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Numerical methods in economics
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Numerical methods in economics

Author: Kenneth L Judd
Publisher: Cambridge, Mass. : MIT Press, 1998.
Edition/Format: Book : EnglishView all editions and formats
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Document Type: Book
All Authors / Contributors: Kenneth L Judd
ISBN: 0262100711 9780262100717
OCLC Number: 38527871
Description: xiii, 633 p. : ill. ; 24 cm.
Contents: Elementary concepts in numerical analysis -- Linear equations and iterative methods -- Optimization -- Nonlinear equations -- Approximation methods -- Numerical integration and differentiation -- Monte Carlo and simulation methods -- Quasi-Monte Carlo methods -- Finite-difference methods -- Projection methods for functional equations -- Numerical dynamic programming -- Regular perturbation of simple systems -- Regular perturbations in multidimensional systems -- Advanced asymptotic methods -- Solution methods for perfect foresight models -- Solving rational expectations models.
Responsibility: Kenneth L. Judd.

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