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.
Djogbenou, Antoine, Gourieroux, Christian, Jasiak, Joann
and Rilstone, Paul
(2022)
An econometric panel data model of the COVID-19 pandemic.
Journal of Statistical and Econometric Methods, vol. 11 (n° 1).
pp. 33-89.
Gourieroux, Christian, Jasiak, Joann
and Monfort, Alain
(2020)
Stationary Bubble Equilibria in Rational Expectation Models.
Journal of Econometrics, vol.218 (n°2).
pp. 714-735.
Gourieroux, Christian and Jasiak, Joann
(2019)
Robust analysis of the martingale hypothesis.
Econometrics and Statistics, vol. 9.
pp. 14-41.