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시공간 공간 더빈 모델(ST-SDM)×공간-시간 공간 오차 모형×
분야공간분석공간분석
계열Regression modelRegression model
기원 연도2009-20141988 (SEM); 2003 (panel/space-time extension)
창시자LeSage & Pace; extended to space-time by ElhorstAnselin (1988); panel extension by Elhorst (2003, 2014)
유형Spatial econometric panel modelSpatial panel regression
원전LeSage, 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
별칭ST-SDM, spatiotemporal Durbin model, spatial Durbin panel model, space-time SDMSEM panel, spatial error panel model, space-time SEM, spatiotemporal error model
관련66
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 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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