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Kenneth L. Judd
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  • DICE_N vs DICE_CJL
    • CJL-flexible time period
      • CJL1
      • CJL10
      • CJL2
      • CJL4
      • CJL8
      • CJLhalf
      • CJLquarter
      • Terminal Value Function
    • DICE-N and Solvers
      • DICE with unconstrainted investment and Solvers
    • Nordhaus original code
      • output
    • Nordhaus unconstrained investment
      • output
    • Notes in Nordhaus original code
    • template
  • Documentation for “Tyranny of the Top Five”
  • Dynamic Stochastic Integration of Climate and Economy
  • Economics and Computation
    • American Economic Review
    • Econometrica
    • Economists vs Computation
    • Europe: Here’s an opportunity! Take it!
    • Games and Economic Behavior
    • Long Live Ludd!
    • Review of Economic Studies
  • Economics vs. Science
  • FlatTax+40
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  • Initiative for Computational Economics
  • judd home page
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  • Ken Judd Home Page
  • Ken Judd Home Page Old
  • Landing Page
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    • General Discussion
    • Introduction
    • Results
      • CJL – one half year
        • GAMS Code
      • CJL – one quarter year
        • GAMS Code
      • CJL – One Year
        • GAMS Code
      • DICE2007 – Ten Year Time Step
        • GAMS Code
  • Papers
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    • Penn State Numerical Methods
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        • Dynamic Programming
        • Judd Maliar Maliar
        • Quadrature
        • Structural Estimation
      • Penn State 2012
      • Penn State 2013
    • University of Zurich 2020
      • Lecture 01: Introduction
      • Lecture 02: Computer Arithmetic
      • Lecture 03: Linear algebra and equations
      • Lecture 04: Unconstrained optimization
      • Lecture 05: Nonlinear Equations
      • Lecture 06: Constrained optimization theory and methods
      • Lecture 07: Constrained optimization applications
      • Lecture 08: Structural Estimation I
      • Lecture 09: Finite-difference ODEs
      • Lecture 10: Version Control Using Git
      • Lecture 11: Automatic Differentiation
      • Lecture 12: Homotopy
      • Lecture 13: Approximation I
      • Lecture 14: Numerical quadrature MC qMC
      • Lecture 15: Dynamic optimization equilibrium NLCEQ
      • Lecture 16: Dynamic programming-discrete state
      • Lecture 17: Structural estimation II
      • Lecture 18: Dynamic programming-continuous state
      • Lecture 19: Projection methods I
      • Lecture 20: Projection methods II
      • Lecture 21: Perturbation methods
      • Lecture 22: Modern Approximation
      • Lecture 23: Dynamic Games
      • Lecture 24: Multi Objective Optimization
      • Lecture 25: Structural estimation III
      • Lecture 26: DSICE
      • Lecture 27: Concluding remarks
  • The Fed and its Models
    • Is extra computational power useful?
    • Is macro underfunded?
    • Pictures are important
    • Questions about FRB/US
    • We knew 2008 could happen
  • Working Papers
Kenneth L. Judd
  • About Us
  • Block Content Examples
  • Blog
  • Books
  • books
  • Che-Lin Su Conference
    • Program
  • Conferences
    • ICE 2005
      • ICE 2005 Participants
      • ICE 2005 Personnel
      • ICE 2005 Photos
      • ICE 2005 Poster Session Winners
      • ICE 2005 Program Description
      • ICE 2005 Schedule
    • ICE 2006
      • ICE 2006 Participants
      • ICE 2006 Personnel
      • ICE 2006 Program Description
      • ICE 2006 Schedule
      • ICE 2006 Supplemental Resources
    • ICE 2007
      • ICE 2007 Personnel
      • ICE 2007 Program Description
      • ICE 2007 Schedule
      • ICE 2007 Supplemental Resources
    • ICE 2008
      • ICE 2008 Personnel
      • ICE 2008 Program Description
      • ICE 2008 Schedule
      • ICE 2008 Student Presentations
      • ICE 2008 Supplemental Resources
    • ICE 2009
      • ICE 2009 Personnel
      • ICE 2009 Photos
      • ICE 2009 Program Description
      • ICE 2009 Schedule
      • ICE 2009 Student Presentations
    • ICE 2010
      • ICE 2010 Personnel
      • ICE 2010 Program Description
      • ICE 2010 Schedule
      • ICE 2010 Supplemental Materials
    • ICE 2011
      • ICE 2011 Personnel
      • ICE 2011 Program Description
      • ICE 2011 Schedule
    • ICE 2012
      • Benjamin Skrainka’s Reading List
      • ICE 2012 Personnel
      • ICE 2012 Program Description
