I have tried to estimate Bayesian spatial econometric models using R. However, I felt like the functions and packages are limited in R. Has anyone used R for Bayesian spatial econometric? Would other software do better job in estimating it?
Seunghoon Oh , R is actually right now one of the best options for doing Bayesian spatial modelling. I strongly recommend the R-INLA package. See for example a Bayesian spatial model I estimated in R for this paper below (published in Spatial and Spatio-temporal epidemiology):Article Environmental risk factors of airborne viral transmission: H...
R is one of the best tools when it comes to spatial modeling in General, and as I have worked with R multiple times you just need to find the right cran file that serves well your manner, Also check GIS software in literatures, many studies used it for Bayesian spatial modeling. Good luck