2001
Darolles, Serge, Florens, Jean-Pierre
and Gourieroux, Christian
(2001)
Factor ARMA Representation of Markov Process.
Economics Letters, 71 (2).
pp. 165-171.
2004
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.
2010
Darolles, Serge, Florens, Jean-Pierre
and Simon, Guillaume
(2010)
Nonparametric Analysis of Hedge Funds Lifetimes.
TSE Working Paper, n. 10-174
2011
Darolles, Serge, Fan, Yanqin, Florens, Jean-Pierre
and Renault, Eric
(2011)
Nonparametric Instrumental Regression.
Econometrica, 79 (5).
pp. 1541-1565.