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

Sascha Becker, David Boll () and Hans-Joachim Voth
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David Boll: Warwick University

No 2502, RFBerlin Discussion Paper Series from Rockwool Foundation Berlin (RF Berlin)

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.

JEL-codes: C21 C22 C52 C87 N0 P0 R12 R15 (search for similar items in EconPapers)
Date: 2025-01
New Economics Papers: this item is included in nep-geo and nep-ure
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