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This paper presents the latest results on confinement studies in the TJ-II stellarator. The inherently strong plasma-wall interaction of TJ-II has been successfully reduced after lithium coating by vacuum evaporation. Besides H retention and low Z, Li was chosen because there exists a reactor-oriented interest in this element, thus giving special relevance to the investigation of its properties. The Li-coating has led to important changes in plasma performance. Particularly, the effective density limit in NBI plasmas has been extended reaching central values of 8 × 1019 m-3 and Te ≈ 250-300 eV, with peaked density, rather flat Te profiles and higher ion temperatures. Due to the achieved density control, a second type of transition has been added to the low density ones previously observed in ECRH plasmas: higher density transitions characterized by the fall in Halfa emission, the onset of steep density gradient and the reduction in the turbulence; which are characteristics of transition to the H mode. Confinement studies in ECH plasmas indicate that lowest order magnetic resonances, even in a low shear environment, locally reduce the effective electron heat diffusivities, while Alfven eigenmodes destabilized in NBI plasmas can influence fast ion confinement.