Peter Pedroni, "Social Capital, Barriers to Production and Capital
Shares: Implications for the Importance of Parameter Heterogeneity from
a Nonstationary Panel Approach", Journal of Applied Econometrics,
Vol. 22, No. 2, 2003, pp. 429-451.

All data for this paper were obtained from:

Summers, R. and A. Heston (1991) "The Penn World Table (Mark 5): An
Expanded Set of International Comparisons, 1950-1988," Quarterly Journal
of Economics, 106, 327-68. 

The data file pedroni-data.txt, an ASCII file in DOS format which is zipped
in pedroni-data.zip, contains five columns.

Column 1: The country identification number for the observations, as used in
          Summers and Heston (1991).  

Column 2:  annual date of the observation.

Column 3:  population data, taken from Summers and Heston.

Column 4:  Laspeyres real GDP series, RGDPL, taken from Summers and Heston

Column 5:  corresponding Laspeyres real investment series, taken from Summers
           and Heston.

Each column contains this data in "stacked form" such that the data runs
continuously by country, by year.  The ordering of the countries, which
can also be inferred from the country identification numbers, is as
follows:

Egypt, Kenya, Morocco, Nigeria, South Africa, Dominican Republic,
Bolivia, Brazil, Chile, Columbia, Paraguay, Peru, Venezuela, Japan,
Philippines, Sri Lanka, Austria, Belgium, Denmark, Finland, West
Germany, Ireland, Italy, Luxembourg, Netherlands, Norway, Spain, Sweden,
Turkey.