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Berndt–Hall–Hall–Hausman algorithm

Known as: BHHH, BHHH algorithm, Berndt-Hall-Hall-Hausman algorithm 
The Berndt–Hall–Hall–Hausman (BHHH) algorithm is a numerical optimization algorithm similar to the Gauss–Newton algorithm. It is named after the four… 
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Related topics

Related topics

5 relations
AlgorithmBroyden–Fletcher–Goldfarb–Shanno algorithmCoefficientGauss–Newton algorithm

Broader (1)

Estimation theory

Papers overview

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2015
2015
The impact of a Hausman pretest on the coverage probability and expected length of confidence intervals
In the analysis of clustered and longitudinal data, which includes a covariate that varies both between and within clusters (e.g… 
2010
2010
Estimation methods comparison of SVAR model with the mixture of two normal distributions - Monte Carlo analysis
This paper addresses the issue of obtaining maximum likelihood estimates of parameters for structural VAR models with a mixture… 
2008
2008
A CHARACTERIZATION OF PSEUDO-EINSTEIN MEAL HYPERSURFACES IN A OUATEMNIONIC PROJECTIVE SPACE By TatsuyoshiHamada
Let HP" be a quaternionic projective space, ≪i?3, with metric G of constant quaternionic sectional curvature 4, and let M be a… 
2007
2007
Maximization of the Likelihood Function in Financial Time Series Models
many financial time series such as stock returns or foreign exchange rates, observed on daily basis, have showed stylized facts… 
2006
2006
Negative Evidence in Linguistics: The case of Wagiman Complex Predicates
2005
2005
Frömmigkeit - Theologie - Frömmigkeitstheologie, Contributions to European Church History (Festschrift für Berndt Hamm zum 60. Geburtstag)
2001
2001
読書ノート R.ホフマン・O.ヤコービ・B.ケラー・M.ヴァイス編『構造変化、統一、ヨーロッパ統合のインパクトのもとでのドイツ労使関係』 Rainer Hoffmann, Otto Jacobi, Berndt Keller&Manfred Weiss(eds.) German Industrial Relations under the Impact of Structural Change…
1998
1998
The health and financial decisions of the elderly
DEDICATION To my friends that encouraged me throughout high school (have all given me helpful advice at some point during my… 
1993
1993
Ja n 19 93 A FACTORIZATION THEOREM FOR SMOOTH CROSSED PRODUCTS
By a remarkable theorem of Dixmier and Malliavin [DM, Theorem 3.3], it is known that the convolution algebra C c (G) of compactly… 
1985
1985
Noëlle Hausman, Frédéric Nietzsche. Thérèse de Lisieux. Deux poétiques de la modernité. Préface de Albert Chapelle. 1984
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