Christian Gouriéroux, and Joann Jasiak, “Time Varying Markov Process with Partially Observed Aggregate Data: An Application To Coronavirus”, Journal of Econometrics, vol. 232, n. 1, January 2023, pp. 35–51.
Christian Gouriéroux, Alain Monfort, and Jean-Paul Renne, “Required Capital for Long-Run Risks”, Journal of Economic Dynamics and Control, vol. 144, n. 104502, November 2022.
Christian Gouriéroux, Andrew Hencic, and Joann Jasiac, “Forecast performance and bubble analysis in noncausal MAR(1, 1) processes”, International Journal of Forecasting, vol. 40, n. 2, March 2021, pp. 301–326.
Christian Gouriéroux, and Alain Monfort, “Model Risk Management: Valuation and Governance of Pseudo Models”, Econometrics and Statistics, vol. 17, January 2021, pp. 1–22.
A. Djogbenou, Christian Gouriéroux, and Joann Jasiak, “Testing for Endogeneity of COVID-19 Patient Assignments”, Journal of Statistical and Econometric Methods, n. nbaa047, 2021.
Christian Gouriéroux, Joann Jasiak, and Alain Montfort, “Stationary Bubble Equilibria in Rational Expectation Models”, Journal of Econometrics, vol. 218, n. 2, October 2020, pp. 714–735.
Christian Gouriéroux, Alain Montfort, and Jean-Paul Renne, “Identification and Estimation in Nonfundamental Structural Models”, The Review of Economic Studies, vol. 87, n. 4, July 2020, pp. 1915–1953.
Jean-Pierre Florens, Christian Gouriéroux, and Alain Monfort, “Model Risk Management: Limits and Future of Bayesian Approaches”, Annals of Economics and Statistics, vol. 136, December 2019, pp. 1–26.
Christian Gouriéroux, and Joann Jasiak, “Robust Analysis of the Martingale Hypothesis”, Econometrics and Statistics, vol. 9, January 2019, pp. 14–41.
Christian Gouriéroux, Alain Monfort, and Jean-Michel Zakoïan, “Consistent Pseudo-Maximum Likelihood Estimators and Groups of Transformations”, Econometrica, vol. 87, n. 1, 2019, pp. 327–345.
Serge Darolles, Jean-Pierre Florens, and Christian Gouriéroux, “Kernel Based Nonlinear Canonical Analysis and Time Reversibility”, Journal of Econometrics, vol. 119, n. 2, April 2004, pp. 323–353.
Serge Darolles, Jean-Pierre Florens, and Christian Gouriéroux, “Factor ARMA Representation of Markov Process”, Economics Letters, vol. 71, n. 2, May 2001, pp. 165–171.
Christian Gouriéroux, Jean-Jacques Laffont, and Alain Monfort, “Rational Expectations in Dynamic Linear Models: Analysis of the Solution”, Econometrica, vol. 50, n. 2, March 1982, pp. 409–426.
Christian Gouriéroux, Jean-Jacques Laffont, and Alain Monfort, “Coherency Conditions in Simultaneous Linear Equation Models with Endogenous Regimes”, Econometrica, vol. 48, n. 3, April 1980, pp. 675–696.
Christian Gouriéroux, Jean-Jacques Laffont, and Alain Monfort, “Test of the Equilibrium Versus Disequilibrium Hypothesis : a Comment”, International Economic Review, vol. 21, n. 1, February 1980, pp. 245–247.
Christian Gouriéroux, Jean-Jacques Laffont, and Alain Monfort, “Desiquilibrium Econometrics in Simultaneous Equations Systems”, Econometrica, vol. 48, n. 1, January 1980, pp. 75–96.