Nantilus
Numerical methods in economics
Enregistré dans:
| Auteur principal : | |
|---|---|
| Format : | Livre |
| Langue : | anglais |
| Titre complet : | Numerical methods in economics / Kenneth L. Judd |
| Publié : |
Cambridge (Mass.), London :
the MIT Press
, cop. 1998 |
| Description matérielle : | 1 vol. (XIII-633 p.) |
| Contenu : | 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 |
| Sujets : |
| Historique des publications : | Réimpr. 1999 |
|---|---|
| Bibliographie : | Bibliogr. p. 608-622. Index |
| ISBN : | 0-262-10071-1 978-0-262-10071-7 |