1.
Bauwens, L., Lubrano, M. & Richard, J. F. Bayesian inference in dynamic econometric models. vol. Advanced texts in econometrics (Oxford University Press, 1999).
2.
Canova, F. Methods for applied macroeconomic research. (Princeton University Press, 2007).
3.
Kim, C.-J. & Nelson, C. R. State-space models with regime switching: classical and Gibbs-sampling approaches with applications. (MIT Press, 1999).
4.
Koop, G. Bayesian econometrics. (J. Wiley).
5.
Rossi, P. E., Allenby, G. M. & McCulloch, R. E. Bayesian statistics and marketing. (Wiley, 2005).
6.
Zellner, A. An introduction to Bayesian inference in econometrics. vol. Wiley classics library (John Wiley, 1996).
