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Numerical Methods in Economics

by Kenneth L. Judd

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(THIS WEBSITE SUFFERED A DISK CRASH A FEW WEEKS AGO AND IS STILL RECOVERING LOST MATERIAL. THERE ARE MANY BROKEN LINKS. EVERYTHING SHOULD BE FIXED BY EARLY MARCH.)

This web site contains material related to Numerical Methods in Economics. Below are links to computer code, supplemental sections, and typos. Material is constantly being added and changed.

Web Page Contents

Answers to Exercises (Currently empty)

Computer Code for Examples (Currently empty)

Clarifying Comments and Corrections of Errors

Basic Computer Codes (Currently contains some optimization, approximation, and nonlinear equation programs, plus code for a simple stochastic growth model.)

Supplementary Material (Currently empty)

Links to Helpful Software 

Miscellaneous Links

Software for displaying pages

Some material at this web site and at sites we point to is not in HTML or ascii form. In particular, some items are postscript, pdf, Mathematica,  and dvi. You may need software to properly read these files.

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Mathematica

Some files are Mathematics 3.0 notebooks. Those with .ps (.pdf) extensions are postscript (pdf) files of the printed file. If you have Mathematica, you will also be able to access the Mathematica program files which have the .nb extension. Mathreader is a program which will allow you to read .nb files even if you don't have Mathematica; click here to get a free copy of Mathreader.

Contributions Welcomed

I welcome suggestions and contributions.  In particular, if you have or know of some useful code, tell me so that I can add a pointer.