[R] BHHH algorithm

Roger Koenker roger at ysidro.econ.uiuc.edu
Mon Aug 4 15:28:05 CEST 2003


the original reference is:

Berndt, Hall, Hall and Hausman, (1974)
Annals of economic and social measurement
3, 653-665.


url:	www.econ.uiuc.edu/~roger/my.html	Roger Koenker
email	rkoenker at uiuc.edu			Department of Economics
vox: 	217-333-4558				University of Illinois
fax:   	217-244-6678				Champaign, IL 61820

On Mon, 4 Aug 2003, Savano wrote:

> Dear R users,
>
> Could you tell me where a I find some references of BHHH algorithm ? I need
> write it in R.
>
> Thank you.
>
> ______________________________________________
> R-help at stat.math.ethz.ch mailing list
> https://www.stat.math.ethz.ch/mailman/listinfo/r-help
>




More information about the R-help mailing list