Italy to Nigeria
------
log: K:\Italy_to_Nigeria.log
opened on: 26 Jul 2006, 06:04:40
.
. *Dropping Italy
. drop if ccode==413760
(10 observations deleted)
.
.
. *Descriptive stats after dropping
. tabstat rimp immig gdp gdpau gdpdefnew gdpdfau pop popau xrate1 remote dist op
> en english gdpdfrationew white whitemg, stat(n mean sd median min max) col(sta
> t)
variable | N mean sd p50 min max
------+------
rimp | 1000 476312.2 1558486 7348 0 1.39e+07
immig | 1000 31026.29 115154.9 2790 0 1137050
gdp | 1000 2.68e+11 9.66e+11 1.63e+10 1.92e+08 8.99e+12
gdpau | 1000 3.83e+11 4.44e+10 3.80e+11 3.19e+11 4.52e+11
gdpdefnew | 1000 105.7557 16.92028 102.9662 60.87417 207.3465
gdpdfau | 1000 100.7173 4.633489 100.8223 94.42464 109.9797
pop | 1000 4.90e+07 1.54e+08 1.02e+07 41000 1.26e+09
popau | 1000 1.82e+07 612793.8 1.82e+07 1.73e+07 1.92e+07
xrate1 | 1000 1032.115 10902.19 13.89535 .0068 270182.6
remote | 1000 6772.805 4131.201 6797 1293 39620
dist | 1000 13413.05 3505.33 14305 2409 17972
open | 1000 .7103897 .3893316 .63975 .0671 3.2192
english | 1000 .38 .4856293 0 0 1
gdpdfratio~w | 1000 1.053072 .1812796 1.01867 .5844526 2.009028
white | 1000 .12 .3251241 0 0 1
whitemg | 1000 18065.84 114299 0 0 1137050
------
. sort white
. *IIIB. Descriptives Original Unites(sub sample for "white" and "non-white" cou
> ntries)--RHS Variables:
. by white: tabstat rimp immig gdp gdpau gdpdefnew gdpdfau pop popau xrate1 remo
> te dist phone open english gdpdfrationew white whitemg, stat(n mean sd median
> min max) col(stat)
------
-> white = 0
variable | N mean sd p50 min max
------+------
rimp | 880 400345.4 1589043 3126 0 1.39e+07
immig | 880 14727.79 27016.52 1505 0 158613
gdp | 880 2.35e+11 9.96e+11 1.05e+10 1.92e+08 8.99e+12
gdpau | 880 3.83e+11 4.44e+10 3.80e+11 3.19e+11 4.52e+11
gdpdefnew | 880 104.8121 17.21914 101.7094 60.87417 207.3465
gdpdfau | 880 100.7173 4.633806 100.8223 94.42464 109.9797
pop | 880 5.29e+07 1.64e+08 1.05e+07 41000 1.26e+09
popau | 880 1.82e+07 612835.6 1.82e+07 1.73e+07 1.92e+07
xrate1 | 880 1169.546 11615.77 21.6609 .0068 270182.6
remote | 880 7159.151 4093.339 6938.5 1293 39620
dist | 880 13201.9 3402.569 14045.5 2410 17972
phone | 880 157.5574 241.028 49.13 .54 1449.75
open | 880 .7155966 .4091255 .63385 .0671 3.2192
english | 880 .3863636 .4871925 0 0 1
gdpdfratio~w | 880 1.043893 .185446 1 .5844526 2.009028
white | 880 0 0 0 0 0
whitemg | 880 0 0 0 0 0
------
------
-> white = 1
variable | N mean sd p50 min max
------+------
rimp | 120 1033402 1176098 503533 40432 3843839
immig | 120 150548.7 299267.7 17525 2612 1137050
gdp | 120 5.10e+11 6.64e+11 2.40e+11 5.15e+10 2.69e+12
gdpau | 120 3.83e+11 4.46e+10 3.80e+11 3.19e+11 4.52e+11
gdpdefnew | 120 112.6756 12.58833 113.0698 86.90363 143.9587
gdpdfau | 120 100.7173 4.65059 100.8223 94.42464 109.9797
pop | 120 2.06e+07 2.45e+07 8363820 3477200 8.22e+07
popau | 120 1.82e+07 615055.4 1.82e+07 1.73e+07 1.92e+07
xrate1 | 120 24.29371 50.67711 4.01625 .3774 202.2667
remote | 120 3939.6 3211.248 2809.5 1530 12501
dist | 120 14961.5 3858.298 15956 2409 17493
phone | 120 741.9611 269.6747 656.67 343.99 1487.08
open | 120 .6722058 .185582 .65115 .3517 1.2967
english | 120 .3333333 .4733811 0 0 1
gdpdfratio~w | 120 1.120379 .1290778 1.136123 .8254872 1.441221
white | 120 1 0 1 1 1
whitemg | 120 150548.7 299267.7 17525 2612 1137050
------
.
.
. **Regression of Imports
. tsset ccode year
panel variable: ccode, 117100 to 725980
time variable: year, 1991 to 2000
.
.
**I. Aggregate Imports
. xtgls lrimp limmig lgdp lgdpau lgdpdfrationew lpopau lpop lxrate1 lremo
> te ldist lopen english white lwhitemg, igls panels(hetero)corr(psar1)nolog
Cross-sectional time-series FGLS regression
Coefficients: generalized least squares
Panels: heteroskedastic
Correlation: panel-specific AR(1)
Estimated covariances = 100 Number of obs = 1000
Estimated autocorrelations = 100 Number of groups = 100
Estimated coefficients = 14 Time periods = 10
Wald chi2(13) = 8731.03
Log likelihood = -552.2926 Prob > chi2 = 0.0000
------
lrimp | Coef. Std. Err. z P>|z| [95% Conf. Interval]
------+------
limmig | .3326108 .030749 10.82 0.000 .2723438 .3928777
lgdp | 1.18172 .0331926 35.60 0.000 1.116664 1.246776
lgdpau | .0168619 .609128 0.03 0.978 -1.177007 1.210731
lgdpdfrati~w | -.891565 .249126 -3.58 0.000 -1.379843 -.403287
lpopau | -2.38967 2.101151 -1.14 0.255 -6.507849 1.72851
lpop | .033225 .041388 0.80 0.422 -.047894 .114344
lxrate1 | -.1255547 .0195779 -6.41 0.000 -.1639268 -.0871827
lremote | -.4275142 .0758611 -5.64 0.000 -.5761993 -.2788292
ldist | -2.079983 .1603871 -12.97 0.000 -2.394336 -1.76563
lopen | .2724 .0557788 4.88 0.000 .1630756 .3817244
english | .8735236 .1278469 6.83 0.000 .6229483 1.124099
white | 4.46016 .6408292 6.96 0.000 3.204157 5.716162
lwhitemg | -.4139649 .0586284 -7.06 0.000 -.5288745 -.2990553
_cons | 41.28544 19.36043 2.13 0.033 3.339692 79.23118
------
. vce
| limmig lgdp lgdpau lgdpdf~w lpopau lpop lxrate1
------+------
limmig | .000946
lgdp | -.000298 .001102
lgdpau | -.000867 .001333 .371037
lgdpdfrati~w | -.000849 .000218 -.009831 .062064
lpopau | .001532 -.007874 -1.25397 .051484 4.41483
lpop | -.000148 -.000735 .000124 .000289 -.000241 .001713
lxrate1 | .000108 .000129 .000348 .000021 -.002657 -.000162 .000383
lremote | .000485 .000084 -.000474 -.001691 -.00336 -.000265 .000094
ldist | .001627 .00105 .000796 -.000872 -.016512 .000074 .001498
lopen | -.000172 .00061 .002351 .000907 -.016197 .000352 .000119
english | -.001142 .002786 .002806 .002308 -.010234 -.001306 .000461
white | .004189 -.001397 .003566 -.005392 -.026266 .006774 -.002612
lwhitemg | -.000521 .000118 -.00034 .000457 .002903 -.000575 .000249
_cons | -.019499 .070922 11.0467 -.642399 -40.0398 -.005779 .017509
| lremote ldist lopen english white lwhitemg _cons
------+------
lremote | .005755
ldist | .004983 .025724
lopen | .001393 .000993 .003111
english | -.003253 .003082 -.000776 .016345
white | -.000648 .003675 .000608 .002336 .410662
lwhitemg | .000176 -.000861 -.000147 -.000081 -.037053 .003437
_cons | -.025934 -.07466 .167808 .045708 .205373 -.022437 374.826
.
