Bayesian Spatial Econometric Models


This package includes 6 functions made to fit three Spatial Econometric Models proposed in Anselin(1988) in homoscedastic and heteroscedatic case. The fit is made through MCMC algorithms and working variables approach in the same fashion as done in Cepeda(2001).


Type: Package
Version: 1.0
Date: 2017-11-17
License: GPL (>=2)


Jorge Sicacha-Parada <> and Edilberto Cepeda-Cuervo <>

Maintainer: Jorge Sicacha-Parada <>


1. Cepeda C. E. (2001). Modelagem da variabilidade em modelos lineares generalizados. Unpublished Ph.D. tesis. Instituto de Matematicas. Universidade Federal do Rio do Janeiro.

2.Cepeda, E. and Gamerman D. (2005). Bayesian Methodology for modeling parameters in the two-parameter exponential family. Estadistica 57, 93 105.

3.Cepeda C., E. and Gamerman D. (2001). Bayesian Modeling of Variance Heterogeneity in Normal Regression Models. Brazilian Journal of Probability and Statistics. 14, 207-221.

4.Luc Anselin, Spatial Econometrics: Methods and Models, Kluwer Academic, Boston, 1988.

5. D. Gamerman, Markov Chains Monte Carlo: Stochastic Simulation for bayesian Inference, Chapman and Hall, 1997.

6. James Le Sage and Kelley Pace, Introduction to Spatial Econometrics, Chapman & Hall/CRC, Boca Raton, 2009.

[Package BSPADATA version 1.0 Index]