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

Sascha Becker, Paul David Boll and Hans-Joachim Voth

No 2025-01, SoDa Laboratories Working Paper Series from Monash University

Abstract: Spatial unit roots can lead to spurious regression results. We present a brief overview of the methods developed in Müller 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 Müller 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 N90 P50 R12 R15 (search for similar items in EconPapers)
Date: 2025-01-01
New Economics Papers: this item is included in nep-ure
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Citations: View citations in EconPapers (6)

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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)
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