Numerical Methods in Economics
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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 dynamic programming. Part IV covers perturbation and asymptotic solution methods. Finally, Part V covers applications to dynamic equilibrium analysis, including solution methods for perfect foresight models and rational expectation models. A web site contains supplementary material including programs and answers to exercises.
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All the information you need in one place! Each Study Brief is a summary of one specific subject; facts, figures, and explanations to help you learn faster.
List price: $105.00
Copyright year: 1998
Publisher: MIT Press
Publication date: 9/28/1998
Size: 7.50" wide x 9.75" long x 1.75" tall
|Elementary Concepts in Numerical Analysis|
|Basics from Numerical Analysis on R[superscript n]|
|Linear Equations and Iterative Methods|
|Numerical Integration and Differentiation|
|Monte Carlo and Simulation Methods|
|Quasi-Monte Carlo Methods|
|Numerical Methods for Functional Problems|
|Projection Methods for Functional Equations|
|Numerical Dynamic Programming|
|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|