1990

Florens, Jean-Pierre, Mouchart, Michel and Rolin, Jean-Marie (1990) Elements of Bayesian Statistics. M. Dekker New York

1992

Florens, Jean-Pierre and Mouchart, Michel (1992) Bayesian Testing and Testing Bayesian. In: Handbook of Statistics Maddala, G.S. (ed.) ELsevier. pp. 303-334. ISBN 978-0-444-63975-2

1993

Florens, Jean-Pierre, Mouchart, Michel and Rolin, Jean-Marie (1993) Non Causality and Marginalization of Markov Processes. Econometric Theory, 9. pp. 239-260.

1994

Florens, Jean-Pierre, Larribeau, Sophie and Mouchart, Michel (1994) Bayesian Encompassing Test of a Unit Root Hypothesis. Econometric Theory. pp. 747-763.

1995

Florens, Jean-Pierre, Fougère, Denis and Mouchart, Michel (1995) Duration models. In: Econometrics of Panel Data Matyas, Laszlo and Sevestre, Patrick (eds.) Kluwer. Series “Advanced Studies in Theoretical and Applied Econometrics”, Vol. 46. pp. 491-534.

1999

Florens, Jean-Pierre, Mouchart, Michel and Rolin, Jean-Marie (1999) Semi and Non Parametric Bayesian Analysis of Duration Models: A Survey. International Statistical Review, 67. pp. 187-210.