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 Equation
  • 6 Approximation Methods
  • 7 Numerical Integration and Diļ¬€erentiation
  • 8 Monte Carlo and Simulation Methods
  • 9 Quasi-Monte Carlo Methods
  • 10 Finite-Diļ¬€erence Methods
  • 11 Projection Methods for Functional Equation
  • 12 Numerical Dynamic Programmin
  • 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

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