sphet is an R package for estimating and testing spatial models with heteroskedastic innovations. It implements recent generalized moments estimators and semiparametric methods for the estimation of the coefficients variance-covariance matrix. There is paper that contains a general description of sphet and is available from the Journal of Statistical Software website. 

The library is available from CRAN. However, the latest version can be downloaded from R-forge

splm is an R package for estimating and testing spatial panel data models. It considers the implementation of both maximum likelihood and generalized moments estimators in the context of fixed as well as random effects spatial panel data models. The library is currently being revised and new functionalities are added every day.  

The library is available from CRAN. However, the latest version can be downloaded from R-forge