. **II. Conservative Estimates
. *2.1. Aggregate reference priced Imports (conservative)
. xtgls lrrefp_cm limmig lgdp lgdpau lgdpdfrationew lpopau lpop lxrate1 l
> remote ldist lopen english white lwhitemg, igls panels(hetero)corr(psar1)nolog
Cross-sectional time-series FGLS regression
Coefficients: generalized least squares
Panels: heteroskedastic
Correlation: panel-specific AR(1)
Estimated covariances = 100 Number of obs = 1000
Estimated autocorrelations = 100 Number of groups = 100
Estimated coefficients = 14 Time periods = 10
Wald chi2(13) = 67779.85
Log likelihood = -982.477 Prob > chi2 = 0.0000
------
lrrefp_cm | Coef. Std. Err. z P>|z| [95% Conf. Interval]
------+------
limmig | .0499054 .0138985 3.59 0.000 .0226649 .077146
lgdp | 1.611166 .0527605 30.54 0.000 1.507757 1.714575
lgdpau | .9614442 .3562738 2.70 0.007 .2631605 1.659728
lgdpdfrati~w | -.4453693 .1481089 -3.01 0.003 -.7356575 -.1550811
lpopau | -6.614677 1.202964 -5.50 0.000 -8.972443 -4.25691
lpop | -.3537155 .0888 -3.98 0.000 -.5277603 -.1796706
lxrate1 | -.1233905 .0203265 -6.07 0.000 -.1632297 -.0835514
lremote | -.981198 .1006212 -9.75 0.000 -1.178412 -.783984
ldist | -3.239768 .1867924 -17.34 0.000 -3.605874 -2.873662
lopen | -.0556935 .026581 -2.10 0.036 -.1077913 -.0035958
english | .998864 .0840997 11.88 0.000 .8340317 1.163696
white | 4.699631 .8381738 5.61 0.000 3.056841 6.342422
lwhitemg | -.4676071 .0804505 -5.81 0.000 -.6252871 -.309927
_cons | 97.72232 11.31987 8.63 0.000 75.53579 119.9089
------
. vce
| limmig lgdp lgdpau lgdpdf~w lpopau lpop lxrate1
------+------
limmig | .000193
lgdp | -.000265 .002784
lgdpau | -.00121 .001825 .126931
lgdpdfrati~w | -.000563 .000347 -.011806 .021936
lpopau | .004743 -.007017 -.419535 .023587 1.44712
lpop | .000175 -.004442 -.001571 .000787 .003694 .007885
lxrate1 | -.000025 .000274 -.000063 .000413 -.003102 -.000295 .000413
lremote | .000357 .000579 -.006577 -.003637 .024012 -.001694 .000041
ldist | .00069 -.002668 -.006443 -.000341 .013689 .004868 .000583
lopen | .000043 -.000108 -.000951 .000901 .003523 .000276 -.000074
english | -.000403 .000119 .002965 .002711 -.020297 .00064 .001124
white | .001264 -.01535 -.010983 -.001027 .035106 .024891 -.000576
lwhitemg | -.000111 .000897 .000445 -.000082 -.001929 -.001419 .000092
_cons | -.053695 .095842 3.74928 -.085749 -13.2773 -.075639 .043873
| lremote ldist lopen english white lwhitemg _cons
------+------
lremote | .010125
ldist | .001963 .034891
lopen | .000628 .000295 .000707
english | -.002861 .003215 -.000393 .007073
white | .002141 -.003526 .001791 .00105 .702535
lwhitemg | .000555 .001436 -.000128 .000094 -.065806 .006472
_cons | -.318221 -.434863 -.044328 .23502 -.323014 .003575 128.139
.
.
. *2.2. Aggregate Differentiated Imports (conservative)
. xtgls lrdiff_cm limmig lgdp lgdpau lgdpdfrationew lpopau lpop lxrate1 l
> remote ldist lopen english white lwhitemg, igls panels(hetero)corr(psar1)nolog
Cross-sectional time-series FGLS regression
Coefficients: generalized least squares
Panels: heteroskedastic
Correlation: panel-specific AR(1)
Estimated covariances = 100 Number of obs = 1000
Estimated autocorrelations = 100 Number of groups = 100
Estimated coefficients = 14 Time periods = 10
Wald chi2(13) = 7511.63
Log likelihood = -967.3974 Prob > chi2 = 0.0000
------
lrdiff_cm | Coef. Std. Err. z P>|z| [95% Conf. Interval]
------+------
limmig | .1971331 .0316896 6.22 0.000 .1350225 .2592436
lgdp | 1.687195 .0761961 22.14 0.000 1.537853 1.836536
lgdpau | -.1636564 .716487 -0.23 0.819 -1.567945 1.240632
lgdpdfrati~w | -.1933925 .2847533 -0.68 0.497 -.7514988 .3647138
lpopau | -1.022162 2.491087 -0.41 0.682 -5.904603 3.860278
lpop | -.5570997 .0841322 -6.62 0.000 -.7219958 -.3922036
lxrate1 | -.1420846 .0297668 -4.77 0.000 -.2004265 -.0837427
lremote | -.5222311 .1513738 -3.45 0.001 -.8189184 -.2255439
ldist | -3.272225 .3435393 -9.53 0.000 -3.94555 -2.598901
lopen | .1230525 .050097 2.46 0.014 .0248642 .2212408
english | 1.040856 .1455687 7.15 0.000 .7555468 1.326166
white | 14.31799 2.507601 5.71 0.000 9.403182 19.2328
lwhitemg | -1.358699 .2608064 -5.21 0.000 -1.86987 -.8475277
_cons | 31.1724 23.51598 1.33 0.185 -14.91808 77.26288
------
. vce
| limmig lgdp lgdpau lgdpdf~w lpopau lpop lxrate1
------+------
limmig | .001004
lgdp | -.001619 .005806
lgdpau | -.002893 .007046 .513354
lgdpdfrati~w | -.001272 .002533 -.031305 .081084
lpopau | .007552 -.027834 -1.73993 .116118 6.20551
lpop | .001057 -.004797 -.004985 -.001451 .016359 .007078
lxrate1 | .000038 .000551 .001243 .000915 -.009127 -.000845 .000886
lremote | -3.3e-06 .000146 -.009119 -.003622 .022089 -.00135 .00012
ldist | .004404 .00255 -.014759 -.005682 -.003321 .000557 .001648
lopen | .000119 -.000566 .000268 .001549 -.001983 .001212 -.000178
english | -.001777 .00427 .009371 .003936 -.039371 -.00007 .00224
white | .000225 -.028511 .03123 .003139 -.0359 .021858 .002046
lwhitemg | .000072 .001667 -.004903 -.00104 .009908 -.001428 -.000159
_cons | -.074901 .200211 15.5801 -1.13296 -57.2509 -.137889 .09801
| lremote ldist lopen english white lwhitemg _cons
------+------
lremote | .022914
ldist | .01522 .118019
lopen | .00051 -.000625 .00251
english | -.005165 -.002207 -.001507 .02119
white | .01078 -.169671 .002641 .01613 6.28806
lwhitemg | .001242 .016033 -.000187 -.002142 -.646907 .06802
_cons | -.453499 -.903131 .021231 .369741 1.56261 -.212103 553.001
.
. *2.3. Aggregate Homogenous Imports (conservative)
. xtgls lrhomo_cm limmig lgdp lgdpau lgdpdfrationew lpopau lpop lxrate1 l
> remote ldist lopen english white lwhitemg, panels(hetero)corr(psar1)nolog
Cross-sectional time-series FGLS regression
Coefficients: generalized least squares
Panels: heteroskedastic
Correlation: panel-specific AR(1)
Estimated covariances = 100 Number of obs = 1000
Estimated autocorrelations = 100 Number of groups = 100
Estimated coefficients = 14 Time periods = 10
Wald chi2(13) = 2205.60
Log likelihood = -1106.555 Prob > chi2 = 0.0000
------
lrhomo_cm | Coef. Std. Err. z P>|z| [95% Conf. Interval]
------+------
limmig | .0989471 .0406738 2.43 0.015 .0192278 .1786663
lgdp | .9455669 .079966 11.82 0.000 .7888364 1.102297
lgdpau | -.5455202 .8430625 -0.65 0.518 -2.197892 1.106852
lgdpdfrati~w | -.359973 .3501147 -1.03 0.304 -1.046185 .3262392
lpopau | .326101 2.889013 0.11 0.910 -5.33626 5.988462
lpop | .0307256 .0982332 0.31 0.754 -.1618079 .223259
lxrate1 | -.1205896 .0332385 -3.63 0.000 -.1857359 -.0554433
lremote | .5380387 .2318783 2.32 0.020 .0835656 .9925118
ldist | -1.573493 .3368395 -4.67 0.000 -2.233687 -.9132998
lopen | .3576286 .079077 4.52 0.000 .2026405 .5126167
english | 1.627974 .2400835 6.78 0.000 1.157419 2.098529
white | .8894102 2.253735 0.39 0.693 -3.527829 5.306649
lwhitemg | .2589924 .1997597 1.30 0.195 -.1325294 .6505142
_cons | .1610771 27.41181 0.01 0.995 -53.56509 53.88724
------
. vce
| limmig lgdp lgdpau lgdpdf~w lpopau lpop lxrate1
------+------
limmig | .001654
lgdp | -.001571 .006395
lgdpau | -.001639 .001199 .710754
lgdpdfrati~w | -.000304 .001621 -.013426 .12258
lpopau | .002813 -.008793 -2.38068 .0419 8.3464
lpop | .000363 -.005694 .000176 -.001117 -.001275 .00965
lxrate1 | .000117 .000888 .000498 .002101 -.007716 -.001155 .001105
lremote | .001265 .00055 -.028343 -.01467 .088469 .000562 -.00076
ldist | .004224 -.007218 -.019183 -.006302 .057247 .011525 -.00014
lopen | .000266 -.001106 .004703 .002275 -.025881 .002939 -.000172
english | -.003527 .001057 .009553 .005798 -.018976 -.000825 .001396
white | .003542 -.025514 .107371 .003322 -.428191 .021483 -.000759
lwhitemg | -.000491 .001114 -.011362 -.001674 .046215 -.000388 -.000027
_cons | -.032208 .129168 21.2694 -.301878 -77.193 -.119322 .114654
| lremote ldist lopen english white lwhitemg _cons
------+------
lremote | .053768
ldist | .019881 .113461
lopen | .001942 -.001012 .006253
english | -.014341 .013406 -.002002 .05764
white | .038674 -.016225 .006439 .044644 5.07932
lwhitemg | -.000494 .005054 -.000352 -.003519 -.438606 .039904
_cons | -1.39153 -1.74536 .278734 .042583 4.31357 -.52845 751.407
.
