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시공간 공간 패널 모형×공간 시차 모형 (SAR / 공간 자기회귀)×
분야공간분석공간분석
계열Regression modelRegression model
기원 연도2003–20141988
창시자J. Paul ElhorstAnselin (textbook formalisation); LeSage & Pace
유형Spatial panel regressionSpatial autoregressive regression
원전Elhorst, J. P. (2014). Spatial Econometrics: From Cross-Sectional Data to Spatial Panels. Springer. ISBN: 978-3642403408Anselin, L. (1988). Spatial Econometrics: Methods and Models. Kluwer Academic. DOI ↗
별칭ST-SPM, spatiotemporal panel model, space-time panel econometrics, dynamic spatial panel modelSAR model, spatial autoregressive model, spatial lag, Uzamsal Gecikme Modeli (SAR / Spatial Lag)
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 Spatial Lag Model is an autoregressive regression that assumes spatial dependence in the dependent variable itself: the outcome values of neighbouring units enter the model as an explanatory term (ρWy). It was formalised in Anselin's Spatial Econometrics (1988) and developed further by LeSage and Pace (2009), and it decomposes spillover effects into direct, indirect, and total impacts.
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