Bauwens, Luc, Michel Lubrano, and Jean François Richard. 1999. Bayesian Inference in Dynamic Econometric Models. Vol. Advanced texts in econometrics. Oxford [England]: Oxford University Press. http://www.loc.gov/catdir/enhancements/fy0606/99088890-t.html.
Canova, Fabio. 2007. Methods for Applied Macroeconomic Research. Princeton: Princeton University Press. http://www.loc.gov/catdir/enhancements/fy0708/2006935302-t.html.
Kim, Chang-Jin, and Charles R. Nelson. 1999. State-Space Models with Regime Switching: Classical and Gibbs-Sampling Approaches with Applications. Cambridge, Mass: MIT Press. http://catalogue.library.qmul.ac.uk/uhtbin/ezproxy.pl?url=http://search.ebscohost.com/login.aspx?direct=true&db=nlebk&site=ehost-live&AN=9231.
Koop, Gary. n.d. Bayesian Econometrics. Chichester: J. Wiley. http://catdir.loc.gov/catdir/toc/wiley032/2003043289.html.
Rossi, Peter E., Greg M. Allenby, and Robert E. McCulloch. 2005. Bayesian Statistics and Marketing. Hoboken, NJ: Wiley. http://www.loc.gov/catdir/toc/ecip0514/2005016418.html.
Zellner, Arnold. 1996. An Introduction to Bayesian Inference in Econometrics. Wily classics library ed. Vol. Wiley classics library. New York: John Wiley.