* SPECIFICATIONS FOR GEM 2001-2005 and SCHNEIDER DATA

use "GEM 1998-2005 without Scot Wales 2009 10 01.dta" 

* note: to use outreg2 for formatting results, please download the outreg2 ado from the net, otherwise delete the corresponding lines
* VERSION USING INSTRUMENTING OF SHADOW WITH STARTUP_PROC WHERE WALD TEST SUGGESTS IT - THE ONE USED IN REVISED PAPER
* MODELS 1-6
set more off
ivprobit SUBOANW female OMESTBBO busang_dum knowent_dum educ_* gemwork_dum gemage gemage_sq fear_not skill_not ln_gdp_pc_pp delta_gdp exconst gov_expense y98 y99 y00 y01 y02 y03 y04 y05 (shadow_econ = start_proc) [pweight=weight], cluster(country_year)
outreg2 using "SE_TM_SHADOW_TABLE4a_2011_06_27", alpha(0.001,0.01,0.05,0.10) symbol(***,**,*,+) label addstat("Wald test of endogeneity, chi2(1)",e(chi2_exog)) replace
ivprobit SUBOANW female OMESTBBO busang_dum knowent_dum educ_* gemwork_dum gemage gemage_sq fear_not skill_not ln_gdp_pc_pp delta_gdp exconst gov_expense shadow_sq y98 y99 y00 y01 y02 y03 y04 y05 (shadow_econ = start_proc) [pweight=weight], cluster(country_year)
outreg2 using "SE_TM_SHADOW_TABLE4a_2011_06_27", alpha(0.001,0.01,0.05,0.10) symbol(***,**,*,+) label addstat("Wald test of endogeneity, chi2(1)",e(chi2_exog))
* without Peru:
ivprobit SUBOANW female OMESTBBO busang_dum knowent_dum educ_* gemwork_dum gemage gemage_sq fear_not skill_not ln_gdp_pc_pp delta_gdp exconst gov_expense shadow_sq y98 y99 y00 y01 y02 y03 y04 y05 (shadow_econ = start_proc) [pweight=weight] if ctryalp!="PE", cluster(country_year)
outreg2 using "SE_TM_SHADOW_TABLE4a_2011_06_27", alpha(0.001,0.01,0.05,0.10) symbol(***,**,*,+) label addstat("Wald test of endogeneity, chi2(1)",e(chi2_exog))
ivprobit SUBOANW female OMESTBBO busang_dum knowent_dum educ_* gemwork_dum gemage gemage_sq fear_not skill_not ln_gdp_pc_pp delta_gdp exconst gov_expense shadow_sq shad_fear_no y98 y99 y00 y01 y02 y03 y04 y05 (shadow_econ = start_proc) [pweight=weight], cluster(country_year)
outreg2 using "SE_TM_SHADOW_TABLE4a_2011_06_27", alpha(0.001,0.01,0.05,0.10) symbol(***,**,*,+) label addstat("Wald test of endogeneity, chi2(1)",e(chi2_exog))
ivprobit SUBOANW female OMESTBBO busang_dum knowent_dum educ_* gemwork_dum gemage gemage_sq fear_not skill_not ln_gdp_pc_pp delta_gdp exconst gov_expense shadow_sq shadow_gov y98 y99 y00 y01 y02 y03 y04 y05 (shadow_econ = start_proc) [pweight=weight], cluster(country_year)
outreg2 using "SE_TM_SHADOW_TABLE4a_2011_06_27", alpha(0.001,0.01,0.05,0.10) symbol(***,**,*,+) label addstat("Wald test of endogeneity, chi2(1)",e(chi2_exog))
ivprobit SUBOANW female OMESTBBO busang_dum knowent_dum educ_* gemwork_dum gemage gemage_sq fear_not skill_not ln_gdp_pc_pp delta_gdp exconst gov_expense shadow_sq shadow_exec y98 y99 y00 y01 y02 y03 y04 y05 (shadow_econ = start_proc) [pweight=weight], cluster(country_year)
outreg2 using "SE_TM_SHADOW_TABLE4a_2011_06_27", alpha(0.001,0.01,0.05,0.10) symbol(***,**,*,+) label addstat("Wald test of endogeneity, chi2(1)",e(chi2_exog))

