probit adlaw gattwto1 polity1 lngdp951 lnpc951 growth1 investagdl1 spellyear_* spellyear if eumember~=1 & spellyear~=.
Source: Feenstra's 'U.S. Import Data', at http://data.econ.ucdavis.edu/international/data/usixd/imports/imp72_88.txt, collapsed to stname-year, summing GSP and total (cust val) imports by source and year.
arch absdpctNBTOTmore_1 open lnpc2000 lngdp2000 polity1 wto_mean_trade_wgt pta_mean_trade_wgt yr* if year>1979, arch(1/1) arima(1,0,0) het(lngdp2000 wto_mean_trade_wgt pta_mean_trade_wgt) robust difficult technique(bfgs)
reg absdpctNBTOTmore_1 open lnpc2000 lngdp2000 polity1 pta_mean_trade_wgt wto_mean_trade_wgt, robust
stset spellyr if spellyr~=., id(dirdyad) failure(newptar==1) origin(spellyr==1) if(spellyr~=.)
probit ptar lnspellyr gattwtoboth alliance lndist border comlang CUmore polity1 polity2 lngdp951 lngdp952 lnpc951 lnpc952 lntrade95 growth1 growth2, robust cluster(dirdyad)
vars with prefix s_ are from Shambaugh, QJE, Feb 2004:301-352
vars with prefix bb_ are from Broz, IO 56(4):863-889 but with some extra vars (brozdata.dta)
vars with prefix b_ are from Broz, IO 56(4):863-889 (xrate.dta)
Data from The Effects of Fixed Exchange Rates on Monetary Policy by Jay C. Shambaugh, Quarterly Journal of Economics, February 2004, pp 301-52.
Polity IV data downloaded on 6/4/2006
Data for the replication of the statistical results in Lawrence Broz. 2002. Political System Transparency and Monetary Commitment Regimes. IO 56(4):863-889.
Harrison's data from her JDE '96 was sent on 9-17-02 and massaged by me in masghar.do
World Bank liberalization dates from Papageorgiou, Choksi, and Michaely '90 p. 3
Sachs-Warner dummy taken from Table 2 p. 23, Brookings Paper 1994
Polity-4 data massaged on 9-15-02 from \data\intl\polity
Hiscox-Kastner data set was sent from them on 9-12-02.
IEF data from their website http://www.heritage.org/research/features/index
ERP data from Heitger 1987 Welt. Arch.
nber classification data from Krueger's 1978 book Liberalization Attempts...
Pritchett's data sent by him, 9/2002
Edwards' data sent by him, 8/2002
World Bank Rankings taken from Edwards '93 JEL
ow* from Barro-Lee
Country Geographic Characteristics from Rose-Engel
Tariff data from the 2002 WDI online
GATT/WTO dates from the WTO' website
The data set begins with the PWT6 and comes from \res\wto\progs\datax