Publications

Nuno Crato

32 Articles in international journals with referee

From A to Z: effects of a 2nd-grade reading intervention program for struggling readers
J. Lopes, P. S. Martins, C. Oliveira, J. Ferreira, J. T. Oliveira and N. Crato
Revista de Psicodidáctica, (2023).

Cómo apoyar y cómo abandonar a los profesores en la batalla por el éxito educativo. La experiencia de Portugal entre 1995 y 2020
N. Crato
Revista Iberoamericana De Educación 90, 77-95 (2022).

A fragmented-periodogram approach for clustering big data time series
J. Caiado, N. Crato and P. Poncela
Advances in Data Analysis and Classification, (2019).

A new model for explaining long-range correlations in human time interval production
A. Diniz, J. Barreiros and N. Crato
Computational Statistics and Data Analysis 56, 1908-1919 (2012).

Can we evaluate the predictability of financial markets?
E. Ruiz and N. Crato
International Journal of Forecasting 28, 1-2 (2012).

Tests for comparing time series of unequal lengths
J. Caiado, N. Crato and D. Peña
Journal of Statistical Computation and Simulation 82, 1715-1725 (2012).

$\alpha$-stable laws for noncoding regions in DNA sequences
N. Crato, R. R. Linhares and S. R. C. Lopes
Journal of Applied Statistics 38, 261-271 (2011).

Contemporary theories of 1/f noise in motor control
A. Diniz, M. L. Wijnants, M. L. , J. Barreiros, N. Crato, A. M. Bosman, F. Hasselman, R. F. Cox and G. C. Van Orden
Human Movement Science 30, 889–905 (2011).

Identifying common dynamic features in stock returns
J. Caiado and N. Crato
Quantitative Finance 10, 797-807 (2010).

Parameterized estimation of long-range correlation and variance components in human serial interval production
A. Diniz, J. Barreiros and N. Crato
Motor Control 14, 26-43 (2010).

Statistical properties of detrended fluctuation analysis
N. Crato, R. R. Linhares and S. R. C. Lopes
Journal of Statistical Computation and Simulation 80-6, 625-641 (2010).

A generative power-law search tree model
A. Carvalho, N. Crato and C. P. Gomes
Computers and Operations Research 36, 2376-2386 (2009).

Comparison of time series with unequal length in the frequency domain
J. Caiado, N. Crato and D. Peña
Communications in Statistics: Simulation and Computation 8, 527-542 (2009).

A periodogram-based metric for time series classification
J. Caiado, N. Crato and D. Peña
Computational Statistics and Data Analysis 50, 2668-2684 (2006).

A mild skepticism on nonlinear forecasting: Some comments on the paper by Harvill and Ray
N. Crato
International Journal of Forecasting 21-4, 729 (2005).

Sardine regime shifts off Portugal: a time series analysis of catches and wind conditions
M. F. Borges, A. I. Santos, N. Crato, H. Mendes and B. Mota
Scientia Marina 67, 235-244 (2003).

A note on moving average forecasts of long-memory processes with added noise
R. Rammjee, N. Crato and B. K. Ray
International Journal of Forecasting 18, 291-297 (2002).

Semiparametric smoothing estimators for long-memory processes with added noise
N. Crato and B. K. Ray
Journal of Statistical Planning and Inference 105, 283-297 (2002).

Long-run versus short-run behaviour of the real exchange rates
A. A. Costa and N. Crato
Applied Economics 33, 683-688 (2001).

Estimation of the maximal moment exponent with censored data
N. Crato
Communications in Statistics: Simulation and Computation 29, 1239-1254 (2000).

Heavy-tailed phenomena in satisfiability and constraint satisfaction problems
C. P. Gomes, B. Selman, N. Crato and H. A. Kautz
Journal of Automated Reasoning 24, 67-100 (2000).

Memory in returns and volatilities of commodity futures contracts
N. Crato and B. K. Ray
The Journal of Futures Markets 20-6, 525-544 (2000).

The detection and estimation of long memory in stochastic volatility
F. J. Breidt, N. Crato and P. de Lima
Journal of Econometrics 83, 325-348 (1998).

On the power of underdifferencing and over differencing tests against nearly nonstationary alternatives
N. Crato and P. de Lima
Communications in Statistics: Simulation and Computation 26, 1431-1446 (1997).

Model selection and forecasting of long-range dependent processes
B. K. Ray and N. Crato
Journal of Forecasting 15, 107-125 (1996).

