Judd, Kenneth L.

Numerical methods in economics/ Kenneth L. Judd. - Cambridge, Mass.: MIT Press, 1998. - xiii, 633 p.: ill.; 24 cm.

Second printing, 1999.

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

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 .

0262100711 (hc)

98013591

GB98-79451


Economics---Statistical methods.
Economics--Statistical methods.

518.47 / J92n