- Mathieu Goudard and Michel Lubrano (2012). Human capital, social capital and scientific research in Europe : An application of linear hierarchical models. To appear in The Manchester School.
- R. Bu, L. Giet, K. Hadri, M. Lubrano (2011) ”Modeling multivariate interest rates using time-varying copulas and reducible stochastic differential equations”. Journal of Financial Econometrics, 9(1) : 198-236.
- de la Croix David and Michel Lubrano (2011) The trade-off between growth and redistribution : ELIE in an overlapping generations model. In Claude Gamel and Michel Lubrano eds, On Kolm’s Theory of Macrojustice. Springer Verlag, pp 305-337.
- On Kolm’s Theory of Macrojustice : A pluridisciplinary Forum of Exchange (2011), Claude Gamel and Michel Lubrano, editors. Springer Verlag, Heidelberg.
- Ludovic Giet and Michel Lubrano (2008) A minimum Hellinger distance estimator for stochastic differential equations an application to statistical inference for continuous time interest rate models. Computational Statistics and Data Analysis, 52(6), 2945-2965.
- Bauwens L. and M. Lubrano (2007) Bayesian Inference in Dynamic Disequilibrium Models : an Application to the Polish Credit Market. Econometric Reviews, 26(2–4):469–486.
- Lubrano M. and C. Protopopescu (2004) Density inference for ranking european academics. Journal of Econometrics.
- Lubrano M., L. Bauwens, A. Kirman and C. Protopopescu (2003) Ranking European Economic Departments : a Statistical Approach. Journal of the European Economic Association 1(6), 1367-1401.
- Bauwens L. and M. Lubrano (2002) Bayesian option pricing using asymetric GARCH models. Journal of Empirical Finance, 9(3), 321-344.
- Bauwens L., M. Lubrano and J.F. Richard (1999) Bayesian Inference in Dynamic Econometric Models, Oxford University Press.