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시공간 공간 패널 모형×시공간 공간 시차 모형×
분야공간분석공간분석
계열Regression modelRegression model
기원 연도2003–20142003-2008
창시자J. Paul ElhorstAnselin, Le Gallo & Jayet; Elhorst
유형Spatial panel regressionSpatial panel regression
원전Elhorst, J. P. (2014). Spatial Econometrics: From Cross-Sectional Data to Spatial Panels. Springer. ISBN: 978-3642403408Anselin, L., Le Gallo, J., & Jayet, H. (2008). Spatial Panel Econometrics. In L. Matyas & P. Sevestre (Eds.), The Econometrics of Panel Data (pp. 625-660). Springer. link ↗
별칭ST-SPM, spatiotemporal panel model, space-time panel econometrics, dynamic spatial panel modelST-SAR, spatial-temporal lag model, spatiotemporal autoregressive model, space-time SAR model
관련55
요약The Space-Time Spatial Panel Model extends standard spatial panel econometrics to jointly account for cross-sectional spatial dependence, temporal autocorrelation, and unit-level heterogeneity. It allows outcomes in one location and time period to be influenced by outcomes in neighboring locations and by the location's own past, making it the canonical framework for dynamic spatiotemporal panel data analysis.The Space-Time Spatial Lag Model extends the classic spatial autoregressive (SAR) lag model to panel data, capturing how the outcome in each location at each time point is influenced by the contemporaneous outcomes of neighboring locations, while also controlling for unit-specific and time-specific fixed effects.
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