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시공간 공간 더빈 모델(ST-SDM)×패널 공간 더빈 모형×
분야공간분석공간분석
계열Regression modelRegression model
기원 연도2009-20142009–2010
창시자LeSage & Pace; extended to space-time by ElhorstLeSage & Pace (2009); panel extension by Elhorst (2010)
유형Spatial econometric panel modelSpatial panel regression
원전LeSage, J. P., & Pace, R. K. (2009). Introduction to Spatial Econometrics. CRC Press / Taylor & Francis. ISBN: 978-1420064247Elhorst, J. P. (2014). Spatial Econometrics: From Cross-Sectional Data to Spatial Panels. Springer. ISBN: 978-3642403408
별칭ST-SDM, spatiotemporal Durbin model, spatial Durbin panel model, space-time SDMSDM panel, spatial Durbin panel model, panel SDM, PSDM
관련65
요약The 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 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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