. **III. Liberal Estimates
. *3.1. Aggregate reference priced Imports (liberal)
. xtgls lrrefp_lm limmig lgdp lgdpau lgdpdfrationew lpopau lpop lxrate1 l
> remote ldist lopen english white lwhitemg, igls panels(hetero)corr(psar1)nolog
Cross-sectional time-series FGLS regression
Coefficients: generalized least squares
Panels: heteroskedastic
Correlation: panel-specific AR(1)
Estimated covariances = 100 Number of obs = 1000
Estimated autocorrelations = 100 Number of groups = 100
Estimated coefficients = 14 Time periods = 10
Wald chi2(13) = 54490.52
Log likelihood = -914.2672 Prob > chi2 = 0.0000
------
lrrefp_lm | Coef. Std. Err. z P>|z| [95% Conf. Interval]
------+------
limmig | .0246303 .0135284 1.82 0.069 -.0018847 .0511454
lgdp | 1.54221 .0534592 28.85 0.000 1.437431 1.646988
lgdpau | .7055147 .3590358 1.97 0.049 .0018174 1.409212
lgdpdfrati~w | -.2413819 .1359306 -1.78 0.076 -.507801 .0250372
lpopau | -6.773577 1.21446 -5.58 0.000 -9.153875 -4.393279
lpop | -.1381704 .0919299 -1.50 0.133 -.3183497 .0420088
lxrate1 | -.0460204 .0186981 -2.46 0.014 -.0826679 -.0093728
lremote | -.6482353 .1547597 -4.19 0.000 -.9515587 -.3449119
ldist | -2.435556 .1701635 -14.31 0.000 -2.76907 -2.102041
lopen | -.0449929 .0272258 -1.65 0.098 -.0983545 .0083686
english | 1.158073 .1122337 10.32 0.000 .9380991 1.378047
white | 3.953181 1.062055 3.72 0.000 1.871592 6.03477
lwhitemg | -.3038676 .1050607 -2.89 0.004 -.5097827 -.0979525
_cons | 94.21113 11.47614 8.21 0.000 71.71831 116.704
------
. vce
| limmig lgdp lgdpau lgdpdf~w lpopau lpop lxrate1
------+------
limmig | .000183
lgdp | -.000199 .002858
lgdpau | -.000807 .001798 .128907
lgdpdfrati~w | -.000323 .000702 -.007206 .018477
lpopau | .002897 -.00628 -.427138 .011125 1.47491
lpop | .000128 -.004629 -.001415 -6.2e-07 .00241 .008451
lxrate1 | -1.6e-07 .000224 -.000125 .000442 -.002363 -.000253 .00035
lremote | -.000071 -.000593 -.014401 -.004837 .051761 -.000402 -.000098
ldist | .000868 -.005623 -.003204 .001479 .00028 .010065 .000559
lopen | .000017 -.000091 -.000955 .000874 .003461 .000262 -.000068
english | -.000285 -.000409 .003639 .00276 -.0188 .000425 .000906
white | .001281 -.019135 -.004053 .003176 -.003976 .033449 .000337
lwhitemg | -.000174 .001096 -.001296 -.000852 .005941 -.002097 -.000032
_cons | -.032605 .124287 3.85343 -.000441 -13.6337 -.124115 .035255
| lremote ldist lopen english white lwhitemg _cons
------+------
lremote | .023951
ldist | -.004529 .028956
lopen | .001111 .000245 .000741
english | -.004923 .007032 -.000468 .012596
white | -.00909 .052465 .001091 .013918 1.12796
lwhitemg | .003753 -.004298 3.2e-06 -.001259 -.107941 .011038
_cons | -.622594 -.19917 -.047031 .18754 -.358663 -.046222 131.702
.
. *3.2. Aggregate Differentiated Imports (liberal)
. xtgls lrdiff_lm limmig lgdp lgdpau lgdpdfrationew lpopau lpop lxrate1 l
> remote ldist lopen english white lwhitemg, igls panels(hetero)corr(psar1)nolog
Cross-sectional time-series FGLS regression
Coefficients: generalized least squares
Panels: heteroskedastic
Correlation: panel-specific AR(1)
Estimated covariances = 100 Number of obs = 1000
Estimated autocorrelations = 100 Number of groups = 100
Estimated coefficients = 14 Time periods = 10
Wald chi2(13) = 8252.55
Log likelihood = -985.7486 Prob > chi2 = 0.0000
------
lrdiff_lm | Coef. Std. Err. z P>|z| [95% Conf. Interval]
------+------
limmig | .2802917 .0345687 8.11 0.000 .2125382 .3480451
lgdp | 1.566336 .0745875 21.00 0.000 1.420147 1.712524
lgdpau | -.3354757 .7012588 -0.48 0.632 -1.709918 1.038966
lgdpdfrati~w | -.0063955 .2930479 -0.02 0.983 -.5807589 .5679679
lpopau | -.4930068 2.447389 -0.20 0.840 -5.2898 4.303787
lpop | -.4809193 .0826028 -5.82 0.000 -.6428179 -.3190207
lxrate1 | -.1417426 .0289165 -4.90 0.000 -.198418 -.0850673
lremote | -.4397849 .1403757 -3.13 0.002 -.7149163 -.1646535
ldist | -2.77691 .3374591 -8.23 0.000 -3.438318 -2.115502
lopen | .1303414 .0524754 2.48 0.013 .0274915 .2331912
english | .8510252 .1380165 6.17 0.000 .5805179 1.121533
white | 14.31413 2.430998 5.89 0.000 9.549461 19.0788
lwhitemg | -1.354104 .2516283 -5.38 0.000 -1.847286 -.8609216
_cons | 22.40438 23.14225 0.97 0.333 -22.95359 67.76235
------
. vce
| limmig lgdp lgdpau lgdpdf~w lpopau lpop lxrate1
------+------
limmig | .001195
lgdp | -.00185 .005563
lgdpau | -.00221 .004733 .491764
lgdpdfrati~w | -.001435 .002873 -.031004 .085877
lpopau | .005815 -.020264 -1.67337 .122763 5.98971
lpop | .0011 -.004566 -.002777 -.001778 .009775 .006823
lxrate1 | .000076 .000395 .000537 .001069 -.006863 -.000709 .000836
lremote | .000078 -.000019 -.005968 -.002521 .011226 -.000958 .000083
ldist | .005362 -.000646 -.012892 -.005854 -.004552 .002006 .001647
lopen | .000153 -.000717 .001342 .001589 -.007344 .001487 -.000246
english | -.002008 .004176 .005164 .004632 -.02557 -.000503 .002146
white | -.001759 -.024153 .032281 .006464 -.026405 .017075 .001749
lwhitemg | .000307 .001395 -.004373 -.001297 .006386 -.001025 -.000099
_cons | -.070434 .170353 15.0148 -1.26739 -55.3881 -.104988 .080468
| lremote ldist lopen english white lwhitemg _cons
------+------
lremote | .019705
ldist | .014324 .113879
lopen | .000357 -.000872 .002754
english | -.004215 -.005047 -.001609 .019049
white | .010716 -.196524 .00323 .017208 5.90975
lwhitemg | .000954 .019709 -.00024 -.002111 -.605442 .063317
_cons | -.323118 -.840856 .085156 .280605 1.6208 -.20149 535.564
.
. *3.3. Aggregate Homogenous Imports (liberal)
. xtgls lrhomo_lm limmig lgdp lgdpau lgdpdfrationew lpopau lpop lxrate1 l
> remote ldist lopen english white lwhitemg, igls panels(hetero)corr(psar1)nolog
Cross-sectional time-series FGLS regression
Coefficients: generalized least squares
Panels: heteroskedastic
Correlation: panel-specific AR(1)
Estimated covariances = 100 Number of obs = 1000
Estimated autocorrelations = 100 Number of groups = 100
Estimated coefficients = 14 Time periods = 10
Wald chi2(13) = 7829.12
Log likelihood = -1118.821 Prob > chi2 = 0.0000
------
lrhomo_lm | Coef. Std. Err. z P>|z| [95% Conf. Interval]
------+------
limmig | .0203409 .0155698 1.31 0.191 -.0101753 .0508571
lgdp | 1.36818 .049635 27.56 0.000 1.270897 1.465463
lgdpau | .5732811 .5019702 1.14 0.253 -.4105625 1.557125
lgdpdfrati~w | -.0428403 .1629838 -0.26 0.793 -.3622828 .2766021
lpopau | -5.640264 1.707501 -3.30 0.001 -8.986903 -2.293624
lpop | .0570233 .0724925 0.79 0.432 -.0850594 .199106
lxrate1 | -.0642003 .0196449 -3.27 0.001 -.1027036 -.025697
lremote | -.8892347 .1610951 -5.52 0.000 -1.204975 -.5734941
ldist | -3.426952 .224017 -15.30 0.000 -3.866018 -2.987887
lopen | .0757267 .0418217 1.81 0.070 -.0062424 .1576958
english | 2.39858 .1396447 17.18 0.000 2.124882 2.672279
white | 3.97846 1.198535 3.32 0.001 1.629374 6.327546
lwhitemg | -.19875 .1032697 -1.92 0.054 -.4011548 .0036549
_cons | 90.12912 16.32951 5.52 0.000 58.12387 122.1344
------
. vce
| limmig lgdp lgdpau lgdpdf~w lpopau lpop lxrate1
------+------
limmig | .000242
lgdp | -.000398 .002464
lgdpau | -.000069 .000022 .251974
lgdpdfrati~w | -.000459 .000633 .001897 .026564
lpopau | -.001426 .001799 -.837111 -.004858 2.91556
lpop | .000197 -.002779 -.000227 2.9e-06 -.002791 .005255
lxrate1 | -.000018 .000216 .00033 .000626 -.002406 -.000392 .000386
lremote | .000198 .000637 -.018118 -.001239 .057106 -.001044 -.000174
ldist | .000637 .000281 -.010758 -.001346 .02127 .000881 .000264
lopen | .000068 -.000311 -.00012 .001895 .000823 .000687 -.000128
english | -.000747 .000312 .002435 .001607 -.009846 .002009 .000999
white | .000259 -.013529 -.006243 -.001144 .016844 .023349 -.00021
lwhitemg | 2.1e-06 .000698 -.00074 .000181 .002156 -.001475 .000081
_cons | .02329 -.049016 7.53857 .013386 -27.0995 .031491 .029143
| lremote ldist lopen english white lwhitemg _cons
------+------
lremote | .025952
ldist | .015538 .050184
lopen | .000937 .000117 .001749
english | -.004019 .004019 -.001328 .019501
white | .006696 -.018087 .000866 .031708 1.43649
lwhitemg | .001087 .003752 -6.6e-06 -.00272 -.119713 .010665
_cons | -.844937 -.712351 -.024195 .049611 -.081579 -.05398 266.653
.
