
Berndt–Hall–Hall–Hausman algorithm - Wikipedia
The Berndt–Hall–Hall–Hausman (BHHH) algorithm is a numerical optimization algorithm similar to the Newton–Raphson algorithm, but it replaces the observed negative Hessian matrix with the …
GSL学习笔记IV:BHHH算法的实现 - 知乎 - 知乎专栏
BHHH算法是用来快速解MLE问题的快速算法,其实本质上就是一个 牛顿法 ,只不过最原始的牛顿法需要计算 二阶导 (Hessian),而BHHH算法充分利用了MLE的性质(在真值附近Hessian …
Berndt–Hall–Hall–Hausman algorithm | Semantic Scholar
The Berndt–Hall–Hall–Hausman (BHHH) algorithm is a numerical optimization algorithm similar to the Gauss–Newton algorithm. It is named after the four originators: Ernst R. Berndt, B. Hall, …
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Implementation of the Berndt-Hall-Hall-Hausman (BHHH) …
In order to find our code including examples and tests please follow the path src/algorithms. For the documentation as a pdf and html please follow bld/src/documentation. Implementation of …
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