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

Author

Listed:
  • Becker, Sascha O

    (University of Warwick)

  • Boll, P. David

    (University of Warwick)

  • Voth, Hans-Joachim

    (University of Zurich)

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

Suggested Citation

  • Becker, Sascha O & Boll, P. David & Voth, Hans-Joachim, 2025. "Spatial Unit Roots in Regressions : A Practitioner’s Guide and a Stata Package," The Warwick Economics Research Paper Series (TWERPS) 1541, University of Warwick, Department of Economics.
    • Handle: RePEc:wrk:warwec:1541
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    More about this item

    JEL classification:

    • C21 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models
    • C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
    • C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
    • C87 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs - - - Econometric Software
    • N0 - Economic History - - General
    • P0 - Political Economy and Comparative Economic Systems - - General
    • R12 - Urban, Rural, Regional, Real Estate, and Transportation Economics - - General Regional Economics - - - Size and Spatial Distributions of Regional Economic Activity; Interregional Trade (economic geography)
    • R15 - Urban, Rural, Regional, Real Estate, and Transportation Economics - - General Regional Economics - - - Econometric and Input-Output Models; Other Methods

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