Article

Gourieroux, Christian and Jasiak, Joann (2023) Time Varying Markov Process with Partially Observed Aggregate Data: An Application To Coronavirus. Journal of Econometrics, vol. 232 (n°1). pp. 35-51.

Gourieroux, Christian, Monfort, Alain and Renne, Jean-Paul (2022) Required Capital for Long-Run Risks. Journal of Economic Dynamics and Control, vol.144 (104502).

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.

Gourieroux, Christian, Laffont, Jean-Jacques and Monfort, Alain (1983) Révision Adaptative des Anticipations et Convergence vers les Anticipations Rationnelle. Économie Appliquée.

Gourieroux, Christian, Laffont, Jean-Jacques and Monfort, Alain (1982) Rational Expectations in Dynamic Linear Models: Analysis of the Solution. Econometrica, 50 (2). pp. 409-426.

Gourieroux, Christian, Laffont, Jean-Jacques and Monfort, Alain (1981) Modèles Linéaires avec Anticipations Rationnelles : Solutions et Critères de Selection. Cahiers du Séminaire d'Économétrie (n° 23). pp. 15-46.

Gourieroux, Christian, Laffont, Jean-Jacques and Monfort, Alain (1980) Coherency Conditions in Simultaneous Linear Equation Models with Endogenous Regimes. Econometrica, 48 (3). pp. 675-696.

Gourieroux, Christian, Laffont, Jean-Jacques and Monfort, Alain (1980) Test of the Equilibrium Versus Disequilibrium Hypothesis : a Comment. International Economic Review, 21 (1). pp. 245-247.

Gourieroux, Christian, Laffont, Jean-Jacques and Monfort, Alain (1980) Desiquilibrium Econometrics in Simultaneous Equations Systems. Econometrica, 48 (1). pp. 75-96.

Gourieroux, Christian, Laffont, Jean-Jacques and Monfort, Alain (1980) On the Backward-Forward Procedure. Economics Letters, vol. 5 (n° 3). pp. 215-217.