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

Author

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

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.

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," CEPR Discussion Papers 19880, Centre for Economic Policy Research.
    • Handle: RePEc:cpr:ceprdp:19880
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    Cited by:

    1. Becker, Sascha O. & Panin, Amma & Pfaff, Steven & Rubin, Jared, 2025. "Religion and Economic Development: Past, Present, and Future," LIDAM Discussion Papers CORE 2025006, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    2. Abdurrahman B. Aydemir & Erkan Duman, 2026. "Birthplace networks and destination choices of male internal migrants," Empirical Economics, Springer, vol. 70(2), pages 1-49, February.
    3. Ann-Kristin Becker & Erik Hornung, 2025. "Industrialization and the Return to Labor: Evidence from Prussia," ECONtribute Discussion Papers Series 378, University of Bonn and University of Cologne, Germany.
    4. Oto-Peralías, Daniel, 2026. "Delegating governmental authority to private actors: Lordships, state capacity and development," Explorations in Economic History, Elsevier, vol. 99(C).

    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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