Spatial unit roots in regressions

Sascha Becker, Hans-Joachim Voth and Paul David Boll

UK Stata Conference 2025 from Stata Users Group

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

Date: 2025-09-04
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