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패널 공간 오차 모형×패널 공간 더빈 모형×
분야공간분석공간분석
계열Regression modelRegression model
기원 연도1988 / 20032009–2010
창시자Anselin (1988); extended to panels by Elhorst (2003, 2014)LeSage & Pace (2009); panel extension by Elhorst (2010)
유형Spatial econometric panel modelSpatial panel regression
원전Elhorst, J. P. (2014). Spatial Econometrics: From Cross-Sectional Data to Spatial Panels. Springer. ISBN: 978-3642403408Elhorst, J. P. (2014). Spatial Econometrics: From Cross-Sectional Data to Spatial Panels. Springer. ISBN: 978-3642403408
별칭panel SEM, spatial error panel model, panel spatial autocorrelation error model, SEM panelSDM panel, spatial Durbin panel model, panel SDM, PSDM
관련55
요약The Panel Spatial Error Model (panel SEM) extends the classical spatial error model to panel data, allowing spatial dependence to enter through the error term across cross-sectional units over multiple time periods. It accounts for spatially correlated omitted variables without imposing a substantive spatial spillover in the outcome itself.The Panel Spatial Durbin Model (PSDM) extends the cross-sectional Spatial Durbin Model to panel data, capturing both spatial lag dependence in the outcome and spatial spillovers from neighbouring units' explanatory variables across multiple time periods. It simultaneously accounts for unobserved unit-specific and time-specific heterogeneity, making it one of the most comprehensive spatial panel specifications available.
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