      • ICE 2012 Schedule
    • nICE 2016
  • Contact
  • Contact Us
  • DICE_N vs DICE_CJL
    • CJL-flexible time period
      • CJL1
      • CJL10
      • CJL2
      • CJL4
      • CJL8
      • CJLhalf
      • CJLquarter
      • Terminal Value Function
    • DICE-N and Solvers
      • DICE with unconstrainted investment and Solvers
    • Nordhaus original code
      • output
    • Nordhaus unconstrained investment
      • output
    • Notes in Nordhaus original code
    • template
  • Documentation for “Tyranny of the Top Five”
  • Dynamic Stochastic Integration of Climate and Economy
  • Economics and Computation
    • American Economic Review
    • Econometrica
    • Economists vs Computation
    • Europe: Here’s an opportunity! Take it!
    • Games and Economic Behavior
    • Long Live Ludd!
    • Review of Economic Studies
  • Economics vs. Science
  • FlatTax+40
  • Homepage
  • Initiative for Computational Economics
  • judd home page
  • Judd Lecture Materials
  • Ken Judd Home Page
  • Ken Judd Home Page Old
  • Landing Page
  • Open Science Letter
    • General Discussion
    • Introduction
    • Results
      • CJL – one half year
        • GAMS Code
      • CJL – one quarter year
        • GAMS Code
      • CJL – One Year
        • GAMS Code
      • DICE2007 – Ten Year Time Step
        • GAMS Code
  • Papers
  • posts page
  • Privacy Policy
  • Program
  • Published Papers
  • Research Projects
  • Skrainka Lecture Materials
  • Teaching
    • Penn State Numerical Methods
      • Penn State 2014
        • DownWithLogLin
        • DSICE
        • FAQ
        • Iterative Methods
      • Penn State 2015
        • Lecture Notes
        • Michelangeli Papers
        • Papers
        • XSEDE
      • Penn State 2017
      • Penn State 2018
      • Penn State 2019
      • Penn State 2023
      • Penn State 2011
        • Approximation
        • Doraszelski-Judd Paper and RAND’s rejection
        • Dynamic Programming
        • Judd Maliar Maliar
        • Quadrature
        • Structural Estimation
      • Penn State 2012
      • Penn State 2013
    • University of Zurich 2020
      • Lecture 01: Introduction
      • Lecture 02: Computer Arithmetic
      • Lecture 03: Linear algebra and equations
      • Lecture 04: Unconstrained optimization
      • Lecture 05: Nonlinear Equations
      • Lecture 06: Constrained optimization theory and methods
      • Lecture 07: Constrained optimization applications
      • Lecture 08: Structural Estimation I
      • Lecture 09: Finite-difference ODEs
      • Lecture 10: Version Control Using Git
      • Lecture 11: Automatic Differentiation
      • Lecture 12: Homotopy
      • Lecture 13: Approximation I
      • Lecture 14: Numerical quadrature MC qMC
      • Lecture 15: Dynamic optimization equilibrium NLCEQ
      • Lecture 16: Dynamic programming-discrete state
      • Lecture 17: Structural estimation II
      • Lecture 18: Dynamic programming-continuous state
      • Lecture 19: Projection methods I
      • Lecture 20: Projection methods II
      • Lecture 21: Perturbation methods
      • Lecture 22: Modern Approximation
      • Lecture 23: Dynamic Games
      • Lecture 24: Multi Objective Optimization
      • Lecture 25: Structural estimation III
      • Lecture 26: DSICE
      • Lecture 27: Concluding remarks
  • The Fed and its Models
    • Is extra computational power useful?
    • Is macro underfunded?
    • Pictures are important
    • Questions about FRB/US
    • We knew 2008 could happen
  • Working Papers

Papers

Ken Judd Penn State Numerical Methods course

Return to Ken Judd’s Home Page

Return to Ken Judd’s Penn State Numerical Methods Course Home Page

Return to Judd’s 2015 Penn State Numerical Methods Course Home Page

2015 Course Papers Related to Lectures

Below are papers related to my lectures.
  • Cai Judd 1.pdf
  • Chapter-12-Approximation-perturbation-and-projection-methods-in-economic-analysis_1996_Handbook-of-Computational-Economics.pdf
  • Chapter-8-Advances-in-Numerical-Dynamic-Programming-and-New-Applications_2014_Handbook-of-Computational-Economics.pdf
  • CondorDP.pdf
  • Dynamic-programming-with-shape-preserving-rational-spline-Hermite-interpolation_2012_Economics-Letters.pdf
  • RationalSplineDP.pdf
  • ShapeDP-publication.pdf
  • Smolyak-method-for-solving-dynamic-economic-models-Lagrange-interpolation-anisotropic-grid-and-adaptive-domain_2014_Journal-of-Economic-Dynamics-and-C.pdf
  • Solving-a-savings-allocation-problem-by-numerical-dynamic-programming-with-shape-preserving-inte

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