Bayesian Estimation: | An and Schorfheide, Bayesian Analysis of DSGE Models. Gary Koop, Bayesian Econometrics John Geweke, Contemporary Bayesian Econometrics and Statistics Fabio Canova, Methods for Applied Macroeconomic Research Schorfheide, Lecture Notes for Estimation and Evaluation of DSGE Models Fernandez-Villaverde and Rubio-Ramirez, Methods in Macroeconomic Dynamics Dave and DeJong, Structural Macroeconometrics Kim and Nelson, State-Space Models with Regime-Switching |