Some useful books on Bayesian Methods
By ET
Tony Lancaster, HB139, L353, 2004
An Introduction to Modern Bayesian Econometrics
Jeff Gill, QA279.5, G55, 2004
Bayesian Methods: A Social and Behavioral Sciences Approach
Peter Rossi and Greg Allenby and Robert McCulloch, HF 5415.2, R675, 2005
Bayesian Statistics and Marketing
Dani Gamerman and Hedibert F. Lopes, QA 279.5 G36 2006
Markov Chain Monte Carlo: Stochastic Simulation for Bayesian Inference
W.R. Gilks and S. Richardson and D.J.Spiegelhalter QA274 .7 M36 1996
Markov Chain Monte Carlo in Practice
Christian P. Robert, QA279.5 R6313 2001
The Bayesian Choice
