Article

Darolles, Serge, Fan, Yanqin, Florens, Jean-Pierre and Renault, Eric (2011) Nonparametric Instrumental Regression. Econometrica, 79 (5). pp. 1541-1565.

Darolles, Serge, Florens, Jean-Pierre and Gourieroux, Christian (2004) Kernel Based Nonlinear Canonical Analysis and Time Reversibility. Journal of Econometrics, 119 (2). pp. 323-353.

Darolles, Serge, Florens, Jean-Pierre and Gourieroux, Christian (2001) Factor ARMA Representation of Markov Process. Economics Letters, 71 (2). pp. 165-171.

Monograph

Darolles, Serge, Florens, Jean-Pierre and Simon, Guillaume (2010) Nonparametric Analysis of Hedge Funds Lifetimes. TSE Working Paper, n. 10-174