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Modèle de Panel Spatial Spatio-Temporel×Modèle d'erreur spatiale (SEM)×
DomaineAnalyse spatialeAnalyse spatiale
FamilleRegression modelRegression model
Année d'origine2003–20141988
Auteur d'origineJ. Paul ElhorstAnselin
TypeSpatial panel regressionSpatial regression (spatially autocorrelated errors)
Source fondatriceElhorst, J. P. (2014). Spatial Econometrics: From Cross-Sectional Data to Spatial Panels. Springer. ISBN: 978-3642403408Anselin, L. (1988). Spatial Econometrics: Methods and Models. Kluwer Academic. DOI ↗
AliasST-SPM, spatiotemporal panel model, space-time panel econometrics, dynamic spatial panel modelSEM, spatial error regression, spatial autoregressive error model, Uzamsal Hata Modeli (SEM / Spatial Error)
Apparentées55
RésuméThe Space-Time Spatial Panel Model extends standard spatial panel econometrics to jointly account for cross-sectional spatial dependence, temporal autocorrelation, and unit-level heterogeneity. It allows outcomes in one location and time period to be influenced by outcomes in neighboring locations and by the location's own past, making it the canonical framework for dynamic spatiotemporal panel data analysis.The Spatial Error Model, developed within Anselin's spatial econometrics framework (1988), is a regression model that assumes spatial dependence enters through the error term: the disturbances of neighbouring units are correlated. It is used when unobserved shared factors make the errors of nearby observations move together, and it is estimated by maximum likelihood or GMM rather than ordinary least squares.
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ScholarGateComparer des méthodes: Space-Time Spatial Panel Model · Spatial Error Model. Consulté le 2026-06-15 sur https://scholargate.app/fr/compare