Numerical Methods in Economics

图书介绍

Honorable Mention in the category of Economics in the 1998 Professional/Scholarly Publishing Annual Awards Competition presented by the Association of American Publishers, Inc.

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 web site contains supplementary material including programs and answers to exercises.



HOw to open this thing?

OK, figured out, thanks for great book. Was looking for e-version for long time

Unzipping the gz file yields a file with no extension. What is the file type and how to open it?
Thanks for the effort.

The downloaded file is a compressed file of the extension .GZ, inside of which is a file without an extension. That file is actually a WINZIP file (.zip). So add the extension .zip to the name of the decompressed file, and unzip that file to obtain a folder (html files) containing the entire Judd book.