Numerical Methods in Economics

Name: Numerical Methods in Economics
Price: 49.57 USD
Availability: InStock
ISBN: 9780262100717

ISBN-10: 0262100711

ISBN-13: 9780262100717

Edition: 1998

Authors: Kenneth L. Judd

List price: $105.00

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Description:

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. The book is divided into five parts. Part I provides a general introduction. Part II presents basics from numerical analysis on R^n,including linear equations, iterative methods, optimization, nonlinear equations, approximation methods, numerical integration and differentiation, and Monte Carlo methods. Part III covers methods for dynamic problems, including finite difference methods, projection methods, and numerical…

Book details

List price: $105.00
Copyright year: 1998
Publisher: MIT Press
Publication date: 9/28/1998
Binding: Hardcover
Pages: 656
Size: 7.25" wide x 9.20" long x 1.19" tall
Weight: 2.596
Language: English



Preface



Introduction



Elementary Concepts in Numerical Analysis



Basics from Numerical Analysis on R[superscript n]



Linear Equations and Iterative Methods



Optimization



Nonlinear Equations



Approximation Methods



Numerical Integration and Differentiation



Monte Carlo and Simulation Methods



Quasi-Monte Carlo Methods



Numerical Methods for Functional Problems



Finite-Difference Methods



Projection Methods for Functional Equations



Numerical Dynamic Programming



Perturbation Methods



Regular Perturbations of Simple Systems



Regular Perturbations in Multidimensional Systems



Advanced Asymptotic Methods



Applications to Dynamic Equilibrium Analysis



Solution Methods for Perfect Foresight Models



Solving Rational Expectations Models


References


Index