| The Effect of Additive Outliers and Measurement Errors when Testing for Structural Breaks in Variance | 2010 | Oxford Bulletin of Economics and Statistics, forthcoming |
| Adding Value to Bank Branch Performance Evaluation Using Cognitive Maps and MCDA: A Case Study | 2010 | Journal of the Operations Research Society, forthcoming |
| On LM-Type Tests for Seasonal Unit Roots in the Presence of a Break in Trend | 2010 | Journal of Time Series Analysis, forthcoming |
| What Causes Short and Long-run Economic Growth in Portugal: Exports or Inward FDI? | 2010 | Journal of Economic Studies, Vol. 37, No 3-4, 267-287 |
| Knowledge Production in European Regions: The Impact of Regional Strategies and Regionalization of Innovation | 2010 | European Planning Studies 18, 1729-1748 |
| Events that Marked Tourism in Portugal | 2010 | Applied Economic Letters, Vol. 17, 761-766 |
| Persistence Change in Tourism Data | 2010 | Tourism Economics, Vol. 16, No 2, 303-319 |
| A Tourism Research Agenda for Portugal | 2010 | International Journal of Tourism Research, Vol.12, 90-101 |
| Calendar effects in daily ATM withdrawals | 2010 | Economics Bulletin, Vol.30 nº4, October 2010 |
| Testing for the General Fractional Integration Hypothesis in the Time Domain | 2009 | Econometric Theory, 25, 1793-1828 |
| Modelling and Forecasting Tourism Growth Cycle | 2009 | Tourism Economics, 15(2), 323-338 |
| Unit Root and Cointegration Testing: Guest Editors’ Introduction | 2008 | Econometric Theory, 24 (1), 1-6 |
| A Note on Testing for Nonstationarity in Autoregressive Processes with Level Dependent Conditional Heteroskedasticity | 2008 | Statistical Papers 49, 581-593 |
| A Test for Seasonal Fractional Integration | 2008 | Proceedings of the XVIII International Conference on Computational Statistics, Springer Verlag (eds) |
| Testing for causality in variance under nonstationarity in variance | 2007 | Economics Letters 97, 133-137 |
| Efficient Seasonal Unit Root Tests | 2007 | Journal of Econometrics 141, 548 -573 |
| Forecasting Seasonal Time Series | 2006 | Handbook of Economic Forecasting, Chapter 13, Ed. G. Elliott, C.W.J. Granger e A. Timmermann, Elsevier B.V |
| Properties of recursive trend-adjusted unit root tests | 2006 | Economics Letters 91, 413-419 |
| The performance of unit root tests under level-dependent heteroskedasticity | 2005 | Economics Letters 89, 262-268 |
| A sequential approach to testing seasonal unit roots in high frequency data | 2005 | Journal of Applied Statistics,Vol.32, 555-569 |
| Dating and synchronizing tourism growth cycles | 2005 | Tourism Economics 11, 501-516 |
| Asymptotic distributions for regression-based seasonal unit root test statistics in a near-integrated model | 2004 | Econometric Theory 20, 645-670 |
| Alternative Estimators and Unit Root Tests for Seasonal Autoregressive Processes | 2004 | Journal of Econometrics 120, 35-73 |
| Starting Value Effects on Tests for Double Differencing | 2004 | Econometric Theory 20, 95-115 |
| Seasonal Unit Root Tests under Structural Breaks | 2004 | Journal of Time Series Analysis 25, 33-53 |
| Threshold Cointegration and the PPP Hypothesis | 2004 | Journal of Applied Statistics 31, 115-127 |
| F versus t tests for unit roots: A Comment | 2004 | Economics Bulletin 3, No.12, 1-7 |
| An Application of PAR Models for Tourism Forecasting | 2004 | Tourism Economics 10, 281-303 |
| On LM Tests for Seasonal Unit Roots | 2002 | The Econometrics Journal 5, 76-195 |
| Seasonal Random Walks with Drift:Properties of Least Squares Estimators | 2002 | Portuguese Economic Journal 1, 27-46 |
| Near Seasonal Integration | 2001 | Econometric Theory 17, 70-86 |
| The Asymptotic Distributions of Seasonal Unit Root Tests: A Unifying Approach | 2001 | Econometric Reviews 21, 221-241 |
| Seasonal Nonstationarity and Near-nonstationarity | 2000 | A Companion to Theoretical Econometrics, Ed. Badi Baltagi, Blackwells. (CIRANO Working Paper 99s-05) |
| The Performance of Seasonal Unit Root Tests for Monthly Data | 1999 | Journal of Applied Statistics, Vol. 26, No. 8, 985-1004 |
| A Note on the Application of the DF Test to Seasonal Data | 1999 | Statistics and Probability Letters 47, 171-175 |
| Contrast of the Asymptotic Properties of Least Squares Estimates in Symmetric Seasonal Processes. Solution 98.5.3 | 1999 | Econometric Theory 15 No. 5, 783-786 |
| Contrast of the Asymptotic Properties of Least Squares Estimates in Symmetric Seasonal Processes. Problem 98.5.3 | 1998 | Econometric Theory 14 No. 5, 687 |