1.       Rodrigues, P.M.M. and A.M.R.Taylor, (2004) Asymptotic distributions for regression-based seasonal unit root test statistics in a near-integrated model. Econometric Theory 20, 645-670.

2.       Rodrigues, P.M.M. and A.M.R. Taylor (2004) Alternative Estimators and Unit Root Tests for Seasonal Autoregressive Processes. Journal of Econometrics 120, 35-73.

3.       Rodrigues, P.M.M. e A.M.R. Taylor (2004) Starting Value Effects on Tests for Double Differencing. Econometric Theory 20, 95-115.

4.       Hassler, U. e P.M.M. Rodrigues (2004) Seasonal Unit Root Tests under Structural Breaks. Journal of Time Series Analysis 25, 33-53.

5.       Gouveia, P. e P.M.M. Rodrigues (2004) Threshold Cointegration and the PPP Hypothesis. Journal of Applied Statistics 31, 115-127.

6.       Rodrigues, P.M.M. e A. Tremayne (2004) F versus t tests for unit roots: A Comment. Economics Bulletin 3, No.12, 1-7.

7.       Rodrigues, P.M.M. and P. Gouveia (2004) An Application of PAR Models for Tourism Forecasting. Tourism Economics, 10, 281-303.

8.       Rodrigues, P.M.M. and P. Gouveia, (2004) Testes de raízes unitárias em modelos M-TAR na presença de quebras estruturais sob a hipótese nula. Em Rodrigues, Rebelo e Rosado (eds) Estatística com Acaso e Necessidade - Proceedings of the XIth Annual Conference of the Portuguese Statistical Society, Ed. SPE.

9.       Gouveia, P.M.D.C., E.L. Rebelo and P.M.M. Rodrigues (2003), Assimetria no Mecanismo de Taxas de Câmbio do SME, Em Brito, Figueiredo, Sousa, Teles e Rosado (eds.) Literacia e Estatística - Proceedings of the Xth Annual Conference of the Portuguese Statistical Society, Ed. SPE., 325-336.

10.   Rodrigues, P.M.M. (2002) On LM Tests for Seasonal Unit Roots, The Econometrics Journal, Vol. 5, pp. 176-195. Abstract.

11.   Rodrigues, P.M.M. (2002) Seasonal Random Walks with Drift:Properties of Least Squares Estimators, Portuguese Economic Journal. Abstract.

12.   Gouveia, P. and P.M.M. Rodrigues (2002) Cointegração em Modelos SETAR: Uma aplicação à Teoria da Paridade dos Poderes de Compra. Em Carvalho, Brilhante e Rosado (eds) Novos Rumos em Estatística – Proceedings of the IXth Annual Conference of the Portuguese Statistical Society, Ed. SPE.

13.   Rodrigues, P.M.M. and P.M.D.C. Gouveia (2002) Avaliação de Testes de Raízes Unitárias em Modelos SETAR. Proceedings of the IVth “Encontro de Economistas de Língua Portuguesa”.

14.   Osborn, D.R. and P.M.M. Rodrigues (2001) Asymptotic Distributions of Seasonal Unit Root Tests: A Unifying Approach, Econometric Reviews, Vol. 21, Issue 2, pp. 221-241.

15.   Rodrigues, P.M.M. (2001) Near Seasonal Integration, Econometric Theory, Vol. 17, pp. 70-86. Abstract.

16.   Ghysels, E., D.R. Osborn and P.M.M. Rodrigues (2001) Seasonal Nonstationarity and Near-nonstationarity. In A Companion to Theoretical Econometrics, Ed. Badi Baltagi, Blackwells, pp. 655-677. Abstract.

17.   Rodrigues, P.M.M. and D.R. Osborn (1999) The Performance of Seasonal Unit Root Tests for Monthly Data, Journal of Applied Statistics, Vol. 26, No. 8, pp. 985-1004.

18.   Rodrigues, P.M.M. (1999) A Note on the Application of the DF Test to Seasonal Data, Statistics and Probability Letters, Vol. 47, pp. 171-175.

19.   Rodrigues, P.M.M. (1999) Contrast of the Asymptotic Properties of Least Squares Estimates in Symmetric Seasonal Processes. Solution 98.5.3, Econometric Theory, Vol.15 No. 5, pp. 783-786. Abstract.

20.   Rodrigues, P.M.M. (1998) Contrast of the Asymptotic Properties of Least Squares Estimates in Symmetric Seasonal Processes. Problem 98.5.3, Econometric Theory, Vol.14 No. 5, p. 687.

21.   Rodrigues, P.M.M. (1997) Book Review: Modern Regression Methods by T.R. Ryan, The Statistician, The Royal Statistical Society.