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Numerical methods in economics / Kenneth L. Judd.

By: Judd, Kenneth LMaterial type: TextTextLanguage: 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 Date due Barcode Item holds
E-Book E-Book Dr. S. R. Lasker Library, EWU
E-book 		Non-fiction 330.015195 JUN 1998 (Browse shelf(Opens below)) Not for loan
Text Text Dr. S. R. Lasker Library, EWU
Reserve Section 		Non-fiction 330.015195 JUN 1998 (Browse shelf(Opens below)) C-1 Not For Loan 25181
Text Text Dr. S. R. Lasker Library, EWU
Reserve Section 		Non-fiction 330.015195 JUN 1998 (Browse shelf(Opens below)) C-2 Not For Loan 25182
Text Text Dr. S. R. Lasker Library, EWU
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.

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.

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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