Some results on the spectral analysis of nonstationary time series
N. Crato
Portugaliæ Mathematica 53, 179-186 (1996).

New tests for stationarity and parity reversion: Evidence on New Zealand real exchange rates
P. Wu and N. Crato
Empirical Economics 20, 599-613 (1995).

A fractionally integration analysis of long-run behavior for U.S. macroeconomic time series
N. Crato and P. Rothman
Economics Letters 45, 287-291 (1994).

A reappraisal of parity reversion for U.K. real exchange rates
N. Crato and P. Rothman
Applied Economics Letters 9, 139-141 (1994).

Long-memory and nonlinearity: a time series analysis of US stock returns and volatilities
N. Crato and P. J. Lima
Managerial Finance 20, 49-67 (1994).

Long-range dependence in the conditional variance of stock returns
N. Crato and P. J. Lima
Economics Letters 3, 281-285 (1994).

Some international evidence regarding the stochastic memory of stock returns
N. Crato
Applied Economics 4, 33-39 (1994).


1 Articles in national journals with referee

Forecasting with fractionally differenced models
N. Crato
Investigação Operacional 13, 177-188 (1993).


2 Articles in international journals without referee

Math curriculum matters: Statistical evidence and the Portuguese experience
N. Crato
European Mathematica Society Magazine 124, 49-56 (2022).

Pedro Nunes: Portuguese mathematician and cosmographer
N. Crato
Mathematical Intelligencer 25, 80 (2003).


1 Articles in national journals without referee

Estacionaridade e reversão nas taxas de câmbio reais: o caso português
A. A. Costa and N. Crato
Economia XVII, (1993).


1 Books - author

Figuring It Out
N. Crato
Springer, (2010).


3 Books - editor

Improving a Country’s Education: PISA 2018 Results in 10 Countries
N. Crato
Springer, (2021).

Data-Driven Policy Impact Evaluation: How Access to Microdata is Transforming Policy Design
N. Crato and P. Paruolo
Springer, (2019).

Raising Public Awareness of Mathematics
B. E. Behrends, N. Crato and R. José Francisco
preprint (2012).


9 Chapters in international books with referee

From Lack of Data to Data Unlocking: Computational and Statistical Issues in an Era of Unforeseeable Big Data Evolution
N. Crato
Handbook of Computational Social Science for Policy, Eds. S. Signorelli, M. Fontana, L. Gabrielli, and Vespe, Springer, 125-139 (2023).

Setting up the Scene: Lessons Learned from PISA 2018 Statistics and Other International Student Assessments
N. Crato
In: Crato N. (eds) Improving a Country’s Education. https://doi.org/10.1007/978-3-030-59031-4_1, Springer, (2021).

Assessment Background: What PISA Measures and How
L. Araújo, P. Costa and N. Crato
In Nuno Crato (Ed). Improving a Country’s Education - PISA 2018 Results in 10 Countries., Springer, (2020).

Curriculum and Educational Reforms in Portugal: An Analysis on Why and How Students’ Knowledge and Skills Improved
N. Crato
Audacious Education Purposes, Ed. F. M. Reimers, Springer, 209-231 (2020).

The Power of Microdata: An Introduction
N. Crato and P. Paruolo
in Data-Driven Policy Impact Evaluation: How Access to Microdata is Transforming Policy Design, Eds. Crato and Paruolo, Springer, 1-14 (2019).

Comparison of financial time series using a TARCH-based distance
J. Caiado and N. Crato
in Proceedings in Computacional Statistics, COMPSTAT2008, Ed. Brito, Physica-Verlag, 875-882 (2008).

A GARCH-based method for clustering of financial time series: International stock markets evidence
J. Caiado and N. Crato
in Recent Advances in Stochastic Modeling and Data Analysis, Ed. Skiadas, World Scientific Publishing, Singapore, 542-551 (2007).

Heavy-tailed distributions in combinatorial search
C. P. Gomes, B. Selman and N. Crato
in Principles and Practice of Constraint Programming-CP 97, Ed. Smolka, Springer Lecture Notes in Computer Science 1330, 121-135 (1997).

Forecasting price trends at Lisbon stock exchange
N. Crato
in A Reappraisal of the Efficiency of Financial Markets, Springer-Verlag, (1989).


