This updated, bestselling book continues to be one of the only Bayesian statistics texts designed for social scientists. Incorporating new research and additional material, the third edition presents state-of-the-art guidance on Bayesian statistical computing. It emphasizes Markov chain Monte Carlo (MCMC) and computation with R and WinBUGS. Along with doubling the number of exercises, this edition covers time series, decision theory, nonparametric models, and mixture models. A solutions manual is available with qualifying course adoption.
One of the best books on Bayesian modeling that I've found. I especially like that he goes into a lot of detail on MCMC-type estimation as I've got an interest in numerical methods. Most general Bayesian books go into it to some detail but Gill seems to really enjoy it.