Rodrigues, P.M.M. (2004) Properties of Recursive Trend-Adjusted Unit Root Tests. (Submited for publication).

Rodrigues, P.M.M. e A.M.R. Taylor (Universidade de Birmingham) (2004) Efficient Seasonal Unit Root Tests. (Submited for publication).

Rodrigues, P.M.M. e A. Rubia (Universidade de Alicante) (2004) Testing Non-stationarity in Short-term Interest Rates. Mimeo. Faculdade de Economia, Universidade do Algarve. (Submited for publication).

Rodrigues, P.M.M. e P. Gouveia (2004) Combinação de previsões com modelos Autorregressivos lineares e não lineares - Aplicações a séries do Turismo. Mimeo. Faculdade de Economia, Universidade do Algarve. (Submited for publication).

Rodrigues, P.M.M. e Franses, P.H. (Econometric Institute Rotterdam) (2003) A sequential approach to testing seasonal unit roots in high frequency data. Econometric Institute Report 2003-14. (Submited for publication).

Rodrigues, P.M.M. and P. Gouveia (2002) A Note on Residual-Based Tests for Threshold Cointegration. Mimeo. Faculdade de Economia, Universidade do Algarve. (Submited for publication).

Rodrigues, P.M.M. and A. Tremayne (2000) On the Adequacy of Symmetric Asymptotic Confidence Intervals for the Largest Autoregressive Root. Newcastle Discussion Papers in Economics, No. 2000-15, Department of Economics, University of Newcastle.

Rodrigues, P.M.M. and D.R. Osborn (1999) Asymptotic Confidence Intervals and Seasonal Unit Root Statistics. University of Manchester, School of Economic Studies, Discussion Paper Series, No. 9916.

Rodrigues, P.M.M. (1999) Testing for Long-Run Unit Roots in Seasonal Data. Mimeo. Faculdade de Economia da University of Algarve.