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   [EMAIL PROTECTED]                       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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