1. MCMC – Stochastic Simulation for Bayesian Inference. Gamerman and Lopes (2006). Chapman & Hall/CRC. The website is
  2. A First Course in Bayesian Econometrics. Lopes and McCulloch (2016). Wiley.
  3. Decision Theory: Principles and Approaches. Parmigiani and Inoue (2009) with contributions by Lopes. Wiley.
  4. Analise Bayesiana de Decisoes: Aspectos Praticos. Migon and Lopes (2002). Associacao Brasileira de Estatistica Sao Paulo, Brazil.
  5. Co-integracao: Enfoques Classico e Bayesiano. Lopes and Rocha-Lima (1995) Associacao Brasileira de Estatistica, Sao Paulo, Brazil.