<s>
The	O
Berndt	O
–	O
Hall	O
–	O
Hall	O
–	O
Hausman	O
(	O
BHHH	B-Algorithm
)	O
algorithm	O
is	O
a	O
numerical	O
optimization	O
algorithm	O
similar	O
to	O
the	O
Newton	B-Algorithm
–	I-Algorithm
Raphson	I-Algorithm
algorithm	I-Algorithm
,	O
but	O
it	O
replaces	O
the	O
observed	O
negative	O
Hessian	O
matrix	O
with	O
the	O
outer	O
product	O
of	O
the	O
gradient	O
.	O
</s>
<s>
The	O
BHHH	B-Algorithm
algorithm	I-Algorithm
is	O
named	O
after	O
the	O
four	O
originators	O
:	O
Ernst	O
R	O
.	O
Berndt	O
,	O
Bronwyn	O
Hall	O
,	O
Robert	O
Hall	O
,	O
and	O
Jerry	O
Hausman	O
.	O
</s>
<s>
For	O
the	O
BHHH	B-Algorithm
algorithm	I-Algorithm
λk	O
is	O
determined	O
by	O
calculations	O
within	O
a	O
given	O
iterative	O
step	O
,	O
involving	O
a	O
line-search	O
until	O
a	O
point	O
βk+1	O
is	O
found	O
satisfying	O
certain	O
criteria	O
.	O
</s>
<s>
The	O
BHHH	B-Algorithm
algorithm	I-Algorithm
has	O
the	O
advantage	O
that	O
,	O
if	O
certain	O
conditions	O
apply	O
,	O
convergence	O
of	O
the	O
iterative	O
procedure	O
is	O
guaranteed	O
.	O
</s>
