Replication Files for "Spatial Correlation Robust Inference in Linear Regression and Panel Models" by Ulrich Mueller and Mark Watson
September 2022

Data:

Light Data: The data are in \data\light\data1_fips.xlsx
            The matlab file Read_Light_Data.m reads in these data

World Development Indicators Data
            The 2015-2005 data set is in \data\wdi\series_data_2015_2005.xlsx
            The panel data set is in \data\wdi\series\series_data_panel.xslx
            The raw data are in \data\wdi\dataprocessing\wdiexcel.data
            The raw data are converted into the data used in the paper using the programs:
                WorldBank_Data_1.m
                WorldBank_Data_2_2015_2005.m
                WorldBank_Data_2_panel_data.m
                

MC Simulations:
      Tables 1-3:
         Simulations: Model 1 (Tables 1 and 2 and 3): mc_unitline_model_0.m
                   Model 2 (Tables 1 and 2 and 3): mc_unitline_model_1.m
                   Model 3 (Tables 1 and 2 and 3): mc_unitline_model_3_dm.m
                   Model 4 (Tables 1 and 2 and 3): mc_unitline_model_2_dm.m
                   Model 2 (c=0.03 in Table 3): mc_unitline_model_1.m
        Tables: tables_1_2_3.m  (after running the simulations)
      
			All numerical results other than Tables 1-3 were produced by Fortran programs in the Fortran folder.

Figures: 
   (These require FinalRun120821.xlsx and MCWBRun121721.xlsx that were produced in the Fortran simulations)
   Figure 2: MC_plot_Light_NonPanel.m
   Figure 3: MC_plot_Light_NonPanel.m
   Figure 4: MC_plot_WDI.m
   Figure 5: MC_plot_Light_Matern.m and MC_plot_WDI_Matern.m
   
   Supplementary material:
   (The require HeteroTable.xlsx produced in the Fortran simulations)
   Figure 2a with homoskeskdastic and heteroskedastic errors: MC_Plot_light_NonPanel_Hetero.m
   Figure 3a with homoskeskdastic and heteroskedastic errors: MC_Plot_light_Panel_Hetero.m
   Figure 4a with homoskeskdastic and heteroskedastic errors: MC_plot_WDI_Hetero.m   
   
   (The require HeteroTable.xlsx produced in the Fortran simulations)
   Figure 2a with G(c_03) and G(0.10) errors:  MC_Plot_light_NonPanel_rhobar1.m
   Figure 3a with G(c_03) and G(0.10) errors:  MC_Plot_light_NonPanel_rhobar1.m  
   Figure 4a with G(c_03) and G(0.10) errors:  MC_Plot_light_NonPanel_rhobar1.m  
   
   (The require Length.xlsx produced in the Fortran simulations)
   Figure 2a expected length: MC_plot_light_lenght_1.m
   Figure 3a expected length: MC_plot_light_lenght_2.m