Spurious Spatial Regression: Some Monte Carlo Results with a Spatial Unit Root and Spatial Cointegration
引入空间单位根和空间协整概念，通过蒙特卡洛模拟展示它们对空间回归的影响，发现空间单位根会导致伪回归，且空间误差修正模型的OLS估计不一致。
In this paper I introduce the concepts of spatial unit roots and spatial cointegration, and via Monte‐Carlo simulation I illustrate their implications for spatial regression. It is shown that spatial unit roots lead to spurious (spatial) regression, as in the well‐known case involving time‐series. Spatial cointegration is similar to its time‐series counterpart, although I demonstrate that OLS estimation of spatial error‐correction models is not consistent.