Numerical Methods in Economics - Brossura

Judd, Kenneth L.

 
9780262547741: Numerical Methods in Economics
Brossura
ISBN 10: 0262547740 ISBN 13: 9780262547741
Casa editrice: MIT Press, 2023

Sinossi



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.

Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.

Editore
MIT Press
Data di pubblicazione
2023
Lingua
Inglese
ISBN 10 
0262547740
ISBN 13 
9780262547741
Rilegatura
Copertina flessibile
Numero di pagine
656
Contatto del produttore
non disponibile
Persona responsabile
non disponibile

Altre edizioni note dello stesso titolo

9780262100717: Numerical Methods in Economics

Edizione in evidenza

ISBN 10:  0262100711 ISBN 13:  9780262100717
Casa editrice: The MIT Press, 1998
Rilegato