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Author:

Judd, Kenneth L.

Title:

Numerical methods in economics / Kenneth L. Judd.

Publisher:

MIT Press,

Copyright Date:

1998

Description:

xiii, 633 p. : ill. ; 24 cm.

Subject:

Economics--Statistical methods
Economics--Statistical methods

Notes:

Includes bibliographical references (p. [609]-622) and index.

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.

ISBN:

9780262100717 (hc)
0262100711 (hc)

OCLC:

(OCoLC)38527871
(OCoLC)40460673

LCCN:

98013591

Locations:

USUX851 -- Iowa State University - Parks Library (Ames)

UNUX074 -- University of Northern Iowa - Rod Library (Cedar Falls)

OVUX522 -- University of Iowa Libraries (Iowa City)