Numerical Methods in Economics (The MIT Press) - Hardcover

Judd, Kenneth L.

Hardcover

ISBN 10: 0262100711 ISBN 13: 9780262100717

Verlag: The MIT Press, 1998

Inhaltsangabe

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.

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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

Details zur Ausgabe

• Verlag: The MIT Press
• Erscheinungsdatum: 1998
• Sprache: Englisch
• ISBN 10: 0262100711
• ISBN 13: 9780262100717
• Einband: Tapa dura
• Anzahl der Seiten: 656
• Kontakt zum Hersteller: Nicht verfügbar