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