Narrow search
Showing 1 - 10 of 272
Cover Image
Path dependence in new ventures' capital structures
Samuelsson, Mikael; Söderblom, Anna; McKelvie, Alexander - In: Entrepreneurship theory and practice : ET&P 45 (2021) 2, pp. 319-349
Persistent link: https://www.econbiz.de/10012485485
Cover Image
Opening the black box : triggers for shifts in business angels' risk mitigation strategies within investments
Söderblom, Anna; Samuelsson, Mikael; M°artensson, Pär - In: Venture capital : an international journal of … 18 (2016) 3, pp. 211-236
Persistent link: https://www.econbiz.de/10011597906
Cover Image
Convergence to stochastic power integrals for dependent heterogeneous processes
Sandberg, Rickard - In: Econometric theory 25 (2009) 3, pp. 739-747
Persistent link: https://www.econbiz.de/10003864168
Cover Image
Least absolute deviation based unit root tests in smooth transition type of models
Sandberg, Rickard - In: Advances in non-linear economic modeling : theory and …, (pp. 141-166). 2014
Persistent link: https://www.econbiz.de/10010251587
Cover Image
Testing for unit roots in nonlinear heterogeneous panels with smoothly changing trends : an application to Scandinavian unemployment rates
Sandberg, Rickard - In: Empirical economics : a journal of the Institute for … 51 (2016) 3, pp. 1053-1083
Persistent link: https://www.econbiz.de/10011554367
Cover Image
Critical values for linearity tests in time-varying smooth transition autoregressive models when data are highly persistent
Sandberg, Rickard - In: The econometrics journal 11 (2008) 3, pp. 638-647
Persistent link: https://www.econbiz.de/10003802469
Cover Image
Trends, unit roots, structural changes, and time-varying asymmetries in U.S. macroeconomic data : the Stock and Watson data re-examined
Sandberg, Rickard - In: Economic modelling 52 (2016), pp. 699-713
Persistent link: https://www.econbiz.de/10011643003
Cover Image
Dickey-Fuller type of tests against nonlinear dynamic models
He, Changli; Sandberg, Rickard - In: Oxford bulletin of economics and statistics 68 (2006), pp. 835-861
Persistent link: https://www.econbiz.de/10003393553
Cover Image
Linearity testing in time-varying smooth transition autoregressive models under unknown degree of persistence
Kruse, Robinson; Sandberg, Rickard - 2010
Persistent link: https://www.econbiz.de/10008651719
Cover Image
Testing for unit roots in nonlinear dynamic heterogeneous panels
He, Changli (contributor); Sandberg, Rickard (contributor) - 2005 - [Elektronische Ressource]
In this paper we present a unit root test against a nonlinear dynamic heterogenous panel with each cross section modelled as an LSTAR model. All parameters are viewed as cross section specific. We allow for serially correlated residuals over time and heterogenous variance among cross sections....
Persistent link: https://www.econbiz.de/10002595402