Our data are obtained from Nunn and Qian (2014) and we keep the same names of variables as theirs, see their Stata code and data for further details. Here we provide csv data files. Note that changing the order of variables in the data will cause the code not to work.

To perform the Ullah (1985) test, run the code in the order of the file names, i.e., 0_package_and_function, 1_data_processing, and 2_bootstrapped_ullah_test. Ozabaci, Henderson, and Su's (2014) three-step procedure can be performed the same way. In addition, we also provide a weak IV test and descriptive statistics of gradients, both of which are not reported in the paper. Note that 2_weak_iv_test and 2_descriptive_statistics_of_gradients share 0_package_and_function and 1_data_processing with 2_ohs_procedure. However, to avoid potential errors, please re-run 0_package_and_function and 1_data_processing when finishing a task and moving to another.
