017

“Testing for Unit Roots in Nonlinear Heterogeneous Panels with Smoothly Changing Trends: An Application to Scandinavian Unemployment Rates", Economic Modelling, 2016

“Trends, Unit Roots, Structural Changes, and Time-varying Asymmetries in U.S. Macroeconomic Data: The Stock and Watson Data Re-examined", Empirical Economics, 2016

“Inside the black box of outcome additionality: Effects of early-stage government subsidies on resource accumulation and new venture performance” (joint with Anna Söderblom, Mikael Samuelsson and Johan Wiklund), Research Policy, 2015

“Testing for a Unit Root in Noncausal Autoregressive Models” (joint with Pentti Saikkonen), Journal of Time Series Analysis, 2015

“M-Estimator Based Unit Root Tests in the ESTAR framework”, Statistical Papers, 2014

“Least Absolute Deviation Based Unit Root Tests in Smooth Transition Type of Models”, Advances on Non-Linear Economic Modelling: Theory and Applications, Springer Series: Dynamic Modelling and Econometrics in Economics and Finance, 2013

“Linearity Testing for Trending Data with an Application of the Wild Bootstrap” (joint with Robinson Kruse), Essays in Nonlinear Time Series Econometrics: Festschrift in Honour of Timo Teräsvirta, Oxford University Press, 2013

“Testing Parameter Constancy in Unit Root Autoregressive Models against Multiple Continuous Structural Changes” (joint with Changli He), Econometric Reviews, 31, 34-59, 2012

“Convergence to stochastic power integrals for dependent heterogeneous processes”, Econometric Theory, 25, 739–748, 2009

“Critical values for linearity tests in time-varying smooth transition autoregressive models when data are highly persistent”, Econometrics Journal, 11, 638–647, 2008

“Dickey-Fuller type of tests against nonlinear dynamic models” (joint with Changli He), Oxford Bulletin of Economics and Statistics, 68, 83–861, 2006