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공간-시간 공간 오차 모형×시공간 공간 더빈 모델(ST-SDM)×
분야공간분석공간분석
계열Regression modelRegression model
기원 연도1988 (SEM); 2003 (panel/space-time extension)2009-2014
창시자Anselin (1988); panel extension by Elhorst (2003, 2014)LeSage & Pace; extended to space-time by Elhorst
유형Spatial panel regressionSpatial econometric panel model
원전Anselin, L. (1988). Spatial Econometrics: Methods and Models. Kluwer Academic Publishers. ISBN: 978-9024737247LeSage, J. P., & Pace, R. K. (2009). Introduction to Spatial Econometrics. CRC Press / Taylor & Francis. ISBN: 978-1420064247
별칭SEM panel, spatial error panel model, space-time SEM, spatiotemporal error modelST-SDM, spatiotemporal Durbin model, spatial Durbin panel model, space-time SDM
관련66
요약The 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.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.
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