Numerical methods in economics / Kenneth L. Judd.

By: Judd, Kenneth L Material type: Text

TextLanguage: English Publication details: Cambridge, Mass. : MIT Press, 1998. Description: xiii, 633 p. : ill. ; 24 cmISBN: 0262100711 (hc)Subject(s): Economics -- Statistical methodsDDC classification: 330.015195 JUN LOC classification: HB137 | .J83 1998Online resources: OCLC | Ebook Fulltext

Contents:

Part 1 Introduction: introduction; elementary concepts in numerical analysis. Part 2 Basics from numerical analysis on Rn: linear equations and iterative methods; optimization; nonlinear equations; approximation methods; numerical integration and differentiation; Monte Carlo and simulation methods; quasi-Monte Carlo methods. Part 3 Numerical methods for functional problems: finite-difference methods; projection methods for functional equations; numerical dynamic programming. Part 4 Perturbation methods: regular perturbation of simple systems; regular perturbations in multidimensional systems; advanced asymptotic methods. Part 5 Applications to dynamic equilibrium analysis; solution methods for perfect foresight models; solving rational expectations models.

Summary: To harness the full power of computer technology, economists need to use a broad range of mathematical techniques. In this book, Kenneth Judd presents techniques from the numerical analysis and applied mathematics literatures and shows how to use them in economic analyses.

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Holdings
Item type	Current library	Collection	Call number	Copy number	Status	Barcode
E-Book	EWU Library E-book	Non-fiction	330.015195 JUN 1998 (Browse shelf(Opens below))		Not for loan
Text	EWU Library Reserve Section	Non-fiction	330.015195 JUN 1998 (Browse shelf(Opens below))	C-1	Not For Loan	25181
Text	EWU Library Reserve Section	Non-fiction	330.015195 JUN 1998 (Browse shelf(Opens below))	C-2	Not For Loan	25182
Text	EWU Library Circulation Section	Non-fiction	330.015195 JUN 1998 (Browse shelf(Opens below))	C-3	Available	25183

Total holds: 0

Includes bibliographical references (p. [609]-622) and index.

To harness the full power of computer technology, economists need to use a broad range of mathematical techniques. In this book, Kenneth Judd presents techniques from the numerical analysis and applied mathematics literatures and shows how to use them in economic analyses.

Economics

Tahur Ahmed

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