Template-Type: ReDIF-Paper 1.0
Author-Name: Sascha O. Becker
Author-Email: sascha.becker@monash.edu
Author-Workplace-Name: U Warwick and Monash U
Author-Name: P. David Boll
Author-Email: David.Boll@warwick.ac.uk
Author-Workplace-Name: U Warwick
Author-Name: Hans-Joachim Voth
Author-Email: voth@econ.uzh.ch
Author-Workplace-Name: U Zurich
Title: Spatial Unit Roots in Regressions: A Practitioner's Guide and a Stata Package
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.
Creation-Date: 2025-01
File-URL: http://soda-wps.s3-website-ap-southeast-2.amazonaws.com/RePEc/ajr/sodwps/2025-01.pdf
File-Format: Application/pdf
Number: 2025-01
Classification-JEL: C21, C22, C52, C87, R12, R15, N90, P50
Keywords: spurtest,  spurtransform,  spurious spatial regression,  spatial unit roots
Handle: RePEc:ajr:sodwps:2025-01