. *IV. Aggregate NON-Manufacturing Imports (Sum of Sitc0,1,2,3,4)
. xtgls lrmnmf limmig lgdp lgdpau lgdpdfrationew lpopau lpop lxrate1 lremo
> te ldist lopen english white lwhitemg, igls panels(hetero)corr(psar1)nolog
Cross-sectional time-series FGLS regression
Coefficients: generalized least squares
Panels: heteroskedastic
Correlation: panel-specific AR(1)
Estimated covariances = 100 Number of obs = 1000
Estimated autocorrelations = 100 Number of groups = 100
Estimated coefficients = 14 Time periods = 10
Wald chi2(13) = 637.40
Log likelihood = -578.6762 Prob > chi2 = 0.0000
------
lrmnmf | Coef. Std. Err. z P>|z| [95% Conf. Interval]
------+------
limmig | .3958514 .0419933 9.43 0.000 .313546 .4781569
lgdp | .0524504 .0564766 0.93 0.353 -.0582417 .1631425
lgdpau | .3227654 .3628544 0.89 0.374 -.3884162 1.033947
lgdpdfrati~w | -.7111469 .141266 -5.03 0.000 -.9880231 -.4342707
lpopau | -3.234492 1.356022 -2.39 0.017 -5.892245 -.576738
lpop | .6012393 .0842279 7.14 0.000 .4361556 .766323
lxrate1 | -.180622 .0245668 -7.35 0.000 -.228772 -.1324719
lremote | .3226484 .1532452 2.11 0.035 .0222933 .6230035
ldist | -.6715001 .4275135 -1.57 0.116 -1.509411 .1664109
lopen | .1543719 .0210174 7.34 0.000 .1131785 .1955652
english | .8165638 .2147966 3.80 0.000 .3955702 1.237557
white | 12.64724 1.024143 12.35 0.000 10.63996 14.65452
lwhitemg | -1.232318 .1093016 -11.27 0.000 -1.446545 -1.018091
_cons | 43.36738 14.10442 3.07 0.002 15.72324 71.01153
------
. vce
| limmig lgdp lgdpau lgdpdf~w lpopau lpop lxrate1
------+------
limmig | .001763
lgdp | -.000652 .00319
lgdpau | .003587 -.003702 .131663
lgdpdfrati~w | -.001659 -.000356 -.005278 .019956
lpopau | -.022749 .024765 -.466786 .019729 1.83879
lpop | -.000582 -.002588 -.000848 .00089 -.007697 .007094
lxrate1 | .000036 .000224 .001634 .000779 -.008095 -.000586 .000604
lremote | .002483 .00173 -.011352 -.006197 .0289 -.002378 -.000315
ldist | .004927 -.007236 -.000641 -.00282 -.083672 .017167 -.000087
lopen | .000464 -.000537 .000099 -.000926 -.004569 .000346 -.00021
english | -.001976 .000443 -.001474 .00405 -.002944 .006479 .001134
white | .009585 -.012097 .023818 -.004457 -.222303 .028748 .000713
lwhitemg | -.001039 .000816 -.002738 .000642 .02213 -.00253 -.000014
_cons | .229447 -.290824 4.46981 -.126252 -18.0154 -.041915 .095669
| lremote ldist lopen english white lwhitemg _cons
------+------
lremote | .023484
ldist | .020058 .182768
lopen | .000566 .002003 .000442
english | -.002964 .020501 -.000948 .046138
white | .014718 .121338 .003191 .089076 1.04887
lwhitemg | -.000963 -.011545 -.000318 -.007166 -.109156 .011947
_cons | -.588561 -.652297 .055423 -.218044 1.48335 -.144952 198.935
.
. *V. Aggregate Manufacturing Imports (Sum of Sitc5,6,7,8,9)
. xtgls lrmmfn limmig lgdp lgdpau lgdpdfrationew lpopau lpop lxrate1 lremot
> e ldist lopen english white lwhitemg, igls panels(hetero)corr(psar1)nolog
Cross-sectional time-series FGLS regression
Coefficients: generalized least squares
Panels: heteroskedastic
Correlation: panel-specific AR(1)
Estimated covariances = 100 Number of obs = 1000
Estimated autocorrelations = 100 Number of groups = 100
Estimated coefficients = 14 Time periods = 10
Wald chi2(13) = 2331.79
Log likelihood = -588.5486 Prob > chi2 = 0.0000
------
lrmmfn | Coef. Std. Err. z P>|z| [95% Conf. Interval]
------+------
limmig | .1400251 .0345101 4.06 0.000 .0723866 .2076636
lgdp | .2901884 .0587758 4.94 0.000 .1749899 .4053869
lgdpau | -.1231891 .0794312 -1.55 0.121 -.2788714 .0324932
lgdpdfrati~w | -.1338183 .0507119 -2.64 0.008 -.2332117 -.0344248
lpopau | 2.333718 .309916 7.53 0.000 1.726294 2.941143
lpop | .7515524 .1051335 7.15 0.000 .5454945 .9576104
lxrate1 | -.0138314 .0098527 -1.40 0.160 -.0331423 .0054795
lremote | .1403835 .0378295 3.71 0.000 .066239 .214528
ldist | -3.435441 .3496096 -9.83 0.000 -4.120663 -2.750218
lopen | -.0202512 .0344696 -0.59 0.557 -.0878105 .0473081
english | .5696407 .2799016 2.04 0.042 .0210436 1.118238
white | 20.69813 3.159023 6.55 0.000 14.50656 26.8897
lwhitemg | -1.875109 .3066873 -6.11 0.000 -2.476205 -1.274013
_cons | -17.18012 5.360679 -3.20 0.001 -27.68685 -6.673379
------
. vce
| limmig lgdp lgdpau lgdpdf~w lpopau lpop lxrate1
------+------
limmig | .001191
lgdp | -.000754 .003455
lgdpau | -.000849 -.000358 .006309
lgdpdfrati~w | .00037 -.001317 .001232 .002572
lpopau | .005506 -.001279 -.021195 -3.9e-06 .096048
lpop | -.000222 -.002759 .001336 .000696 -.005388 .011053
lxrate1 | -4.4e-06 .00009 -.00006 .000025 .000827 -.000256 .000097
lremote | -.000384 .001391 -.000933 -.001351 .000067 -.000923 .000059
ldist | .004284 -.000893 -.003703 .000111 .023062 -.00147 -.000206
lopen | -.000355 -.000264 .000234 -.000561 -.00512 .001258 -.000212
english | -.000804 .000041 .000815 .000254 -.005437 .000634 .000049
white | .004971 -.007941 .000468 .003013 .002507 .029152 -.000875
lwhitemg | -.0008 .000333 .000264 -.000194 -.002344 -.002907 .00009
_cons | -.093266 -.004063 .220699 -.007464 -1.17714 -.034096 -.009142
| lremote ldist lopen english white lwhitemg _cons
------+------
lremote | .001431
ldist | -.000242 .122227
lopen | .000283 -.000717 .001188
english | -.000195 .05568 -.000094 .078345
white | -.003493 .052541 .001876 .050447 9.97943
lwhitemg | .000243 -.00848 -.000026 -.004492 -.954166 .094057
_cons | -.000518 -1.43605 .073592 -.48704 -.859244 .155343 28.7369
.
.
