Numerical Methods in Economics

Kenneth L. Judd

15 Advanced Asymptotic Methods

15.1 Bifurcation Methods

15.2 Portfolio Choices for Small Risks

15.3 Gauge Functions and Asymptotic Expansions

15.4 Method of Undetermined Gauges

15.5 Asympotic Expansions of Integrals

15.6 Hybrid Perturbation-Projection Methods

15.7 Further Reading and Summary

15.8 Exercises

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Resources by Chapter

  • 1 Introduction
  • 2 Elementary Concepts
  • 3 Linear Equations and Iterative Methods
  • 4 Optimization
  • 5 Nonlinear Equations
  • 6 Approximation Methods
  • 7 Numerical Integration and Differentiation
  • 8 Monte Carlo and Simulation Methods
  • 9 Quasi-Monte Carlo Methods
  • 10 Finite-Difference Methods
  • 11 Projection Methods for Functional Equations
  • 12 Numerical Dynamic Programming
  • 13 Regular Perturbations of Simple System
  • 14 Regular Perturbations in Multidimensional System
  • 15 Advanced Asymptotic Methods
  • 16 Solution Methods for Perfect Foresight Models
  • 17 Solving Rational Expectations Models

Resources by Chapter – 2nd Edition

  • 1 Introduction – 2nd Edition
  • 2 Elementary Aspects of Numerical Analysis 2nd Edition
  • 3 Linear Equations – 2nd Edition
  • 4 Unconstrained Optimization – 2nd Edition
  • 5 Nonlinear Equations – 2nd Edition
  • 6 Constrained Optimization – 2nd Edition
  • 7 Nonlinear Complementarity Problems – 2nd Edition
  • 8 Classical Approximation Methods – 2nd Edition
  • 9 Modern Approximation Methods – 2nd Edition
  • 10 Numerical Quadrature – 2nd Edition
  • 11 Monte Carlo and quasi-Monte Carlo – 2nd Edition
  • 12 Finite-Difference Methods – 2nd Edition
  • 13 Projection Methods – 2nd Edition
  • 14 Numerical Dynamic Programming — 2nd Edition
  • 15 Perturbation Methods in Euclidean Spaces – 2nd Edition
  • 16 Perturbation Methods in Function Spaces – 2nd Edition
  • 17 Asymptotic Methods – 2nd Edition
  • 18 Perfect Foresight Models – 2nd Edition
  • 19 Rational Expectations Models – 2nd Edition
  • 20 Dynamic Games – 2nd Edition
  • 21 Supergames – 2nd Edition
  • 22 Numerical Algebraic Geometry – 2nd Edition

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