Alexander Chudik, M. Hashem Pesaran, and Jui-Chung Yang, "Half-Panel Jackknife Fixed Effects Estimation of Panels with Weakly Exogenous Regressors", Journal of Applied Econometrics, Vol. 33, No. 6, 2018, pp. 816-836. All data files are zipped in "cpy-data.zip". This file contains data for two empirical applications: I) Commercial Imperialism, and II) Abortion and Crime. I. Empirical Application I: Commercial Imperialism a. The csv file "ImportUS.csv" contains the data to produce Column (1.b) in Table 4 and column (1.b) in Table 5. There are 14 variables. Country: the code of the country Year: the year logImportUS: the log normalized import from the US CIA: the US influence logIncome: the log per capita income KGB: the Soviet intervention Turnover: the leader turnover Tenure: the leader tenure Democracy: the democracy logDistance: the log distance Contiguous: the contiguous border Language: the common language GATT: the GATT participant Agreement: the regional trade agreement There are 4149 observations for 131 countries. For these countries, the maximum, average and minimum numbers of annual observations are respectively 43, 31.7, and 3. b. The csv file "ImportWorld.csv" contains the data to produce Column (2.b) in Table 4 and column (2.b) in Table 5. There are 14 variables. Country: the code of the country Year: the year logImportWorld: the log normalized import from the rest of the world. CIA: the US influence logIncome: the log per capita income KGB: the Soviet intervention Turnover: the leader turnover Tenure: the leader tenure Democracy: the democracy logDistance: the log distance Contiguous: the contiguous border Language: the common language GATT: the GATT participant Agreement: the regional trade agreement There are 4149 observations for 131 countries. For these countries, the maximum, average and minimum numbers of annual observations are respectively 43, 31.7, and 3. c. The csv file "ExportUS.csv" contains the data to produce Column (3.b) in Table 4 and column (3.b) in Table 5. There are 14 variables. Country: the code of the country Year: the year logExportUS: the log normalized export to the US CIA: the US influence logIncome: the log per capita income KGB: the Soviet intervention Turnover: the leader turnover Tenure: the leader tenure Democracy: the democracy logDistance: the log distance Contiguous: the contiguous border Language: the common language GATT: the GATT participant Agreement: the regional trade agreement There are 3922 observations for 131 countries. For these countries, the maximum, average and minimum numbers of annual observations are respectively 43, 29.9, and 1. d. The csv file "ExportWorld.csv" contains the data to produce Column (4.b) in Table 4 and column (4.b) in Table 5. There are 14 variables. Country: the code of the country Year: the year logExportWorld: the log normalized export to the rest of the world. CIA: the US influence logIncome: the log per capita income KGB: the Soviet intervention Turnover: the leader turnover Tenure: the leader tenure Democracy: the democracy logDistance: the log distance Contiguous: the contiguous border Language: the common language GATT: the GATT participant Agreement: the regional trade agreement There are 3922 observations for 131 countries. For these countries, the maximum, average and minimum numbers of annual observations are respectively 43, 29.9, and 1. The data are from Berger, Easterly, Nunn and Satyanath (2013, American Economic Review) "Commercial imperialism? Political influence and trade during the cold war". II. Empirical Application II: Abortion and Crime The csv file "Crime.csv" contains the data to produce Tables 6 and 7. There are 17 variables. state: the code of the state year: the year pop: the stata population y_viol: the log violent crime per capita y_prop: the log property crime per capita y_murd: the log murder per capita x_murd: the effective abortion rate for murder x_viol: the effective abortion rate for violent crime x_prop: the effective abortion rate for property crime prisoners: the lagged log prisoners per capita police: the lagged log police per capita unemployment: the state unemployment rate income: the log state income per capita poverty: the poverty rate afdc: the 15-years-lagged AFDC generosity weapons: the shall-issued concealed weapons law beer: the beer consumption per capita There are 1734 observations for 51 states (50 states and D.C.) and 34 years. In our empirical application we drop Alaska, D.C. and Hawaii, which are state #2, #9 and #12. We only use the data in 1985 -- 1997. The data are from Belloni, Chernozhukov, and Hansen (2014, Review of Economic Studies) "Inference on treatment effects after selection among high-dimensional controls". Matlab codes by the authors are zipped in "cpy-progs.zip". This file also contains a readme.pdf file with information about matlab codes. For further technical support and further information, please contact Jui-Chung (Ray) Yang Department of Economics National Tsing Hua University 101, Sec. 2, Kuang-Fu Road, Hsinchu, Taiwan 30013 jc.yang@mx.nthu.edu.tw https://sites.google.com/site/juichungyang/