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시공간 공간 더빈 모델(ST-SDM)×공간 오차 모형(SEM)×
분야공간분석공간분석
계열Regression modelRegression model
기원 연도2009-20141988
창시자LeSage & Pace; extended to space-time by ElhorstAnselin
유형Spatial econometric panel modelSpatial regression (spatially autocorrelated errors)
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. DOI ↗
별칭ST-SDM, spatiotemporal Durbin model, spatial Durbin panel model, space-time SDMSEM, spatial error regression, spatial autoregressive error model, Uzamsal Hata Modeli (SEM / Spatial Error)
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 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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