16 Conference proceedings with referee

Modelos geradores de memória longa no controlo motor
A. Diniz, J. Barreiros and N. Crato
Actas do XVI Congresso Anual da Sociedade Portuguesa de Estatística, 225-232 (2009).

A random decision model for reproducing heavy-tailed algorithmic behavior
A. Carvalho, N. Crato and C. P. Gomes
in Brito, P (Ed.) Proceedings of COMPSTAT2008, Physica-Verlag, 577-584 (2008).

Memória longa verdadeira ou espúria em tarefas motoras
A. Diniz, J. Barreiros, R. Benda and N. Crato
in Actas do XV Congresso Anual da Sociedade Portuguesa de Estatística, 185-192 (2008).

Is there a euro identity within international stock market volatilities?
J. Caiado, N. Crato and D. Peña
in Proceedings of the 11th International Conference on Macroeconomics Analysis and International Finance, Rethymmo, (2007).

Modelling learning curves: a segmented-trend method
A. Diniz, J. Barreiros, R. Benda and N. Crato
in Proceedings of the 3rd International Symposium on Measurement, Analysis, and Modeling of Human Functions, 319-323 (2007).

Séries temporais com outliers em tarefas de tapping
A. Diniz, J. Barreiros and N. Crato
in Actas do XIV Congresso Anual da Sociedade Portuguesa de Estatística, 333-339 (2007).

Spectral-likelihood estimation of a timing control model
A. Diniz, J. Barreiros and N. Crato
in Proceedings of the 56th Session of the International Statistical Institute, 1-4 (2007).

A memória do tempo... Processos persistentes em tarefas de tapping
A. Diniz, J. Barreiros and N. Crato
in Actas do XIII Congresso Anual da Sociedade Portuguesa de Estatística, 301-308 (2006).

An interpolated periodogram-based metric for comparison of time series with unequal lengths
J. Caiado, N. Crato and D. Peña
in Proceedings of the 2006 Joint Statistical Meetings, Section on Statistical Computing, American Statistical Association, 2016-2018 (2006).

Distribuição de custos de computação
A. Carvalho, N. Crato and C. P. Gomes
in Ciência Estatística - Actas do XIII Congresso Anual da Sociedade Portuguesa de Estatística, 249-256 (2006).

Classificação de séries temporais: desenvolvimentos recentes
J. Caiado, N. Crato and D. Peña
in Proceedings of the 12th Portuguese Statistical Society Conference, Estatística Jubilar, 125-132 (2005).

Discrimination between deterministics trend and stochastic trend processes
J. Caiado and N. Crato
in Proceedings of the 11th International Conference on Applied Stochastic Models and Data Analysis, Brest, 1419-1424 (2005).

Memória longa da volatilidade no mercado de capitais português
A. Carvalho, N. Crato and J. Dias Curto
in Estatística Jubilar - Actas do XII Congresso da SPE, 163-170 (2005).

Memória nos retornos e volatilidades do mercado de capitais português
A. Carvalho and N. Crato
in Estatística com Acaso e Necessidade - Actas do XI Congresso da SPE, 143-152 (2004).

Uma métrica baseada no periodograma para classificar séries temporais
J. Caiado, N. Crato and D. Peña
in Proceedings of the 11th Portuguese Statistical Society Conference, Estatística com Acaso e Necessidade, 135-142 (2004).

The use of aggregate time series in testing for long memory
P. Teles, W. W. Wei and N. Crato
Bulletin of the International Statistical Institute 52nd Session, 341-342 (1999).


1 Chapters in international books without referee

On the behavior of some estimators for the index of stability
N. Crato and L. Dowling-DaCosta
NJIT-CAMS Research Report 9899-6, (1998).


1 Conference proceedings without referee

Some problems in the overspecification of ARMA and ARIMA processes using ARFIMA models
N. Crato and B. K. Ray
Proceedings of the 3rd Congress of SPE, Salamandra, 527-539 (1996).


3 Preprints

Early Parental Reading and Reading for Enjoyment: What Matters Most for Boys and Girls
L. Araujo, P. Costa, N. Crato, M. Dumangane and N. Picker
preprint (2020).

Identifying common spectral and asymmetric features in stock returns
J. Caiado and N. Crato
preprint (2007).

Long memory in tapping tasks: Spectral-likelihood estimation of the Wing-Kristofferson model
A. Diniz, J. Barreiros and N. Crato
preprint (2007).


1 Lecture notes

A call to action for better data and better policy evaluation
N. Crato
preprint (2017). PDF