Matlab Code For Applied Computational Economics and Finance (MIT Press)

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compecon2011.zip (434.45 KB, 需要: 2 个论坛币) 本附件包括：

• Changes.txt
• README.txt

2011-8-24 23:16:44 上传

Matlab Code
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Applied Computational Economics and Finance
Mario J. Miranda & Paul L.Fackler
The Ohio State University & North  Carolina State University
MIT Press, 2002

这是一本经典的为经济金融博士生准备的数学教材所配套的Matlab代码。书内所有例题均附有matlab程序码哦！对于微观经济理论和宏观经济编程都非常有帮助哦～看下列大头们的评论就知道了～

Review    "One of this book's many strengths is its structure, the way theory-based                  chapters alternate with analytical ones. This will make it an invaluable resource in                  the classroom."--Thomas J. Sargent, Hoover Institution, Stanford University

"This book is an important contribution to the rapidly growing literature on computational economics and finance. It provides an extremely well integrated presentation of dynamic economic models and some of the most effective numerical methods for solving them. It reinforces these ideas by providing illustrative solutions written in Matlab. This book should enable most people who do not have extensive prior background in computation to understand the key methods and ideas, and to actually begin applying these methods to their own problems. I think it will be an essential part of the toolkit of the applied practitioner in economics or finance."
—John Rust, Professor of Economics, University of Maryland


[tr][/tr]

1.	Introduction	1
2.	Linear Equations and Computer Basics	7
3.	Nonlinear Equations and Complementarity Problems	29
4.	Finite-Dimensional Optimization	59
5.	Numerical Integration and Differentiation	85
6.	Function Approximation	115
7.	Discrete Time, Discrete State Dynamic Models	155
8.	Discrete Time, Continuous State Dynamic Models: Theory and Examples	189
9.	Discrete Time, Continuous State Dynamic Models: Methods	223
10.	Continuous Time Models: Theory and Examples	311
11.	Continuous Time Models: Solution Methods	371
	Appendix A: Mathematical Background	459
	Appendix B: A MATLAB Primer	477
	References	493

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关键词：matlab code Computation Economics Economic Applied

好像比较难啊~

yudai2006 发表于 2011-8-24 23:43
好像比较难啊~

个人经验是学matlab最好的方法就是看别人的code，对照例题来学～比看书简单一点吧大概。。：）

xelloss1989 发表于 2011-8-24 23:45
个人经验是学matlab最好的方法就是看别人的code，对照例题来学～比看书简单一点吧大概。。：）

恩，很赞同~一开始没用过matlab，后来导师要求写论文，给了几篇Hansen的文章，也就是结合他的论文和程序才了解了matlab~

thanks for sharing

yudai2006 发表于 2011-8-25 10:51
恩，很赞同~一开始没用过matlab，后来导师要求写论文，给了几篇Hansen的文章，也就是结合他的论文和程序才 ...

Hansen as in "bruce hansen"?

xelloss1989 发表于 2011-8-25 23:21
Hansen as in "bruce hansen"?

是呀，看他的面板数据门限回归模型，这个学者很不错，文章、程序以及代码都公布出来，可以算是我的matlab启蒙教材了，呵呵~

yudai2006 发表于 2011-8-25 23:39
是呀，看他的面板数据门限回归模型，这个学者很不错，文章、程序以及代码都公布出来，可以算是我的matlab ...

en~ Took my first econometrics course using his textbook~ Nice person too.

xelloss1989 发表于 2011-8-25 23:42
en~ Took my first econometrics course using his textbook~ Nice person too.

难道你在美国？怪不得作息有点差别~我的英语只能凑合看文献……交流起来就不会表达了

已经下了，谢谢啊