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時空間空間型ダービンモデル(ST-SDM)×時空間空間誤差モデル×
分野空間分析空間分析
系統Regression modelRegression model
提唱年2009-20141988 (SEM); 2003 (panel/space-time extension)
提唱者LeSage & Pace; extended to space-time by ElhorstAnselin (1988); panel extension by Elhorst (2003, 2014)
種類Spatial econometric panel modelSpatial panel regression
原典LeSage, 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 Publishers. ISBN: 978-9024737247
別名ST-SDM, spatiotemporal Durbin model, spatial Durbin panel model, space-time SDMSEM panel, spatial error panel model, space-time SEM, spatiotemporal error model
関連66
概要The 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 Space-Time Spatial Error Model (space-time SEM) is a spatial panel regression technique that accounts for spatial dependence confined to the error term across geographic units and time periods. It corrects biased inference caused by spatially correlated disturbances while estimating covariate effects on a panel of spatial observations.
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ScholarGate手法を比較: Space-Time Spatial Durbin Model · Space-Time Spatial Error Model. 2026-06-17に以下より取得 https://scholargate.app/ja/compare