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

Sascha O. Becker, P. David Boll and Hans-Joachim Voth

No 19880, CEPR Discussion Papers from Centre for Economic Policy Research

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.

JEL-codes: C21 C22 C52 C87 N0 P0 R12 R15 (search for similar items in EconPapers)
Date: 2025-01
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