. **VI. SITC-1 Digit Level Disaggregate Imports
. xtgls lrmsitc0 limmig lgdp lgdpau lgdpdfrationew lpopau lpop lxrate1 lr
> emote ldist lopen english white lwhitemg, panels(hetero)corr(psar1)nolog
Cross-sectional time-series FGLS regression
Coefficients: generalized least squares
Panels: heteroskedastic
Correlation: panel-specific AR(1)
Estimated covariances = 100 Number of obs = 1000
Estimated autocorrelations = 100 Number of groups = 100
Estimated coefficients = 14 Time periods = 10
Wald chi2(13) = 508.40
Log likelihood = -558.3713 Prob > chi2 = 0.0000
------
lrmsitc0 | Coef. Std. Err. z P>|z| [95% Conf. Interval]
------+------
limmig | .5452804 .0501948 10.86 0.000 .4469004 .6436605
lgdp | .0086676 .0781261 0.11 0.912 -.1444568 .1617919
lgdpau | 1.954274 .8001769 2.44 0.015 .3859564 3.522592
lgdpdfrati~w | -.7089827 .2893242 -2.45 0.014 -1.276048 -.1419178
lpopau | -10.01478 2.7519 -3.64 0.000 -15.4084 -4.621154
lpop | .3448207 .0967387 3.56 0.000 .1552163 .5344251
lxrate1 | -.1230241 .026387 -4.66 0.000 -.1747417 -.0713065
lremote | -.0355358 .2548553 -0.14 0.889 -.535043 .4639714
ldist | -1.257701 .348381 -3.61 0.000 -1.940515 -.5748868
lopen | .0493651 .0541541 0.91 0.362 -.0567749 .1555052
english | .1307737 .2452694 0.53 0.594 -.3499455 .6114929
white | 10.67232 1.342459 7.95 0.000 8.041147 13.30349
lwhitemg | -1.006595 .1327179 -7.58 0.000 -1.266717 -.7464727
_cons | 124.4688 26.07431 4.77 0.000 73.3641 175.5735
------
. vce
| limmig lgdp lgdpau lgdpdf~w lpopau lpop lxrate1
------+------
limmig | .00252
lgdp | -.001517 .006104
lgdpau | .000474 -.000323 .640283
lgdpdfrati~w | -.001427 .001714 -.018254 .083708
lpopau | -.006271 -.005467 -2.13929 .074687 7.57295
lpop | -.000173 -.004311 -.000613 -.00074 -.000202 .009358
lxrate1 | .000138 -.000167 .000394 .000793 -.004104 -.000405 .000696
lremote | .001592 .004201 -.021767 -.012517 .060557 -.00278 .000515
ldist | .005392 .001612 -.00687 -.00361 -.028881 .0041 .000237
lopen | -.00027 .00071 .000382 -.000588 -.010463 .000608 -8.9e-07
english | -.001688 .001935 .006469 .005187 -.033931 -.000079 .00049
white | .016815 -.025324 .032501 -.006579 -.1668 .030062 .001741
lwhitemg | -.00172 .001241 -.004708 -.0002 .024552 -.001733 -6.4e-06
_cons | .046699 -.012802 18.9733 -.7247 -69.6755 -.045239 .057458
| lremote ldist lopen english white lwhitemg _cons
------+------
lremote | .064951
ldist | .029182 .121369
lopen | .001241 .002199 .002933
english | -.01319 .033447 .00006 .060157
white | .002545 .100999 -.001543 .099449 1.8022
lwhitemg | .002529 -.011357 .000068 -.010431 -.172138 .017614
_cons | -1.32258 -.887941 .110679 .129518 .842674 -.180694 679.87
. xtgls lrmsitc1 limmig lgdp lgdpau lgdpdfrationew lpopau lpop lxrate1 lr
> emote ldist lopen english white lwhitemg, panels(hetero)corr(psar1)nolog
Cross-sectional time-series FGLS regression
Coefficients: generalized least squares
Panels: heteroskedastic
Correlation: panel-specific AR(1)
Estimated covariances = 100 Number of obs = 1000
Estimated autocorrelations = 100 Number of groups = 100
Estimated coefficients = 14 Time periods = 10
Wald chi2(13) = 1458.67
Log likelihood = -390.7102 Prob > chi2 = 0.0000
------
lrmsitc1 | Coef. Std. Err. z P>|z| [95% Conf. Interval]
------+------
limmig | .0360218 .0182874 1.97 0.049 .0001791 .0718644
lgdp | .1757005 .0556726 3.16 0.002 .0665842 .2848168
lgdpau | -.1864574 .3312883 -0.56 0.574 -.8357704 .4628557
lgdpdfrati~w | -.4310365 .212576 -2.03 0.043 -.8476777 -.0143953
lpopau | 2.511188 1.186096 2.12 0.034 .186482 4.835893
lpop | .1177355 .0715004 1.65 0.100 -.0224026 .2578736
lxrate1 | -.0697208 .0186482 -3.74 0.000 -.1062706 -.033171
lremote | -.1613109 .1163425 -1.39 0.166 -.3893381 .0667163
ldist | -1.548201 .2486821 -6.23 0.000 -2.035609 -1.060793
lopen | .0033771 .0255462 0.13 0.895 -.0466925 .0534468
english | 1.78412 .2260984 7.89 0.000 1.340976 2.227265
white | 7.467083 1.14917 6.50 0.000 5.21475 9.719415
lwhitemg | -.4596219 .109862 -4.18 0.000 -.6749475 -.2442963
_cons | -24.97189 12.10172 -2.06 0.039 -48.69083 -1.252945
------
. vce
| limmig lgdp lgdpau lgdpdf~w lpopau lpop lxrate1
------+------
limmig | .000334
lgdp | -.000343 .003099
lgdpau | .000341 -.001732 .109752
lgdpdfrati~w | -.000406 -.000559 -.001489 .045189
lpopau | -.001513 .00831 -.377558 .02784 1.40682
lpop | .00013 -.003124 .001184 .001018 -.009647 .005112
lxrate1 | -.000011 .00018 .001337 .000741 -.006399 -.000162 .000348
lremote | .00026 .00095 -.008127 -.003389 .02866 -.000331 -.000442
ldist | .001105 .000242 -.002857 -.001133 -.002197 .002977 -.000207
lopen | .000028 -.000267 .00004 .001083 -.001429 .000326 -4.9e-06
english | -.000244 -.002813 .003905 .003458 -.016278 .004929 .000361
white | .002191 -.024037 .0111 .002327 -.071834 .031367 -.000237
lwhitemg | -.000222 .001461 -.000871 .000109 .00492 -.002268 .000042
_cons | .007728 -.120479 3.49667 -.436196 -13.7004 .092232 .073555
| lremote ldist lopen english white lwhitemg _cons
------+------
lremote | .013536
ldist | .005243 .061843
lopen | -.000096 -.000166 .000653
english | -.003 .024446 -.00016 .05112
white | .008114 .033629 .001153 .104435 1.32059
lwhitemg | -.000166 -.004441 -.000041 -.010201 -.122398 .01207
_cons | -.442017 -.581981 .025193 -.063417 .526275 -.010394 146.452
. xtgls lrmsitc2 limmig lgdp lgdpau lgdpdfrationew lpopau lpop lxrate1 lr
> emote ldist lopen english white lwhitemg, panels(hetero)corr(psar1)nolog
Cross-sectional time-series FGLS regression
Coefficients: generalized least squares
Panels: heteroskedastic
Correlation: panel-specific AR(1)
Estimated covariances = 100 Number of obs = 1000
Estimated autocorrelations = 100 Number of groups = 100
Estimated coefficients = 14 Time periods = 10
Wald chi2(13) = 1128.20
Log likelihood = -838.2052 Prob > chi2 = 0.0000
------
lrmsitc2 | Coef. Std. Err. z P>|z| [95% Conf. Interval]
------+------
limmig | .1511342 .0655148 2.31 0.021 .0227275 .2795408
lgdp | .4804968 .1086206 4.42 0.000 .2676043 .6933894
lgdpau | -2.533368 1.15362 -2.20 0.028 -4.794422 -.2723137
lgdpdfrati~w | -1.159439 .4560748 -2.54 0.011 -2.053329 -.2655487
lpopau | 5.150524 3.959923 1.30 0.193 -2.610782 12.91183
lpop | .2865867 .1229635 2.33 0.020 .0455827 .5275907
lxrate1 | -.1409225 .0404001 -3.49 0.000 -.2201054 -.0617397
lremote | 1.782564 .2705417 6.59 0.000 1.252312 2.312816
ldist | -1.854026 .5144324 -3.60 0.000 -2.862295 -.8457567
lopen | -.0181266 .0759199 -0.24 0.811 -.1669269 .1306737
english | .0201824 .2563268 0.08 0.937 -.4822089 .5225736
white | 9.566253 1.317979 7.26 0.000 6.983061 12.14944
lwhitemg | -.6698195 .1309519 -5.12 0.000 -.9264805 -.4131585
_cons | -28.25275 37.16953 -0.76 0.447 -101.1037 44.59819
------
. vce
| limmig lgdp lgdpau lgdpdf~w lpopau lpop lxrate1
------+------
limmig | .004292
lgdp | -.004405 .011798
lgdpau | -.00167 .004857 1.33084
lgdpdfrati~w | -.001891 .004478 -.010639 .208004
lpopau | .001018 -.02497 -4.45553 .090391 15.681
lpop | .001415 -.009797 -.001706 -.002582 .009273 .01512
lxrate1 | .000084 .001671 .001013 .001683 -.011326 -.001585 .001632
lremote | .001647 -.002148 -.028089 -.017136 .066539 .002104 .000817
