Can Markov Switching Model Generate Long Memory?
Changryong Baek, Natércia Fortuna, Vladas Pipiras
Economics Letters, vol. 124, 2014, p. 117-121.

Local and Global Rank Tests for Multivariate Varying-Coefficient Models
Stephen Donald, Natércia Fortuna, Vladas Pipiras
Journal of Business and Economic Statistics, vol. 29, 2011, p. 295-306.

On Rank Estimation in Symmetric Matrices: The Case of Indefinite Matrix Estimators
Stephen Donald, Natércia Fortuna, Vladas Pipiras
Econometric Theory, vol. 23, 2007, p. 1217-1232.