Concepedia

Alain Monfort

AM

Statistics

Publications

82

Citations

6.7K

H-Index

37

Active since

1979

Affiliations

Centre de Recherche en Économie et Statistique(Current)

Institut National de la Statistique et des Etudes Economiques

Maastricht University

Centre for Research in Engineering Surface Technology

Banque de France

Alain Monfort is an author at Centre de Recherche en Économie et Statistique specializing in economics, econometrics, and business.

Publications per year

1979–2020

82

Publications

82

Pseudo Maximum Likelihood Methods: Theory

Christian Gouriéroux, Alain Monfort, Alain Trognon · Econometrica · 1984 · 1.4K citations · Full text

Natural Sciences, Mathematics, Econometrics +15

Indirect inference

Christian Gouriéroux, Alain Monfort, Éric Renault · Journal of Applied Econometrics · 1993 · 1.1K citations

Social Sciences, Economics, Finance +14

Likelihood Ratio Test, Wald Test, and Kuhn-Tucker Test in Linear Models with Inequality Constraints on the Regression Parameters

Christian Gouriéroux, Alberto Holly, Alain Monfort · Econometrica · 1982 · 474 citations

Social Sciences, Economics, A/b Testing +14

Generalised residuals

Christian Gouriéroux, Alain Monfort, Éric Renault et al. · Journal of Econometrics · 1987 · 304 citations

Simulation-based inference

Christian Gouriéroux, Alain Monfort · Journal of Econometrics · 1993 · 207 citations

1–5 of 82