1984
Pseudo Maximum Likelihood Methods: Theory
Christian Gouriéroux, Alain Monfort, A. Trognon
Econometrica OATop-listed
1.4k
cites
Researcher
Alain Monfort is a Finance scholar at National Bureau of Economic Research. Research spans Credit Risk and Financial Regulations, Financial Risk and Volatility Modeling, Stochastic processes and financial applications. 248 works, 10k citations (h-index 41).
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Affiliation on publications · National Bureau of Economic Research
Christian Gouriéroux, Alain Monfort, A. Trognon
Econometrica OATop-listed
Christian Gouriéroux, Alain Monfort, A. Trognon
EconometricaTop-listed
Christian Gouriéroux, Alain Monfort, Éric Renault
Journal of Applied EconometricsTop-listed