First, a quick clarification. In the Church of Jesus Christ of Latter-day Saints, a man is ordained to an office of the Priesthood (e.g., one is ordained to the office of a Deacon), the Priesthood itself is conferred to said man. (Family Guidebook: Priesthood Ordinances and Blessings)

Anyway, to answer your question...

We Don't Know

1) Jesus was Baptized, setting a pattern

Before Jesus was baptized, John said, "I have need to be baptized of thee, and comest thou to me?" (Matt 3:14) John recognized Jesus and knew that, compared to Him, he did not have sufficient righteousness/authority to sensibly baptize the Christ. But it's the response of the Lord that's interesting.

Suffer it to be so now: for thus it becometh us to fulfill all righteousness. (Matt 3:15)

Jesus created a pattern of receiving Earthly ordinances to fulfill His own law. This makes logical sense as someone could complain that since He didn't do something, why should the petitioner for entrance into heaven?

But the interesting thing is that at the time Jesus lived, the Melchizedek priesthood was not operating (other, according to LDS theology, than periodically in the form of Old Testament prophets) and the only remaining priesthoods, the Levitical and Aaronic, did not require his ordination because he was neither a descendant of Levi nor of Aaron. Indeed, He "fulfilled all righteousness" when he was redeemed from Temple service at the age of 8 days old (Luke 2:21-24.

In other words, while we have a pattern that might suggest that the priesthood was conferred upon Jesus, the truth is that He was redeemed according to the operating priesthood law of the time. Therefore, during His mortality, Jesus was not conferred any Priesthood.

2) But, Jesus was given authority

For as the Father hath life in himself; so hath he given to the Son to have life in himself; and hath given him authority to execute judgment also, because he is the Son of man. (John 5:26-27)

Jesus was given two things: "life in himself" and "authority to execute judgment." Both of these were absolutely necessary to fulfill the purpose of our Heavenly Father as explained in Moses 1:39.

For behold, this is my work and my glory—to bring to pass the immortality and eternal life of man.

Jesus could not have brought to pass both immortality (through the Resurrection) and eternal life (exaltation) without both "authorities:" life in himself (the ability to grant/provide/enact resurrection) and authority to judge (to determine one's final kingdom: the Celestial, the Terrestrial, the Telestial, or Outer Darkness).

Now, we need to pause for a few comments. LDS Theology teaches that the Father and the Son are two separate and distinct beings but one in purpose. Therefore, considering John's statement, after His resurrection and exaltation, Jesus became authoritatively and in ability (in regard to this world and our Heavenly Father's plan for it) identical to our Heavenly Father.

However, please don't let that last statement confuse you. We most certainly believe in the supremacy of God, our Eternal Heavenly Father. We pray to our Father in the name of Jesus Christ. We believe the heavens and the earth were created by the command of, with the permission of, and with the blessing of, our Heavenly Father — but the specifics of the majority of "administrative" actions on this earth are carried out by the Son. For example, we believe that all aspects of this planet were created by the Son but one: the actual giving of life to Adam and Eve, which was done by the Father.

But, back to the point... we don't know. We know that Jesus was given authority, but it's a dangerous thing to "make God in our own image." To suggest that Jesus had a "priesthood" conferred upon Him by the Father is certainly suggested by John, but it's taking the Earthly Church today and imposing that structure on Heaven.

However, to conclude(ish), I can't find any direct references by authorities on this matter, probably because...

Just to make a point, the question is somewhat making much ado about nothing. Jesus is the Priesthood. He is the source of the authority. Whether or not there was a "conferring" from the Father to the Son of a form that mimics what we do here on Earth isn't actually relevant.

Christ's pattern of "receiving an ordination" into His own priesthood sources to the first priesthood with Moses and Aaron. And it was related to His baptism or washing.

To be precise, however, the question is actually dealing with being the High Priest of an order.

For every high priest taken from among men is ordained for men in things pertaining to God, that he may offer both gifts and sacrifices for sins: ... And no man taketh this honour unto himself, but he that is called of God, as was Aaron. So also Christ glorified not himself to be made an high priest; but he that said unto him, Thou art my Son, to day have I begotten thee. Heb 5:1,4-5

So, to what pattern is the author of Hebrews referring about Christ, as was Aaron? First is the pattern.

