中文摘要：

目前国内计量经济学的教学和研究还主要局限于基于频率统计学的经典计量经济学内容，常用的计算软件是Eviews，关于现代贝叶斯计量经济学和WinBUGS软件的研究较少。文章从现代贝叶斯分析发展的角度探讨贝叶斯计量经济学的定义和建模的基本原理，并通过一具体应用实例详细介绍贝叶斯计量经济学常用计算软件WinBUGS的主要操作步骤。

英文摘要：

At present, the content of teaching and research about Econometrics in China are mostly limited in the Classical Econometrics based on frequence statistics. The popular econometrical computational softwere is Eviews. Research on Modem Bayesian Econometrics and WinBUGS softwere is less. Basic principles of Bayesian Econometrics from the point of Modem Bayesian statistical analysis and Bayesian statistical inference are discussed. MCMC computational method and Bayesian Econometrics software WinBUGS are introduced with application example.