Spatial unit roots in regressions : a practitioner’s guide and a stata package

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

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.

MoreLess

Year of publication:	January 2025
Authors:	Becker, Sascha O. ; Boll, P. David ; Voth, Hans-Joachim
Publisher:	Munich, Germany : CESifo
Subject:	Einheitswurzeltest \| Unit root test \| Räumliche Interaktion \| Spatial interaction \| Regressionsanalyse \| Regression analysis \| Statistischer Test \| Statistical test \| Software

Extent:	1 Online-Ressource (circa 24 Seiten) Illustrationen
Series:	CESifo working papers. - München : [Verlag nicht ermittelbar], ISSN 2364-1428, ZDB-ID 2065232-X. - Vol. 11651 (2025)
Type of publication:	Book / Working Paper
Type of publication (narrower categories):	Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper
Language:	English
Other identifiers:	hdl:10419/314690 [Handle]
Classification:	C21 - Cross-Sectional Models; Spatial Models ; C22 - Time-Series Models ; C52 - Model Evaluation and Testing ; C87 - Econometric Software ; N00 - Economic History. General ; P00 - Economic Systems. General ; R12 - Size and Spatial Distributions of Regional Economic Activity ; R15 - Econometric and Input-Output Models; Other Models
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10015191744