Heteroskedasticity in spatial autoregressive (SAR) model

by Fitri Ramadhini   Last Updated April 15, 2019 09:19 AM

In socio-economic data, I always found heteroskedasticity that can't be solved using transformation.I had read a paper "Spatial autoregressive models with unknown heteroskedasticity:A comparison of Bayesian and robust GMM approach". In this paper, I know solution the problem of heteroskedasticity in SAR, but I have difficulty to apply Bayesian method for SAR model with heteroscedasticity in R. I have tried using R-Inla, but it turns out that it is for homoscedastic models.

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