TY - BOOK
AU - Judd,Kenneth L.
TI - Numerical methods in economics
SN - 0262100711 (hc)
AV - HB137 .J83 1998
U1 - 330.015195 JUN
PY - 1998///
CY - Cambridge, Mass.
PB - MIT Press
KW - Economics
KW - Statistical methods
KW - SLSH
N1 - Includes bibliographical references (p. [609]-622) and index; 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; Economics
N2 - 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
UR - http://www.worldcat.org/title/numerical-methods-in-economics/oclc/464528138&referer=brief_results
UR - http://lib.ewubd.edu/ebook/7169
ER -