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Numerical methods in economics /

by Judd, Kenneth L.
Publisher: Cambridge, Mass. : MIT Press, 1998Description: xiii, 633 p. : ill. ; 24 cm.ISBN: 9780262100717 (hc).Subject(s): Economics -- Statistical methods
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.
Item type Location Call number Copy Status Date due
BOOK BOOK Mesa Lab HB137 .J83 1998 (Browse shelf) 1 Available

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.

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

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