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

Sascha Becker, P. David Boll and Hans-Joachim Voth
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P. David Boll: University of Warwick
Hans-Joachim Voth: University of Zurich

The Warwick Economics Research Paper Series (TWERPS) from University of Warwick, Department of Economics

Abstract: Spatial unit roots can lead to spurious regression results. We present a brief overview of the methods developed in Muller 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 Muller 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

Date: 2025
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Citations: View citations in EconPapers (4)

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https://warwick.ac.uk/fac/soc/economics/research/w ... erp_1541-_becker.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)
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Persistent link: https://EconPapers.repec.org/RePEc:wrk:warwec:1541

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