Bibliography for ECOM108 BETA

[1]

L. Bauwens, M. Lubrano, and J. F. Richard, Bayesian inference in dynamic econometric models, vol. Advanced texts in econometrics. Oxford [England]: Oxford University Press, 1999 [Online]. Available: http://www.loc.gov/catdir/enhancements/fy0606/99088890-t.html

[2]

F. Canova, Methods for applied macroeconomic research. Princeton: Princeton University Press, 2007 [Online]. Available: http://www.loc.gov/catdir/enhancements/fy0708/2006935302-t.html

[3]

C.-J. Kim and C. R. Nelson, State-space models with regime switching: classical and Gibbs-sampling approaches with applications. Cambridge, Mass: MIT Press, 1999 [Online]. Available: 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

[4]

G. Koop, Bayesian econometrics. Chichester: J. Wiley [Online]. Available: http://catdir.loc.gov/catdir/toc/wiley032/2003043289.html

[5]

P. E. Rossi, G. M. Allenby, and R. E. McCulloch, Bayesian statistics and marketing. Hoboken, NJ: Wiley, 2005 [Online]. Available: http://www.loc.gov/catdir/toc/ecip0514/2005016418.html

[6]

A. Zellner, An introduction to Bayesian inference in econometrics, Wily classics library ed., vol. Wiley classics library. New York: John Wiley, 1996.