Daniel L. Millimet and Jayjit Roy, "Empirical Tests of the Pollution
Haven Hypothesis When Environmental Regulation is Endogenous", Journal
of Applied Econometrics, Vol. 31, No. 4, 2016, pp. 652-677.

There is one ASCII text file, which is zipped in the file mr-data.zip.
Unix/Linux users should use "unzip -a".

PHH.txt
N = 864
Variables in levels (56)

year
state id
relative abatement costs
market proximity
population
unemployment rates
unionization rates
average production-worker wages
total road mileage
land prices
energy prices
tax effort
(mean) relative abatement costs, distance-weighted
(mean) market proximity, distance-weighted
(mean) population, distance-weighted
(mean) unemployment rates, distance-weighted
(mean) unionization rates, distance-weighted
(mean) average production-worker wages, distance-weighted
(mean) total road mileage, distance-weighted
(mean) land prices, distance-weighted
(mean) energy prices, distance-weighted
(mean) tax effort, distance-weighted
(mean) relative abatement costs, contiguous neighbors
(mean) market proximity, contiguous neighbors
(mean) population, contiguous neighbors
(mean) unemployment rates, contiguous neighbors
(mean) unionization rates, contiguous neighbors
(mean) average production-worker wages, contiguous neighbors
(mean) total road mileage, contiguous neighbors
(mean) land prices, contiguous neighbors
(mean) energy prices, contiguous neighbors
(mean) tax effort, contiguous neighbors
total manufacturing FDI, PP&E
chemical sector FDI, PP&E
total manufacturing FDI, employment
chemical sector FDI, employment
(mean) relative abatement costs, Crone neighbors
(mean) relative abatement costs, BEA neighbors
(mean) market proximity, Crone neighbors
(mean) market proximity, BEA neighbors
(mean) population, Crone neighbors
(mean) population, BEA neighbors
(mean) unemployment rates, Crone neighbors
(mean) unemployment rates, BEA neighbors
(mean) unionization rates, Crone neighbors
(mean) unionization rates, BEA neighbors
(mean) average production-worker wages, Crone neighbors
(mean) average production-worker wages, BEA neighbors
(mean) total road mileage, Crone neighbors
(mean) total road mileage, BEA neighbors
(mean) land prices, Crone neighbors
(mean) land prices, BEA neighbors
(mean) energy prices, Crone neighbors
(mean) energy prices, BEA neighbors
(mean) tax effort, Crone neighbors
(mean) tax effort, BEA neighbors

The original source of the data is: 

Wolfgang Keller & Arik Levinson, 2002. "Pollution Abatement Costs and
Foreign Direct Investment Inflows to U.S. States," The Review of
Economics and Statistics, MIT Press, vol. 84(4), pages 691-703,
November.

Finally, Appendix C is made available here as a PDF file.