Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/314690 
Year of Publication: 
2025
Series/Report no.: 
CESifo Working Paper No. 11651
Publisher: 
CESifo GmbH, Munich
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.
JEL: 
C21
C22
C52
C87
N00
P00
R12
R15
Document Type: 
Working Paper
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