* MODELS 7-12
probit suyr5job_10 female OMESTBBO busang_dum knowent_dum educ_* gemwork_dum gemage gemage_sq fear_not skill_not ln_gdp_pc_pp delta_gdp exconst gov_expense shadow_econ y98 y99 y00 y01 y02 y03 y04 y05 [pweight=weight], cluster(country_year)
outreg2 using "SE_TM_SHADOW_TABLE5a_2011_06_27", alpha(0.001,0.01,0.05,0.10) symbol(***,**,*,+) label addstat("Wald test of endogeneity, chi2(1)",e(chi2_exog)) replace
probit suyr5job_10 female OMESTBBO busang_dum knowent_dum educ_* gemwork_dum gemage gemage_sq fear_not skill_not ln_gdp_pc_pp delta_gdp exconst gov_expense shadow_econ shadow_sq y98 y99 y00 y01 y02 y03 y04 y05 [pweight=weight], cluster(country_year)
outreg2 using "SE_TM_SHADOW_TABLE5a_2011_06_27", alpha(0.001,0.01,0.05,0.10) symbol(***,**,*,+) label addstat("Wald test of endogeneity, chi2(1)",e(chi2_exog))
* without Peru:
probit suyr5job_10 female OMESTBBO busang_dum knowent_dum educ_* gemwork_dum gemage gemage_sq fear_not skill_not ln_gdp_pc_pp delta_gdp exconst gov_expense shadow_econ shadow_sq y98 y99 y00 y01 y02 y03 y04 y05 [pweight=weight] if ctryalp!="PE", cluster(country_year)
outreg2 using "SE_TM_SHADOW_TABLE5a_2011_06_27", alpha(0.001,0.01,0.05,0.10) symbol(***,**,*,+) label addstat("Wald test of endogeneity, chi2(1)",e(chi2_exog))
probit suyr5job_10 female OMESTBBO busang_dum knowent_dum educ_* gemwork_dum gemage gemage_sq fear_not skill_not ln_gdp_pc_pp delta_gdp exconst gov_expense shadow_econ shadow_sq shad_fear_no y98 y99 y00 y01 y02 y03 y04 y05 [pweight=weight], cluster(country_year)
outreg2 using "SE_TM_SHADOW_TABLE5a_2011_06_27", alpha(0.001,0.01,0.05,0.10) symbol(***,**,*,+) label addstat("Wald test of endogeneity, chi2(1)",e(chi2_exog))
probit suyr5job_10 female OMESTBBO busang_dum knowent_dum educ_* gemwork_dum gemage gemage_sq fear_not skill_not ln_gdp_pc_pp delta_gdp exconst gov_expense shadow_econ shadow_sq shadow_gov y98 y99 y00 y01 y02 y03 y04 y05 [pweight=weight], cluster(country_year)
outreg2 using "SE_TM_SHADOW_TABLE5a_2011_06_27", alpha(0.001,0.01,0.05,0.10) symbol(***,**,*,+) label addstat("Wald test of endogeneity, chi2(1)",e(chi2_exog))
probit suyr5job_10 female OMESTBBO busang_dum knowent_dum educ_* gemwork_dum gemage gemage_sq fear_not skill_not ln_gdp_pc_pp delta_gdp exconst gov_expense shadow_econ shadow_sq shadow_exec y98 y99 y00 y01 y02 y03 y04 y05 [pweight=weight], cluster(country_year)
outreg2 using "SE_TM_SHADOW_TABLE5a_2011_06_27", alpha(0.001,0.01,0.05,0.10) symbol(***,**,*,+) label addstat("Wald test of endogeneity, chi2(1)",e(chi2_exog))

* MODELS 13-18
probit suyr5job_20 female OMESTBBO busang_dum knowent_dum educ_* gemwork_dum gemage gemage_sq fear_not skill_not ln_gdp_pc_pp delta_gdp exconst gov_expense shadow_econ y98 y99 y00 y01 y02 y03 y04 y05 [pweight=weight], cluster(country_year)
outreg2 using "SE_TM_SHADOW_TABLE6a_2011_06_27", alpha(0.001,0.01,0.05,0.10) symbol(***,**,*,+) label addstat("Wald test of endogeneity, chi2(1)",e(chi2_exog)) replace
probit suyr5job_20 female OMESTBBO busang_dum knowent_dum educ_* gemwork_dum gemage gemage_sq fear_not skill_not ln_gdp_pc_pp delta_gdp exconst gov_expense shadow_econ shadow_sq y98 y99 y00 y01 y02 y03 y04 y05 [pweight=weight], cluster(country_year)
outreg2 using "SE_TM_SHADOW_TABLE6a_2011_06_27", alpha(0.001,0.01,0.05,0.10) symbol(***,**,*,+) label addstat("Wald test of endogeneity, chi2(1)",e(chi2_exog))
* without Peru:
probit suyr5job_20 female OMESTBBO busang_dum knowent_dum educ_* gemwork_dum gemage gemage_sq fear_not skill_not ln_gdp_pc_pp delta_gdp exconst gov_expense shadow_econ shadow_sq y98 y99 y00 y01 y02 y03 y04 y05 [pweight=weight] if ctryalp!="PE", cluster(country_year)
outreg2 using "SE_TM_SHADOW_TABLE6a_2011_06_27", alpha(0.001,0.01,0.05,0.10) symbol(***,**,*,+) label addstat("Wald test of endogeneity, chi2(1)",e(chi2_exog))
probit suyr5job_20 female OMESTBBO busang_dum knowent_dum educ_* gemwork_dum gemage gemage_sq fear_not skill_not ln_gdp_pc_pp delta_gdp exconst gov_expense shadow_econ shadow_sq shad_fear_no y98 y99 y00 y01 y02 y03 y04 y05 [pweight=weight], cluster(country_year)
outreg2 using "SE_TM_SHADOW_TABLE6a_2011_06_27", alpha(0.001,0.01,0.05,0.10) symbol(***,**,*,+) label addstat("Wald test of endogeneity, chi2(1)",e(chi2_exog))
probit suyr5job_20 female OMESTBBO busang_dum knowent_dum educ_* gemwork_dum gemage gemage_sq fear_not skill_not ln_gdp_pc_pp delta_gdp exconst gov_expense shadow_econ shadow_sq shadow_gov y98 y99 y00 y01 y02 y03 y04 y05 [pweight=weight], cluster(country_year)
outreg2 using "SE_TM_SHADOW_TABLE6a_2011_06_27", alpha(0.001,0.01,0.05,0.10) symbol(***,**,*,+) label addstat("Wald test of endogeneity, chi2(1)",e(chi2_exog))
probit suyr5job_20 female OMESTBBO busang_dum knowent_dum educ_* gemwork_dum gemage gemage_sq fear_not skill_not ln_gdp_pc_pp delta_gdp exconst gov_expense shadow_econ shadow_sq shadow_exec y98 y99 y00 y01 y02 y03 y04 y05 [pweight=weight], cluster(country_year)
outreg2 using "SE_TM_SHADOW_TABLE6a_2011_06_27", alpha(0.001,0.01,0.05,0.10) symbol(***,**,*,+) label addstat("Wald test of endogeneity, chi2(1)",e(chi2_exog))