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.
>
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