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

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

Forthcoming, Stata Journal

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Abstract

Spatial unit roots can lead to spurious regression results. We present a brief overview of the methods developed in Mueller and Watson (2024) to test for and correct for spatial unit roots. We also introduce a suite of Stata commands implementing these techniques.

Keywords
spatial unit roots, spatial econometrics, Stata, spurious regression
JEL
Not specified
Canonical
https://www.jvoth.com/papers/spatial-unit-roots.html

David Boll, Sascha O. Becker, Hans-Joachim Voth (2025). “Spatial Unit Roots in Regressions: A Practitioner's Guide and Stata Package.” Forthcoming, Stata Journal.