Numerical methods in economics
Judd, Kenneth L.
creator
text
bibliography
mau
Cambridge, Mass
MIT Press
1998
monographic
eng
xiii, 633 p. : ill. ; 24 cm.
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.
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.
general
Kenneth L. Judd.
Includes bibliographical references (p. [609]-622) and index.
Economics
Economics
Statistical methods
HB137 .J83 1998
330.015195 JUN 1998
0262100711 (hc)
98013591
http://www.worldcat.org/title/numerical-methods-in-economics/oclc/464528138&referer=brief_results
http://lib.ewubd.edu/ebook/7169
http://www.worldcat.org/title/numerical-methods-in-economics/oclc/464528138&referer=brief_results
http://lib.ewubd.edu/ebook/7169
DLC
130826
20180103092132.0
7169
eng