Numerical methods in economics /
Judd, Kenneth L.
Numerical methods in economics / Kenneth L. Judd. - xiii, 633 páginas : ilustraciones, gráficas ; 24 cm.
Incluye referencias bibliográficas (páginas 609-622) e índice.
I: Introduction ; Elementary concepts in numerical analysis -- II: Basics from numerical analysis on R a la n ; Linear equations and iterative methods ; Optimization ; Nonlinear equations ; Approximation methods ; Numerical integration and differentiation ; Monte Carlo and simulation methods ; Quasi-Monte Carlo methods -- III: Numerical methods for functional problems ; Finite-difference methods ; Projection methods for functional equations ; Numerical dynamic programming -- IV: Perturbation methdos ; Regular perturbation of simple systems ; Regular perturbations in multidimensional systems ; Advanced asymptotic methods -- V: Applications to dynamic equilibrium analysis ; Solution methods for perfect foresight models ; Solving rational expectations models.
9780262100717 0262100711
Economía--Métodos estadísticos
Econometría
Análisis numérico
Método de Montecarlo
Optimización matemática
330.015195 / J83n
Numerical methods in economics / Kenneth L. Judd. - xiii, 633 páginas : ilustraciones, gráficas ; 24 cm.
Incluye referencias bibliográficas (páginas 609-622) e índice.
I: Introduction ; Elementary concepts in numerical analysis -- II: Basics from numerical analysis on R a la n ; Linear equations and iterative methods ; Optimization ; Nonlinear equations ; Approximation methods ; Numerical integration and differentiation ; Monte Carlo and simulation methods ; Quasi-Monte Carlo methods -- III: Numerical methods for functional problems ; Finite-difference methods ; Projection methods for functional equations ; Numerical dynamic programming -- IV: Perturbation methdos ; Regular perturbation of simple systems ; Regular perturbations in multidimensional systems ; Advanced asymptotic methods -- V: Applications to dynamic equilibrium analysis ; Solution methods for perfect foresight models ; Solving rational expectations models.
9780262100717 0262100711
Economía--Métodos estadísticos
Econometría
Análisis numérico
Método de Montecarlo
Optimización matemática
330.015195 / J83n