This package implements methods for diagnosing and correcting spatial unit roots developed by Müller and Watson (2024). A practical guide to these methods and the Stata implementation can be found in Becker, Boll and Voth (2026).
When using this code, please cite Becker, Boll and Voth (2026):
@Article{becker2026,
author = {Becker, Sascha O. and Boll, P. David and Voth, Hans-Joachim},
title = {Testing and Correcting for Spatial Unit Roots in Regression Analysis},
journal = {Stata Journal},
year = {forthcoming},
note = {Forthcoming}
}If you encounter any issues or have any questions, please open an issue on GitHub or contact the authors.
Installation from GitHub:
. net install spur, replace from(https://raw.githubusercontent.com/pdavidboll/spur/main/)
If you also want to download the example data and do-file (will be saved to the current directory), run the following in addition to the above:
. net get spur, replace from(https://raw.githubusercontent.com/pdavidboll/spur/main/)
Then, you can run the example do-file, which reproduces Table 1 from Müller and Watson (2024) based on the data from Chetty et. al. (2014) (see Becker, Boll and Voth (2026) for details):
. do example
The package is made up of three commands: spurtest, spurtransform, and spurhalflife. Example uses of these commands are shown below.
// Test the null hypothesis of a spatial unit root in the variable am
spurtest i1 am, latlong
// Transform the variable am to remove the spatial unit root and save the transformed variable as h_am
spurtransform am, prefix("h_") latlong
// Construct a confindence interval for the spatial half-life of the transformed variable am
spurhalflife am, latlong
For details, see the help files, as well as Becker, Boll and Voth (2026).
Becker, Sascha O., P. David Boll and Hans-Joachim Voth "Testing and Correcting for Spatial Unit Roots in Regression Analysis", Forthcoming at the Stata Journal.
Chetty, Raj, Nathaniel Hendren, Patrick Kline, Emmanuel Saez "Where is the land of Opportunity? The Geography of Intergenerational Mobility in the United States" , The Quarterly Journal of Economics 129(4) (2014), 1553–1623, https://doi.org/10.1093/qje/qju022
Müller, Ulrich K. and Mark W. Watson "Spatial Unit Roots and Spurious Regression", Econometrica 92(5) (2024), 1661–1695. https://www.princeton.edu/~umueller/SPUR.pdf.