ldist | .012896 -.011316 -.009484 -.012321 -.018134 .017013 -.002697
lopen | .000348 -.000833 .00764 .001241 -.036166 .002099 -.000364
english | -.005464 .010415 .007006 .001186 -.028786 -.007716 -.000682
white | .028982 -.049949 -.033331 -.031334 .00456 .046009 .004687
lwhitemg | -.00329 .003122 -.000356 .000787 .015749 -.002271 -.000801
_cons | -.053762 .313943 39.2745 -1.22186 -143.409 -.304272 .1601
| lremote ldist lopen english white lwhitemg _cons
------+------
lremote | .073193
ldist | .026255 .264641
lopen | .003101 .00445 .005764
english | -.00396 .027768 -.00062 .065703
white | .108449 .150956 .002623 .031387 1.73707
lwhitemg | -.0042 -.019021 -.000098 -.005258 -.163268 .017148
_cons | -1.24015 -2.26235 .319028 -.034153 -1.35376 -.047908 1381.57
. xtgls lrmsitc3 limmig lgdp lgdpau lgdpdfrationew lpopau lpop lxrate1 lr
> emote ldist lopen english white lwhitemg, panels(hetero)corr(psar1)nolog
Cross-sectional time-series FGLS regression
Coefficients: generalized least squares
Panels: heteroskedastic
Correlation: panel-specific AR(1)
Estimated covariances = 100 Number of obs = 1000
Estimated autocorrelations = 100 Number of groups = 100
Estimated coefficients = 14 Time periods = 10
Wald chi2(13) = 554.37
Log likelihood = -103.7803 Prob > chi2 = 0.0000
------
lrmsitc3 | Coef. Std. Err. z P>|z| [95% Conf. Interval]
------+------
limmig | .0321591 .0279235 1.15 0.249 -.0225699 .0868882
lgdp | .1668609 .0589409 2.83 0.005 .0513388 .282383
lgdpau | .2489588 .4017939 0.62 0.536 -.5385428 1.03646
lgdpdfrati~w | .297739 .1824054 1.63 0.103 -.059769 .655247
lpopau | 3.141952 1.42002 2.21 0.027 .3587647 5.92514
lpop | .3011794 .0763117 3.95 0.000 .1516113 .4507476
lxrate1 | -.0162245 .0143998 -1.13 0.260 -.0444476 .0119985
lremote | -.0064097 .1252246 -0.05 0.959 -.2518454 .2390261
ldist | -2.670109 .4445239 -6.01 0.000 -3.54136 -1.798858
lopen | .0487507 .0358799 1.36 0.174 -.0215726 .1190741
english | .7893102 .1988255 3.97 0.000 .3996194 1.179001
white | 12.14711 1.511398 8.04 0.000 9.184822 15.1094
lwhitemg | -.9330867 .1522999 -6.13 0.000 -1.231589 -.6345843
_cons | -41.43204 14.80937 -2.80 0.005 -70.45788 -12.4062
------
. vce
| limmig lgdp lgdpau lgdpdf~w lpopau lpop lxrate1
------+------
limmig | .00078
lgdp | -.000623 .003474
lgdpau | -.000612 -.000137 .161438
lgdpdfrati~w | -.000661 .000814 .000042 .033272
lpopau | .002269 .000304 -.541646 .015667 2.01646
lpop | -.000047 -.002457 .000472 .000537 -.003221 .005823
lxrate1 | .000032 .0001 .000121 .00048 -.002113 -.00012 .000207
lremote | .000779 .001801 -.008085 -.002469 .024681 -.001309 .000015
ldist | .002532 -.004735 -.008962 -.004499 .00634 .009335 -.000392
lopen | -.00002 6.8e-06 .000388 .000307 -.00444 .000409 -.00005
english | -.001015 -.001459 .003256 .002908 -.01678 .005947 .000066
white | .004415 -.019908 .038633 -.00724 -.311069 .026749 .002152
lwhitemg | -.000494 .001259 -.004232 .000579 .032499 -.002185 -.000244
_cons | -.041494 -.008223 4.9035 -.256067 -19.4887 -.074189 .033914
| lremote ldist lopen english white lwhitemg _cons
------+------
lremote | .015681
ldist | .014724 .197602
lopen | -.000068 .000135 .001287
english | -.004579 .019485 .000044 .039532
white | -.005633 .056751 -.000783 .066394 2.28433
lwhitemg | .000729 -.005531 .000068 -.006294 -.225846 .023195
_cons | -.494333 -1.94578 .057059 -.021716 3.63051 -.370683 219.318
. xtgls lrmsitc4 limmig lgdp lgdpau lgdpdfrationew lpopau lpop lxrate1 lr
> emote ldist lopen english white lwhitemg, panels(hetero)corr(psar1)nolog
Cross-sectional time-series FGLS regression
Coefficients: generalized least squares
Panels: heteroskedastic
Correlation: panel-specific AR(1)
Estimated covariances = 100 Number of obs = 1000
Estimated autocorrelations = 100 Number of groups = 100
Estimated coefficients = 14 Time periods = 10
Wald chi2(13) = 259.43
Log likelihood = 139.69 Prob > chi2 = 0.0000
------
lrmsitc4 | Coef. Std. Err. z P>|z| [95% Conf. Interval]
------+------
limmig | -.0020362 .0186934 -0.11 0.913 -.0386746 .0346022
lgdp | .2788312 .0520025 5.36 0.000 .1769081 .3807543
lgdpau | -.313137 .3509029 -0.89 0.372 -1.000894 .37462
lgdpdfrati~w | -.1108336 .1435507 -0.77 0.440 -.3921878 .1705207
lpopau | 4.297819 1.282668 3.35 0.001 1.783836 6.811803
lpop | -.0532863 .0618862 -0.86 0.389 -.174581 .0680085
lxrate1 | -.09397 .0152264 -6.17 0.000 -.1238131 -.0641269
lremote | .3437456 .1308999 2.63 0.009 .0871865 .6003048
ldist | -1.357248 .2872417 -4.73 0.000 -1.920232 -.794265
lopen | .0241928 .0288908 0.84 0.402 -.0324322 .0808177
english | .2190867 .1674965 1.31 0.191 -.1092004 .5473739
white | 8.82131 2.574212 3.43 0.001 3.775947 13.86667
lwhitemg | -.7277983 .2561843 -2.84 0.004 -1.22991 -.2256863
_cons | -57.59257 13.71196 -4.20 0.000 -84.46751 -30.71762
------
. vce
| limmig lgdp lgdpau lgdpdf~w lpopau lpop lxrate1
------+------
limmig | .000349
lgdp | -.000369 .002704
lgdpau | .000283 -.000627 .123133
lgdpdfrati~w | -.000448 .000457 -.005622 .020607
lpopau | -.002486 .003674 -.423718 .026024 1.64524
lpop | .000066 -.002298 -.000109 -.000086 .000648 .00383
lxrate1 | 1.2e-06 .000017 .000507 .000484 -.004493 -.000122 .000232
lremote | .000249 .001728 -.008262 -.001192 .029966 -.001489 -.000064
ldist | .001659 -.001695 -.002192 -.001576 .004916 .004755 .000012
lopen | -4.5e-06 .000024 .000062 .00021 -.00164 .00015 -.000029
english | -.000453 -.001877 -.00022 .00069 .019471 .005166 .000182
white | .002919 -.017962 .022171 -.004213 -.160078 .020354 .001727
lwhitemg | -.000333 .001216 -.00269 .000412 .016534 -.001724 -.000126
_cons | .02202 -.065693 3.90976 -.289015 -16.5796 -.049704 .061725
| lremote ldist lopen english white lwhitemg _cons
------+------
lremote | .017135
ldist | .006913 .082508
lopen | .000079 -.000516 .000835
english | -.001033 .016743 -.000361 .028055
white | -.003199 .042129 -.001169 .048041 6.62657
lwhitemg | .001057 -.00547 .000135 -.004652 -.651403 .06563
_cons | -.510306 -.919494 .027329 -.51259 1.75095 -.158296 188.018
. xtgls lrmsitc5 limmig lgdp lgdpau lgdpdfrationew lpopau lpop lxrate1 lr
> emote ldist lopen english white lwhitemg, panels(hetero)corr(psar1)nolog
Cross-sectional time-series FGLS regression
Coefficients: generalized least squares
Panels: heteroskedastic
Correlation: panel-specific AR(1)
Estimated covariances = 100 Number of obs = 1000
Estimated autocorrelations = 100 Number of groups = 100
Estimated coefficients = 14 Time periods = 10
Wald chi2(13) = 493.53
Log likelihood = -668.255 Prob > chi2 = 0.0000
------
lrmsitc5 | Coef. Std. Err. z P>|z| [95% Conf. Interval]
------+------
limmig | .1737009 .0537725 3.23 0.001 .0683087 .279093
lgdp | .8296186 .1065893 7.78 0.000 .6207074 1.03853
lgdpau | -.772287 .6950258 -1.11 0.266 -2.134512 .5899385
lgdpdfrati~w | -.366849 .2898381 -1.27 0.206 -.9349211 .2012232
lpopau | 3.711299 2.39913 1.55 0.122 -.9909095 8.413507
lpop | -.280499 .1542367 -1.82 0.069 -.5827974 .0217993
lxrate1 | -.1400432 .0314248 -4.46 0.000 -.2016347 -.0784518
lremote | .1553792 .2417526 0.64 0.520 -.3184472 .6292055
ldist | -2.833034 .6979104 -4.06 0.000 -4.200914 -1.465155
lopen | .0480787 .0731329 0.66 0.511 -.0952592 .1914166
