Spatial Unit Roots in Regressions: A Practitioner’s Guide and a Stata Package

Sascha Becker, P. David Boll (david.boll@warwick.ac.uk) and Hans-Joachim Voth (voth@econ.uzh.ch)
Additional contact information
P. David Boll: U Warwick,Coventry, United Kingdom
Hans-Joachim Voth: U Zurich, Zurich, Switzerland

No 2025-01, Monash Economics Working Papers from Monash University, Department of Economics

Abstract: Spatial unit roots can lead to spurious regression results. We present a brief overview of the methods developed in M ̈uller and Watson (2024) to test for and correct for spatial unit roots. We also introduce a suite of Stata commands (-spur-) implementing these techniques. Our commands exactly replicate results in M ̈uller and Watson (2024) using the same Chetty et al. (2014) data. We present a brief practitioner’s guide for applied researchers.

Keywords: spurtest; spurtransform; spurious spatial regression; spatial unit roots (search for similar items in EconPapers)
JEL-codes: C21 C22 C52 C87 N0 P0 R12 R15 (search for similar items in EconPapers)
Date: 2025-02
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (4)

Downloads: (external link)
http://monash-econ-wps.s3-ap-southeast-2.amazonaws ... s/moswps/2025-01.pdf (application/pdf)

Related works:
Working Paper: Spatial Unit Roots in Regressions: A Practitioner's Guide and a Stata Package (2025)
Working Paper: Spatial Unit Roots in Regressions: A Practitioner’s Guide and a Stata Package (2025)
Working Paper: Spatial Unit Roots in Regressions: A Practitioner's Guide and a Stata Package (2025)
Working Paper: Spatial Unit Roots in Regressions: A Practitioner’s Guide and a Stata Package (2025)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:mos:moswps:2025-01

Ordering information: This working paper can be ordered from
https://www.monash.e ... esearch/publications
ratbek.dzhumashev@monash.edu

Access Statistics for this paper

More papers in Monash Economics Working Papers from Monash University, Department of Economics Department of Economics, Monash University, Victoria 3800, Australia. Contact information at EDIRC.
Bibliographic data for series maintained by Simon Angus (simon.angus@monash.edu).