Luis F. Martins (1973) is Assistant Professor with "Agregação" of Quantitative Methods at ISCTE-IUL, Portugal, since 1998. Previously he has been Junior Assistant of Quantitative Methods at the University of Algarve (1996-1998). He studied economics and econometrics at ISEG-UTL, Portugal (Licenciatura in Economics, 1995; M.S. in Mathematical Modeling for Economics and Management, 1998) and economics at the Pennsylvania State University, USA (Ph.D. in economics, 2005). His research focus on theoretical and applied time series econometrics and he has published a number of articles in refereed journals including Econometric Theory, Econometrics Journal, Computational Statistics and Data Analysis, Journal of Money, Credit and Banking, and Empirical Economics.