english | -.2865369 .4381975 -0.65 0.513 -1.145388 .5723145
white | 18.15615 4.549835 3.99 0.000 9.238637 27.07366
lwhitemg | -1.639675 .4307307 -3.81 0.000 -2.483892 -.7954583
_cons | -27.02637 23.56936 -1.15 0.252 -73.22146 19.16872
------
. vce
| limmig lgdp lgdpau lgdpdf~w lpopau lpop lxrate1
------+------
limmig | .002891
lgdp | -.002483 .011361
lgdpau | .001247 -.001144 .483061
lgdpdfrati~w | -.00201 .00397 -.012249 .084006
lpopau | -.00763 -.004094 -1.60995 .067363 5.75582
lpop | -.000026 -.008678 -.001784 -.001879 -.005994 .023789
lxrate1 | .00015 .000529 .002222 .001368 -.011445 -.00082 .000988
lremote | .000904 .004306 -.021266 -.012309 .042273 -.002921 .000453
ldist | .011957 .009786 -.006057 -.003156 -.061296 .00882 .000742
lopen | .000377 -.000982 -.000674 .000871 -.013997 .00229 -.000126
english | -.005838 .000879 .001206 .005852 -.021198 .022124 .000519
white | .010836 -.043357 .156855 .033559 -.42684 .074554 .007961
lwhitemg | -.001647 .002184 -.016665 -.004485 .050357 -.005532 -.000894
_cons | .01664 -.144644 14.3292 -.799887 -52.8629 -.091803 .115689
| lremote ldist lopen english white lwhitemg _cons
------+------
lremote | .058444
ldist | .032125 .487079
lopen | .000835 .003863 .005348
english | -.004198 .134774 -.001198 .192017
white | .034261 .241782 .007494 .285095 20.701
lwhitemg | -.000451 -.037761 -.000559 -.030398 -1.9284 .185529
_cons | -1.00613 -4.18624 .193556 -1.31637 -.052707 .02744 555.515
. xtgls lrmsitc6 limmig lgdp lgdpau lgdpdfrationew lpopau lpop lxrate1 lr
> emote ldist lopen english white lwhitemg, panels(hetero)corr(psar1)nolog
Cross-sectional time-series FGLS regression
Coefficients: generalized least squares
Panels: heteroskedastic
Correlation: panel-specific AR(1)
Estimated covariances = 100 Number of obs = 1000
Estimated autocorrelations = 100 Number of groups = 100
Estimated coefficients = 14 Time periods = 10
Wald chi2(13) = 1124.68
Log likelihood = -560.4595 Prob > chi2 = 0.0000
------
lrmsitc6 | Coef. Std. Err. z P>|z| [95% Conf. Interval]
------+------
limmig | .1827967 .0452758 4.04 0.000 .0940577 .2715357
lgdp | .636328 .1005476 6.33 0.000 .4392583 .8333978
lgdpau | .8133465 .6588572 1.23 0.217 -.4779899 2.104683
lgdpdfrati~w | -.0892909 .2782697 -0.32 0.748 -.6346895 .4561077
lpopau | -3.724921 2.280517 -1.63 0.102 -8.194651 .7448101
lpop | .4339114 .1306084 3.32 0.001 .1779236 .6898992
lxrate1 | -.0595203 .0290422 -2.05 0.040 -.116442 -.0025986
lremote | -.1863622 .2395663 -0.78 0.437 -.6559035 .2831791
ldist | -2.713674 .4610067 -5.89 0.000 -3.61723 -1.810117
lopen | -.0887729 .0705862 -1.26 0.209 -.2271193 .0495734
english | .9238252 .3275738 2.82 0.005 .2817924 1.565858
white | 18.94913 3.658116 5.18 0.000 11.77936 26.11891
lwhitemg | -1.779784 .3375979 -5.27 0.000 -2.441464 -1.118105
_cons | 49.85162 21.98358 2.27 0.023 6.764598 92.93864
------
. vce
| limmig lgdp lgdpau lgdpdf~w lpopau lpop lxrate1
------+------
limmig | .00205
lgdp | -.001797 .01011
lgdpau | -.002023 .005216 .434093
lgdpdfrati~w | -.001716 .003441 -.01966 .077434
lpopau | .005859 -.035975 -1.45292 .062252 5.20076
lpop | .000423 -.008694 -.003937 -.002893 .018722 .017059
lxrate1 | .000028 .000676 .000601 .001456 -.006854 -.000907 .000843
lremote | .00038 .004035 -.015199 -.016786 .034841 -.003245 .000403
ldist | .007953 -.003133 -.009261 -.002273 -.003732 .018675 -.000187
lopen | .000233 .000019 -.000176 .002747 -.009127 .001176 -.000028
english | -.00293 .002742 .005915 .005882 -.028563 -.000474 .000602
white | .009636 -.036621 .048144 -.003308 -.098913 .072315 -.001694
lwhitemg | -.001275 .001421 -.006114 -.001447 .019488 -.005643 .00021
_cons | -.097866 .368708 12.9065 -.450902 -48.001 -.427564 .091123
| lremote ldist lopen english white lwhitemg _cons
------+------
lremote | .057392
ldist | .005571 .212527
lopen | .001263 .001893 .004982
english | -.009417 .064969 -.001628 .107305
white | .003675 .185106 .007172 .05446 13.3818
lwhitemg | .003107 -.024124 -.000795 -.005072 -1.21336 .113972
_cons | -.759141 -2.03901 .10719 -.29118 -1.8102 .10552 483.278
. xtgls lrmsitc7 limmig lgdp lgdpau lgdpdfrationew lpopau lpop lxrate1 lr
> emote ldist lopen english white lwhitemg, panels(hetero)corr(psar1)nolog
Cross-sectional time-series FGLS regression
Coefficients: generalized least squares
Panels: heteroskedastic
Correlation: panel-specific AR(1)
Estimated covariances = 100 Number of obs = 1000
Estimated autocorrelations = 100 Number of groups = 100
Estimated coefficients = 14 Time periods = 10
Wald chi2(13) = 1652.97
Log likelihood = -739.3119 Prob > chi2 = 0.0000
------
lrmsitc7 | Coef. Std. Err. z P>|z| [95% Conf. Interval]
------+------
limmig | .0576732 .03411 1.69 0.091 -.0091813 .1245276
lgdp | 1.006646 .096481 10.43 0.000 .8175464 1.195745
lgdpau | .9891536 .7141204 1.39 0.166 -.4104968 2.388804
lgdpdfrati~w | -.1335949 .2814733 -0.47 0.635 -.6852725 .4180827
lpopau | 2.8656 2.483904 1.15 0.249 -2.002762 7.733963
lpop | -.4060605 .1425349 -2.85 0.004 -.6854237 -.1266973
lxrate1 | -.1441884 .0229911 -6.27 0.000 -.1892501 -.0991267
lremote | -.4244333 .1944003 -2.18 0.029 -.8054509 -.0434156
ldist | -1.803887 .7687738 -2.35 0.019 -3.310656 -.297118
lopen | -.0499697 .0733543 -0.68 0.496 -.1937414 .093802
english | .0479261 .3381892 0.14 0.887 -.6149125 .7107647
white | 24.13996 3.414421 7.07 0.000 17.44782 30.8321
lwhitemg | -2.192385 .3446096 -6.36 0.000 -2.867807 -1.516962
_cons | -66.07134 24.95741 -2.65 0.008 -114.987 -17.15572
------
. vce
| limmig lgdp lgdpau lgdpdf~w lpopau lpop lxrate1
------+------
limmig | .001163
lgdp | -.001819 .009309
lgdpau | -.000271 .001131 .509968
lgdpdfrati~w | -.00208 .004131 -.015359 .079227
lpopau | -.006187 -.009912 -1.70076 .057125 6.16978
lpop | .001575 -.011286 -.004393 -.003683 .029137 .020316
lxrate1 | .000049 .000354 .00054 .000841 -.009247 -.000724 .000529
lremote | .001502 .003975 -.018363 -.004853 .017703 -.002867 .000348
ldist | .006915 .013854 -.028024 -.005141 -.04868 .011441 .001257
lopen | .000301 -.000824 -.000905 .004682 -.005763 .001239 -.000333
english | -.000926 .002646 .002152 .00282 -.011623 .001067 .000947
white | .020181 -.055364 .055952 -.026739 -.617851 .059183 .011685
lwhitemg | -.001889 .003763 -.007096 .001868 .069509 -.004132 -.001183
_cons | .042998 -.060989 15.3203 -.55852 -57.6755 -.517918 .124231
| lremote ldist lopen english white lwhitemg _cons
------+------
lremote | .037791
ldist | .07159 .591013
lopen | .001146 .00158 .005381
english | .001823 .075286 -.001603 .114372
white | .048237 .123993 -.010008 .226576 11.6583
lwhitemg | -.003908 -.020857 .001228 -.025207 -1.1643 .118756
_cons | -.874488 -5.26968 .092548 -.687879 7.35813 -.740304 622.872
. xtgls lrmsitc8 limmig lgdp lgdpau lgdpdfrationew lpopau lpop lxrate1 lr
> emote ldist lopen english white lwhitemg, panels(hetero)corr(psar1)nolog
Cross-sectional time-series FGLS regression
Coefficients: generalized least squares
Panels: heteroskedastic
Correlation: panel-specific AR(1)
Estimated covariances = 100 Number of obs = 1000
Estimated autocorrelations = 100 Number of groups = 100
Estimated coefficients = 14 Time periods = 10
