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Testing and Correcting for Spatial Unit Roots in Regression Analysis

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

Stata Journal 26(2), 2026, p. 177–202

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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.

Keywords
spatial unit roots, spatial econometrics, Stata, spurious regression
DOI
10.1177/1536867X261449932
Canonical
https://www.jvoth.com/papers/spatial-unit-roots.html

Sascha O. Becker, P. David Boll, Hans-Joachim Voth (2026). “Testing and Correcting for Spatial Unit Roots in Regression Analysis.” Stata Journal 26(2), 2026, p. 177–202.