And Moses brought Aaron and his sons, and washed them with water. Lev 8:6

And thou [Moses] shalt bring Aaron and his sons unto the door of the tabernacle of the congregation, and wash them with water. And thou shalt put upon Aaron the holy garments, and anoint him, and sanctify him; that he may minister unto me in the priest's office. Exo 40:12-13

Aaron and his sons were of the Levitical order and Aaron was its first high priest. Aaron didn't appoint himself, but was appointed by Moses via his washing.

And what about the reality?

Then cometh Jesus from Galilee to Jordan unto John, to be baptized of him. But John forbad him, saying, I have need to be baptized of thee, and comest thou to me? And Jesus answering said unto him, Suffer it to be so now: for thus it becometh us to fulfil all righteousness. Then he suffered him. And Jesus, when he was baptized, went up straightway out of the water: and, lo, the heavens were opened unto him, and he saw the Spirit of God descending like a dove, and lighting upon him: And lo a voice from heaven, saying, This is my beloved Son, in whom I am well pleased. Mat 3:13-17

The whole point of this is what Christ said, no one calls himself as the High Priest, but it is God. So, to fulfill all righteousness by not calling yourself, John the Baptist baptized Christ and God appointed Him.

EDIT: to contrast Levitical and Melchizedek orders and show baptism as the start of priesthood

As we may know, the Levitical priesthood had a beginning, unlike the Melchizedek priesthood. When did the Levitical priesthood begin? The pattern is first the tabernacle is built (a body thou hast prepared is the reality) and then its priest.

On the first day of the first month shalt thou set up the tabernacle of the tent of the congregation. And thou shalt bring Aaron and his sons unto the door of the tabernacle of the congregation, and wash them with water. And thou shalt put upon Aaron the holy garments, and anoint him, and sanctify him; that he may minister unto me in the priest's office. And thou shalt bring his sons, and clothe them with coats:And thou shalt anoint them, as thou didst anoint their father, that they may minister unto me in the priest's office: for their anointing shall surely be an everlasting priesthood throughout their generations. Exo 40:2, 12-15

In other words, the washing (baptism) of Aaron son of Levi was the starting of the Levitical priesthood. It had a beginning. Melchizedek did not.

Without father, without mother, without descent, having neither beginning of days, nor end of life; but made like unto the Son of God; abideth a priest continually. Heb 7:3

But when was Jesus ordained as high priest? See the answer above, which like the pattern, was at His baptism.

So, what about believer's as children of God. When are we priests? Again, like the pattern when Aaron and his sons were washed, so too are Christians become priests.

Ye also, as lively stones, are built up a spiritual house, an holy priesthood, to offer up spiritual sacrifices, acceptable to God by Jesus Christ. 1 Pet 2:5

When does this happen?

And from Jesus Christ, who is the faithful witness, and the first begotten othe dead, and the prince of the kings of the earth. Unto him that loved us, and washed us from our sins in his own blood, And hath made us kings and priests unto God and his Father; to him be glory and dominion for ever and ever. Amen. Rev 1:6

I had conflated water baptism with Christ's washing of us in His blood. Nonetheless, from that time of washing, He makes us kings and priests unto God.

This is not an LDS perspective, but a Biblical one. Hebrews 5:6 states (quoting Psalm 110):

You are a priest forever,
    in the order of Melchizedek.

Then in 7:15-16:

15 And what we have said is even more clear if another priest like Melchizedek appears, 16 one who has become a priest not on the basis of a regulation as to his ancestry but on the basis of the power of an indestructible life.

Jesus' priesthood was not based on ancestry (he descended from Judah, not Levi or Aaron). And because his priesthood is eternal, it has no beginning. If it has no beginning, there is no need for ordination. Jesus was circumsized, presented to the temple, baptized, transfigured, sacrificed on the cross, and resurrected. His sacrifice is the flipside of what a priest does, and that occurred in time. Any sort of ordination happened outside of time, in eternity.