---------------------------------------------------------------------------------------------------------------------------- name: log: C:\D\projekte\Replication Bekes-Muraközy 2016\Berechnungen\replication.log log type: text opened on: 21 Feb 2017, 08:05:21 . set more off . drop _all . set varabbrev off, permanently (set varabbrev preference recorded) . . * Replication of Békés/Muraközy, Economics Letters 2016 . * Version: February 21, 2017 . . * ---------------------------------------------------------------------- . * EFIGE data (public use version) . * ---------------------------------------------------------------------- . . use efige_stata.dta . . * Country - numerical indicators . . generate land = . (14,759 missing values generated) . replace land = 1 if country == "AUT" (443 real changes made) . replace land = 2 if country == "GER" (2,935 real changes made) . replace land = 3 if country == "FRA" (2,973 real changes made) . replace land = 4 if country == "HUN" (488 real changes made) . replace land = 5 if country == "ITA" (3,021 real changes made) . replace land = 6 if country == "SPA" (2,832 real changes made) . replace land = 7 if country == "UK" (2,067 real changes made) . . * Internationalization modes (dummy-variables; 1 = yes, 0 = no) . . * direct exporter in 2008 . . generate exporter_dir = . (14,759 missing values generated) . replace exporter_dir = 1 if d1_m_c1 == 1 (7,872 real changes made) . replace exporter_dir = 0 if d1_m_c1 == 0 (6,886 real changes made) . tab exporter_dir exporter_di | r | Freq. Percent Cum. ------------+----------------------------------- 0 | 6,886 46.66 46.66 1 | 7,872 53.34 100.00 ------------+----------------------------------- Total | 14,758 100.00 . . * indirect exporter via intermediary in home country in 2008 . . generate exporter_indir = . (14,759 missing values generated) . replace exporter_indir = 1 if d1_m_c3 == 1 (1,233 real changes made) . replace exporter_indir = 0 if d1_m_c3 == 0 (13,525 real changes made) . tab exporter_indir exporter_in | dir | Freq. Percent Cum. ------------+----------------------------------- 0 | 13,525 91.65 91.65 1 | 1,233 8.35 100.00 ------------+----------------------------------- Total | 14,758 100.00 . . * outsourcer of manufacturing currently . . generate outsourcer = . (14,759 missing values generated) . replace outsourcer = 1 if d37_m_c2 == 1 (614 real changes made) . replace outsourcer = 0 if d37_m_c2 == 0 (14,144 real changes made) . tab outsourcer outsourcer | Freq. Percent Cum. ------------+----------------------------------- 0 | 14,144 95.84 95.84 1 | 614 4.16 100.00 ------------+----------------------------------- Total | 14,758 100.00 . . * firm runs part of its production in another country by direct investment . . generate FDI_manufact = . (14,759 missing values generated) . replace FDI_manufact = 1 if d37_m_c1 == 1 (747 real changes made) . replace FDI_manufact = 0 if d37_m_c1 == 0 (14,011 real changes made) . tab FDI_manufact FDI_manufac | t | Freq. Percent Cum. ------------+----------------------------------- 0 | 14,011 94.94 94.94 1 | 747 5.06 100.00 ------------+----------------------------------- Total | 14,758 100.00 . . * firm has fdi but no manufacturing fdi (i.e., only services fdi) . . generate foreign_affiliate = . (14,759 missing values generated) . replace foreign_affiliate = 1 if a15 == 2 | a15 == 3 (1,118 real changes made) . replace foreign_affiliate = 0 if a15 == 1 | a15 == 4 (13,633 real changes made) . tab foreign_affiliate foreign_aff | iliate | Freq. Percent Cum. ------------+----------------------------------- 0 | 13,633 92.42 92.42 1 | 1,118 7.58 100.00 ------------+----------------------------------- Total | 14,751 100.00 . . generate FDI_service = . (14,759 missing values generated) . replace FDI_service = 1 if foreign_affiliate == 1 & FDI_manufact == 0 (654 real changes made) . replace FDI_service = 0 if