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

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.

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Year of publication:	2025
Authors:	Becker, Sascha O. ; Boll, P. David ; Voth, Hans-Joachim
Publisher:	Munich : CESifo GmbH
Subject:	Einheitswurzeltest \| Räumliche Interaktion \| Regressionsanalyse \| Statistischer Test \| Software

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Series:	CESifo Working Paper ; 11651
Type of publication:	Book / Working Paper
Type of publication (narrower categories):	Working Paper
Language:	English
Other identifiers:	1916320570 [GVK] RePec:ces:ceswps:_11651 [RePEc]
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:	EconStor

Persistent link: https://www.econbiz.de/10015339386