1. and , ‘Normal discount Bayesian models’, in et al. (eds), Bayesian Statistics 2, Amsterdam: North-Holland, pp. 271–298.
2. Modelagem Dinamica Bayesiana da Componente Ciclica na Formulacāo Estrutural de Séries Temporals, Tese de Doutorado, DEE-PUC/RJ, Brazil, 1989 (Doctorate thesis in Portuguese).
3. Applied Optima/ Estimation, Cambridge, MA: MIT Press.
4. Bayesian analysis of regression problems