Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/318453 
Year of Publication: 
2025
Series/Report no.: 
RF Berlin - CReAM Discussion Paper Series No. 02/25
Publisher: 
Rockwool Foundation Berlin (RF Berlin) and Centre for Research & Analysis of Migration (CReAM), Berlin and London
Abstract: 
Spatial unit roots can lead to spurious regression results. We present a brief overview of the methods developed in M¨uller 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 M¨uller 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
N0
P0
R12
R15
Document Type: 
Working Paper

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