BHHH

AcronymDefinition
BHHHBerndt-Hall-Hall-Hausman (algorithm)
BHHHBerkshire Hash House Harriers (UK)
BHHHBiloxi Hash House Harriers (hashing club; est. 1993; Biloxi, MS)
References in periodicals archive ?
9) Advantages of the BHHH algorithm include the following: (1) it does not require computations beyond those needed to solve the likelihood equation, (2) if the function examined is not the true likelihood function it still typically ends up at the correct maximum, and (3) it is always "nonnegative definite" and highly likely to produce convergence.
La maximizacion se realiza utilizando metodos de optimizacion numericos como BHHH.
This is a trivariate DCC--GARCH(1,1) model with country-specific effects, and it is estimated by quasi-maximum likelihood estimation (QMLE) using the BHHH optimisation algorithm.
M (aximum) L (ikelihood) estimates of the GARCH-in-Mean model can be obtained by maximising the likelihood function using the BHHH (9) algorithm.
The BHHH algorithm of Bernt, Hall, Hall and Hausman (1974) with numerical first derivatives is used in the optimization.
I obtained estimates using the negative binomial routine in Greene's (1990) statistical software LIMDEP set to the BHHH algorithm.
Standard efforts will be obtained with a final zero-step BHHH iteration.