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Panel Spatial Durbin Model

The Panel Spatial Durbin Model (PSDM) extends the cross-sectional Spatial Durbin Model to panel data, capturing both spatial lag dependence in the outcome and spatial spillovers from neighbouring units' explanatory variables across multiple time periods. It simultaneously accounts for unobserved unit-specific and time-specific heterogeneity, making it one of the most comprehensive spatial panel specifications available.

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Panel Data Spatial Durbin Model

Taksonomisk metoderegister · regression-model / spatial-analysis

Elhorst, J. P. (2014). Spatial Econometrics: From Cross-Sectional Data to Spatial Panels. Springer. · ISBN 978-3642403408
LeSage, J. P., & Pace, R. K. (2009). Introduction to Spatial Econometrics. CRC Press/Taylor & Francis. · ISBN 978-1420064247

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