Numerical Methods in Economics (The MIT Press) - Tapa dura

Judd, Kenneth L.

 
9780262100717: Numerical Methods in Economics (The MIT Press)
Tapa dura
ISBN 10: 0262100711 ISBN 13: 9780262100717
Editorial: The MIT Press, 1998

Sinopsis

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 website contains supplementary material including programs and answers to exercises.

"Sinopsis" puede pertenecer a otra edición de este libro.

Críticas

"Judd's book is a masterpiece which will help transform the way economictheory is done. It harnesses the computer revolution in the service ofeconomic theory by collecting together a whole array of numerical methodsto simulate and quantify models that used to be purely algebraic andqualitative." Avinash K. Dixit , Sherrerd University Professor of Economics, Princeton University

Reseña del editor

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 website contains supplementary material including programs and answers to exercises.

"Sobre este título" puede pertenecer a otra edición de este libro.

Editorial
The MIT Press
Año de publicación
1998
Idioma
Inglés
ISBN 10 
0262100711
ISBN 13 
9780262100717
Encuadernación
Tapa dura
Número de páginas
656
Contacto del fabricante
no disponible
Persona responsable
no disponible

Otras ediciones populares con el mismo título

9780262547741: Numerical Methods in Economics

Edición Destacada

ISBN 10:  0262547740 ISBN 13:  9780262547741
Editorial: MIT Press, 2023
Tapa blanda