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Definition of BHHH


Definition: BHHH is a numerical optimization method from Berndt, Hall, Hall, and Hausman (1974). Used in Gauss, for example.(Econterms)

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Journal Articles on BHHH:

  • Berndt, E., B. Hall, R. Hall, and J. Hausman.. 1974. "Estimation and inference in nonlinear structural models."
    Annals of Economic and Social Measurement. 3:653-665.

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