Geographically weight seemingly unrelated regression (GWSUR): a method for exploring spatio-temporal heterogeneity

Geographically weight seemingly unrelated regression is a useful technique to explore the temporal and spatial heterogeneity simultaneously in space-time data analysis. In this article, a local linear-based estimating approach is developed to estimate the unknown coefficient functions. Some simulations are conducted to examine the performance of our proposed method and the results are satisfactory. Finally, a real data example is considered.