Extensions to IVX Methods of Inference for Return Predictability
Matei Demetrescu, Iliyan Georgiev, Paulo M. M. Rodrigues, A M Robert Taylor
Journal of Econometrics, vol. 237, 2023, p. .

Transformed Regression-Based Long-Horizon Predictability Tests
Matei Demetrescu, Paulo M. M. Rodrigues, A M Robert Taylor
Journal of Econometrics, vol. 237, 2023, p. .

Testing for Episodic Predictability in Stock Returns
Matei Demetrescu, Iliyan Georgiev, Paulo M. M. Rodrigues, A M Robert Taylor
Journal of Econometrics, vol. 227, 2022, p. 85-113.

Multivariate Fractional Integration Tests Allowing for Conditional Heteroskedasticity with an Application to Return Volatility and Trading Volume
Marina Balboa, Paulo M. M. Rodrigues, António Rua, A M Robert Taylor
Journal of Applied Econometrics, vol. 36, 2021, p. 544-565.

Semi-parametric Seasonal Unit Root Tests
Tomás Barrio Castro, Paulo M. M. Rodrigues, A M Robert Taylor
Econometric Theory, vol. 34, 2018, p. 447-476.

On the Behaviour of Phillips-Perron Tests in the Presence of Persistent Cycles
Tomás Barrio Castro, Paulo M. M. Rodrigues, A M Robert Taylor
Oxford Bulletin of Economics and Statistics, vol. 77, 2015, p. 495-511.

The Impact of Persistent Cycles on Zero Frequency Unit Root Tests
Paulo M. M. Rodrigues, A M Robert Taylor, Tomás Barrio Castro
Econometric Theory, vol. 29, 2013, p. 1289-1313.

Wild Bootstrap of the Sample Mean in the Infinite Variance Case
Giuseppe Cavaliere, Iliyan Georgiev, A M Robert Taylor
Econometric Reviews, vol. 32, 2013, p. 204-219.

The Flexible Fourier Form and Local Generalised Least Squares De-trended Unit Root Tests
Paulo M. M. Rodrigues, A M Robert Taylor
Oxford Bulletin of Economics and Statistics, vol. 74, 2012, p. 736-759.

Efficient Tests of the Seasonal Unit Root Hypothesis
Paulo M. M. Rodrigues, A M Robert Taylor
Journal of Econometrics, vol. 141, 2007, p. 548-573.

Alternative Estimators and Unit Root Tests for Seasonal Autoregressive Processes
Paulo M. M. Rodrigues, A M Robert Taylor
Journal of Econometrics, vol. 120, 2004, p. 35-73.

Asymptotic Distributions for Regression-Based Seasonal Unit Root Test Statistics in a Near-Integrated Model
Paulo M. M. Rodrigues, A M Robert Taylor
Econometric Theory, vol. 20, 2004, p. 645-670.

On Tests for Double Differencing: Methods of Demeaning and Detrending and the Role of Initial Values
Paulo M. M. Rodrigues, A M Robert Taylor
Econometric Theory, vol. 20, 2004, p. 95-115.