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Modèle de Durbin spatial espace-temps (ST-SDM)×Modèle de retard spatial (SAR / Autoregressive Spatial)×
DomaineAnalyse spatialeAnalyse spatiale
FamilleRegression modelRegression model
Année d'origine2009-20141988
Auteur d'origineLeSage & Pace; extended to space-time by ElhorstAnselin (textbook formalisation); LeSage & Pace
TypeSpatial econometric panel modelSpatial autoregressive regression
Source fondatriceLeSage, J. P., & Pace, R. K. (2009). Introduction to Spatial Econometrics. CRC Press / Taylor & Francis. ISBN: 978-1420064247Anselin, L. (1988). Spatial Econometrics: Methods and Models. Kluwer Academic. DOI ↗
AliasST-SDM, spatiotemporal Durbin model, spatial Durbin panel model, space-time SDMSAR model, spatial autoregressive model, spatial lag, Uzamsal Gecikme Modeli (SAR / Spatial Lag)
Apparentées65
RésuméThe Space-Time Spatial Durbin Model extends the cross-sectional Spatial Durbin Model to panel data, simultaneously capturing spatial spillovers in both the dependent variable and the explanatory variables across space and over time. It is the most general and flexible specification in the spatial panel family, nesting the spatial lag and spatial error models as special cases.The Spatial Lag Model is an autoregressive regression that assumes spatial dependence in the dependent variable itself: the outcome values of neighbouring units enter the model as an explanatory term (ρWy). It was formalised in Anselin's Spatial Econometrics (1988) and developed further by LeSage and Pace (2009), and it decomposes spillover effects into direct, indirect, and total impacts.
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  1. v1
  2. 2 Sources
  3. PUBLISHED

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ScholarGateComparer des méthodes: Space-Time Spatial Durbin Model · Spatial Lag Model. Consulté le 2026-06-17 sur https://scholargate.app/fr/compare