Wald chi2(13) = 737.26
Log likelihood = -567.8977 Prob > chi2 = 0.0000
------
lrmsitc8 | Coef. Std. Err. z P>|z| [95% Conf. Interval]
------+------
limmig | .3817017 .0581873 6.56 0.000 .2676568 .4957466
lgdp | .272289 .0975274 2.79 0.005 .0811389 .4634392
lgdpau | 1.122647 .7534159 1.49 0.136 -.3540209 2.599315
lgdpdfrati~w | -.5652323 .3145867 -1.80 0.072 -1.181811 .0513463
lpopau | -5.109938 2.606033 -1.96 0.050 -10.21767 -.0022066
lpop | .340746 .1053392 3.23 0.001 .1342849 .547207
lxrate1 | -.0608516 .0342624 -1.78 0.076 -.1280047 .0063014
lremote | -.0004959 .2320352 -0.00 0.998 -.4552765 .4542847
ldist | -2.013926 .5738098 -3.51 0.000 -3.138572 -.889279
lopen | .1099274 .0720343 1.53 0.127 -.0312572 .2511119
english | -.4349865 .2810854 -1.55 0.122 -.9859038 .1159307
white | 18.91011 2.672104 7.08 0.000 13.67288 24.14734
lwhitemg | -1.747414 .2745726 -6.36 0.000 -2.285567 -1.209262
_cons | 66.00615 24.58381 2.68 0.007 17.82277 114.1895
------
. vce
| limmig lgdp lgdpau lgdpdf~w lpopau lpop lxrate1
------+------
limmig | .003386
lgdp | -.002974 .009512
lgdpau | -.002063 .006543 .567635
lgdpdfrati~w | -.00234 .005729 -.013004 .098965
lpopau | .003874 -.035376 -1.90204 .057916 6.79141
lpop | .000944 -.0063 -.004095 -.003898 .011042 .011096
lxrate1 | .000342 .000414 -.000296 .000874 -.004039 -.000648 .001174
lremote | .000156 .003283 -.007289 -.01656 -.006571 .000348 .001494
ldist | .010265 .003066 -.001586 -.008403 -.086998 .003646 .000475
lopen | -.000365 .000937 .002555 .000602 -.023651 .001554 -.000144
english | -.004462 .008154 .006357 .003073 -.027273 -.002269 -.001503
white | .019255 -.030883 .05799 -.054331 -.171193 .020238 -.000131
lwhitemg | -.002282 .001368 -.008271 .002452 .031703 -.001025 -.000313
_cons | -.07621 .252906 16.6838 -.549233 -61.3726 -.147382 .053158
| lremote ldist lopen english white lwhitemg _cons
------+------
lremote | .05384
ldist | .035476 .329258
lopen | .002099 .002823 .005189
english | .007181 .089746 -.00036 .079009
white | .09601 .150825 -.002751 .08471 7.14014
lwhitemg | -.005828 -.024423 .000078 -.010503 -.724621 .07539
_cons | -.582413 -2.14652 .240614 -.766577 -.694013 -.024281 604.364
. xtgls lrmsitc9 limmig lgdp lgdpau lgdpdfrationew lpopau lpop lxrate1 lr
> emote ldist lopen english white lwhitemg, panels(hetero)corr(psar1)nolog
Cross-sectional time-series FGLS regression
Coefficients: generalized least squares
Panels: heteroskedastic
Correlation: panel-specific AR(1)
Estimated covariances = 100 Number of obs = 1000
Estimated autocorrelations = 100 Number of groups = 100
Estimated coefficients = 14 Time periods = 10
Wald chi2(13) = 1521.64
Log likelihood = -253.1613 Prob > chi2 = 0.0000
------
lrmsitc9 | Coef. Std. Err. z P>|z| [95% Conf. Interval]
------+------
limmig | .0021405 .0239339 0.09 0.929 -.044769 .04905
lgdp | .4442382 .0843442 5.27 0.000 .2789267 .6095497
lgdpau | -.3749425 .5105299 -0.73 0.463 -1.375563 .6256778
lgdpdfrati~w | .0803493 .2276565 0.35 0.724 -.3658493 .5265479
lpopau | 1.547559 1.761358 0.88 0.380 -1.90464 4.999757
lpop | -.2183146 .1218985 -1.79 0.073 -.4572313 .0206022
lxrate1 | -.0409154 .0230178 -1.78 0.075 -.0860294 .0041986
lremote | .0191113 .1757741 0.11 0.913 -.3253995 .3636222
ldist | -3.934503 .5234215 -7.52 0.000 -4.960391 -2.908616
lopen | .0016247 .0507779 0.03 0.974 -.0978981 .1011475
english | -.003967 .2813683 -0.01 0.989 -.5554387 .5475048
white | 14.22529 2.777199 5.12 0.000 8.782084 19.6685
lwhitemg | -.9655726 .301958 -3.20 0.001 -1.557399 -.3737457
_cons | 16.37976 17.59704 0.93 0.352 -18.10979 50.86932
------
. vce
| limmig lgdp lgdpau lgdpdf~w lpopau lpop lxrate1
------+------
limmig | .000573
lgdp | -.000681 .007114
lgdpau | .000132 -.001992 .260641
lgdpdfrati~w | -.000884 .002335 -.009432 .051827
lpopau | -.001218 .001389 -.870408 .048708 3.10238
lpop | .000144 -.006725 .000122 -.001145 -.005304 .014859
lxrate1 | -.000029 .000173 .001202 .00111 -.006312 -.000495 .00053
lremote | .000138 .002275 -.018225 -.004107 .053456 -.002391 -.000099
ldist | .002292 .004447 -.011762 -.001563 -.014266 .018511 -.000451
lopen | .000067 -.000239 -.001632 .001351 .000706 .000898 -.000012
english | -.001216 .001626 .00064 .001912 -.001237 .002957 .000432
white | .00402 -.036925 .05894 -.006394 -.346777 .061769 .001928
lwhitemg | -.000449 .001403 -.007231 -.000089 .041835 -.004669 -.000012
_cons | .005015 -.084519 7.9185 -.598095 -28.944 -.15139 .078896
| lremote ldist lopen english white lwhitemg _cons
------+------
lremote | .030897
ldist | .014838 .27397
lopen | .000027 .000944 .002578
english | .000198 .053801 .000324 .079168
white | -.013576 .120333 -.000735 .060529 7.71283
lwhitemg | .004212 -.016588 .000163 -.006234 -.828061 .091179
_cons | -.831023 -2.61667 .012761 -.604879 3.00287 -.339442 309.656
.
. clear
. insheet using k:\book1.txt
(104 vars, 1010 obs)
. *Dropping Jordan
. drop if ccode==413920
(10 observations deleted)
.
. *Descriptive stats after dropping
. tabstat rimp immig gdp gdpau gdpdefnew gdpdfau pop popau xrate1 remote dist op
> en english gdpdfrationew white whitemg, stat(n mean sd median min max) col(sta
> t)
variable | N mean sd p50 min max
------+------
rimp | 1000 491090.3 1561216 7529.5 0 1.39e+07
immig | 1000 33433.77 117046.3 2916.5 0 1137050
gdp | 1000 2.79e+11 9.69e+11 1.74e+10 1.92e+08 8.99e+12
gdpau | 1000 3.83e+11 4.44e+10 3.80e+11 3.19e+11 4.52e+11
gdpdefnew | 1000 105.7229 16.9332 102.9662 60.87417 207.3465
gdpdfau | 1000 100.7173 4.633489 100.8223 94.42464 109.9797
pop | 1000 4.96e+07 1.54e+08 1.04e+07 41000 1.26e+09
popau | 1000 1.82e+07 612793.8 1.82e+07 1.73e+07 1.92e+07
xrate1 | 1000 1043.109 10901.71 16.2185 .0068 270182.6
remote | 1000 6763.61 4138.024 6797 1293 39620
dist | 1000 13364.71 3532.144 14305 2409 17972
open | 1000 .7030271 .3862986 .63155 .0671 3.2192
english | 1000 .38 .4856293 0 0 1
gdpdfratio~w | 1000 1.052697 .1811429 1.017907 .5844526 2.009028
white | 1000 .13 .3364717 0 0 1
whitemg | 1000 20501.65 116468.1 0 0 1137050
------
.
. sort white
. *IIIB. Descriptives Original Unites(sub sample for "white" and "non-white" cou
> ntries)--RHS Variables:
. by white: tabstat rimp immig gdp gdpau gdpdefnew gdpdfau pop popau xrate1 remo
> te dist phone open english gdpdfrationew white whitemg, stat(n mean sd median
> min max) col(stat)
------
-> white = 0
variable | N mean sd p50 min max
------+------
rimp | 870 404823.5 1597607 3045.5 0 1.39e+07
immig | 870 14864.5 27141.18 1403.5 0 158613
gdp | 870 2.37e+11 1.00e+12 1.09e+10 1.92e+08 8.99e+12
gdpau | 870 3.83e+11 4.44e+10 3.80e+11 3.19e+11 4.52e+11
gdpdefnew | 870 104.854 17.29509 101.7714 60.87417 207.3465
gdpdfau | 870 100.7173 4.633836 100.8223 94.42464 109.9797
pop | 870 5.35e+07 1.65e+08 1.07e+07 41000 1.26e+09
popau | 870 1.82e+07 612839.6 1.82e+07 1.73e+07 1.92e+07
xrate1 | 870 1182.983 11681.74 22.9426 .0068 270182.6
remote | 870 7193.607 4104.092 6955 1293 39620
dist | 870 13194.38 3421.363 14051 2410 17972
phone | 870 158.3943 242.2422 47.025 .54 1449.75
open | 870 .7096651 .4075851 .6248 .0671 3.2192
english | 870 .3908046 .4882114 0 0 1
gdpdfratio~w | 870 1.044288 .186045 1 .5844526 2.009028