2007年版贝叶斯计量经济学方法，是绝对经典的一本书，比作者Koop, Gary2003年版本beyesian econometrics的版本增添了理论以及新的实用内容，是值得收藏的好书

Bayesian Econometric Methods (Econometric Exercises)
Cambridge University Press | ISBN: 0521855713 | 2007-01-15 | PDF | 380 pages | 2 Mb
A new book in the Econometric Exercises series, this volume contains questions and answers to provide students with useful practice, as they attempt to master Bayesian econometrics. In addition to many theoretical exercises, this book contains exercises designed to develop the computational tools used in modern Bayesian econometrics. The latter half of the book contains exercises that show how these theoretical and computational skills are combined in practice, to carry out Bayesian inference in a wide variety of models commonly used by econometricians. Aimed primarily at advanced undergraduate and graduate students studying econometrics, this book may also be useful for students studying finance, marketing, agricultural economics, business economics or, more generally, any field which uses statistics. The book also comes equipped with a supporting website containing all the relevant data sets and MATLAB computer programs for solving the computational exercises.