foreign_affiliate == 0 (13,633 real changes made) . replace FDI_service = 0 if foreign_affiliate == 1 & FDI_manufact == 1 (464 real changes made) . tab FDI_service FDI_service | Freq. Percent Cum. ------------+----------------------------------- 0 | 14,097 95.57 95.57 1 | 654 4.43 100.00 ------------+----------------------------------- Total | 14,751 100.00 . . tab FDI_manufact FDI_service FDI_manufa | FDI_service ct | 0 1 | Total -----------+----------------------+---------- 0 | 13,351 654 | 14,005 1 | 745 0 | 745 -----------+----------------------+---------- Total | 14,096 654 | 14,750 . . * firm has none of these types of internationalization . . generate none = . (14,759 missing values generated) . replace none = 1 if exporter_dir + exporter_indir + outsourcer + FDI_manufact + FDI_service == 0 (6,006 real changes made) . replace none = 0 if exporter_dir + exporter_indir + outsourcer + FDI_manufact + FDI_service > 0 & exporter_dir + exporte > r_indir + outsourcer + FDI_manufact + FDI_service != . (8,744 real changes made) . tab none none | Freq. Percent Cum. ------------+----------------------------------- 0 | 8,744 59.28 59.28 1 | 6,006 40.72 100.00 ------------+----------------------------------- Total | 14,750 100.00 . . . * Total factor productivity - using tfp_va . . keep if tfp_va != . (7,324 observations deleted) . generate tfp = tfp_va . sum tfp Variable | Obs Mean Std. Dev. Min Max -------------+--------------------------------------------------------- tfp | 7,435 -.0916876 .5178624 -4.798604 2.955963 . . * tfp country and industry demeaned following Bekes-Muraközy . . regress tfp i.land i.sector Source | SS df MS Number of obs = 7,435 -------------+---------------------------------- F(16, 7418) = 61.36 Model | 233.030566 16 14.5644104 Prob > F = 0.0000 Residual | 1760.6303 7,418 .237345686 R-squared = 0.1169 -------------+---------------------------------- Adj R-squared = 0.1150 Total | 1993.66087 7,434 .268181445 Root MSE = .48718 ------------------------------------------------------------------------------ tfp | Coef. Std. Err. t P>|t| [95% Conf. Interval] -------------+---------------------------------------------------------------- land | 2 | -.0751692 .0995931 -0.75 0.450 -.2703999 .1200615 3 | -.3128443 .0982425 -3.18 0.001 -.5054275 -.1202612 4 | .0769843 .1040799 0.74 0.460 -.1270419 .2810105 5 | -.4901602 .0980189 -5.00 0.000 -.6823051 -.2980153 6 | -.3865871 .0980107 -3.94 0.000 -.5787159 -.1944582 7 | -.3631725 .100564 -3.61 0.000 -.5603064 -.1660386 | sector | 2 | -.1632864 .020941 -7.80 0.000 -.2043368 -.1222361 3 | .0491494 .0248512 1.98 0.048 .000434 .0978649 4 | -.0640808 .0200669 -3.19 0.001 -.1034177 -.024744 5 | -.2129947 .0248624 -8.57 0.000 -.2617319 -.1642574 6 | .1880569 .0300002 6.27 0.000 .129248 .2468659 7 | .1443414 .0329726 4.38 0.000 .0797058 .208977 8 | -.2988162 .028862 -10.35 0.000 -.3553938 -.2422386 9 | .1118931 .1412743 0.79 0.428 -.1650447 .3888309 10 | .0544312 .0185947 2.93 0.003 .0179803 .0908821 11 | .0331438 .0200237 1.66 0.098 -.0061085 .072396 | _cons | .2972563 .0979583 3.03 0.002 .1052303 .4892824 ------------------------------------------------------------------------------ . predict dem (option xb assumed; fitted values) . gen tfp_demeaned_1 = tfp - dem . drop dem . . sum tfp tfp_demeaned_1 Variable | Obs Mean Std. Dev. Min Max -------------+--------------------------------------------------------- tfp | 7,435 -.0916876 .5178624 -4.798604 2.955963 tfp_demean~1 | 7,435 1.18e-09 .4866568 -4.541619 2.91712 . . . * Replication of Table 1, column (1) . . generate indexp = . (7,435 missing values generated) . replace indexp = 1 if exporter_indir == 1 (592 real changes made) . replace indexp = 0 if none == 1 (2,731 real changes made) . . regress tfp_demeaned_1 indexp, vce(r) Linear regression Number of obs = 3,323 F(1, 3321) = 11.26 Prob > F = 0.0008 R-squared = 0.0044 Root MSE = .44175 ------------------------------------------------------------------------------ | Robust tfp_demean~1 | Coef. Std. Err. t P>|t| [95% Conf. Interval] -------------+---------------------------------------------------------------- indexp | .076961 .0229345 3.36 0.001 .0319939 .1219282 _cons | -.0659831 .0080806 -8.17 0.000 -.0818267 -.0501396 ------------------------------------------------------------------------------ . drop indexp . . * Replication of Table 1, column (2) . . generate direxp = 1 if exporter_dir == 1 (3,155 missing values generated) . replace direxp = 0 if none == 1 (2,731 real changes made) . . regress tfp_demeaned_1 direxp, vce(r) Linear regression Number of obs = 7,011 F(1, 7009) = 89.18 Prob > F = 0.0000 R-squared = 0.0116 Root MSE = .47846 ------------------------------------------------------------------------------ | Robust tfp_demean~1 | Coef. Std. Err. t P>|t| [95% Conf. Interval] -------------+---------------------------------------------------------------- direxp | .1061366 .011239 9.44 0.000 .0841047 .1281684 _cons | -.0659831 .0080794 -8.17 0.000 -.0818211 -.0501451 ------------------------------------------------------------------------------ . drop direxp . . * Replication of Table 1, column (3) . . generate outman = 1 if outsourcer == 1 (7,123 missing values generated) . replace outman = 0 if none == 1 (2,731 real changes made) . . regress tfp_demeaned_1 outman, vce(r) Linear regression Number of obs = 3,043 F(1, 3041) = 11.90 Prob > F = 0.0006 R-squared = 0.0062 Root MSE = .43956 ------------------------------------------------------------------------------ | Robust tfp_demean~1 | Coef. Std. Err. t P>|t| [95% Conf. Interval] -------------+---------------------------------------------------------------- outman | .1145353 .0331976 3.45 0.001 .0494433 .1796273 _cons | -.0659831 .0080809 -8.17 0.000 -.0818276 -.0501386 ------------------------------------------------------------------------------ . drop outman . . * Replication of Table 1, column (4) . . generate servfdi = 1 if FDI_service == 1 (7,072 missing values generated) . replace servfdi = 0 if none == 1 (2,731 real changes made) . . regress tfp_demeaned_1 servfdi, vce(r) Linear regression Number of obs = 3,094 F(1, 3092) = 79.96 Prob > F = 0.0000 R-squared = 0.0376 Root MSE = .4398 ------------------------------------------------------------------------------ | Robust tfp_demean~1 | Coef. Std. Err. t P>|t| [95% Conf. Interval] -------------+---------------------------------------------------------------- servfdi | .2698879 .0301826 8.94 0.000 .2107078 .329068 _cons | -.0659831 .0080808 -8.17 0.000 -.0818274 -.0501388 ------------------------------------------------------------------------------ . drop servfdi . . * Replication of Table 1, column (5) . . generate manfdi = 1 if FDI_manufact == 1 (7,036 missing values generated) . replace manfdi = 0 if none == 1 (2,731 real changes made) . . regress tfp_demeaned_1 manfdi, vce(r) Linear regression Number of obs = 3,130 F(1, 3128) = 41.55 Prob > F = 0.0000 R-squared = 0.0249 Root MSE = .45998 ------------------------------------------------------------------------------ | Robust tfp_demean~1 | Coef. Std. Err. t P>|t| [95% Conf. Interval] -------------+---------------------------------------------------------------- manfdi | .2201146 .034146 6.45 0.000 .1531638 .2870655 _cons | -.0659831 .0080808 -8.17 0.000 -.0818273 -.0501389 ------------------------------------------------------------------------------ . drop manfdi . . . * Replication of Table 1, column (6) . . regress tfp_demeaned_1 exporter_indir exporter_dir outsourcer FDI_service FDI_manufact, vce(r) Linear regression Number of obs = 7,432 F(5, 7426) = 26.18 Prob > F = 0.0000 R-squared = 0.0214 Root MSE = .48167 -------------------------------------------------------------------------------- | Robust tfp_demeaned_1 | Coef. Std. Err. t P>|t| [95% Conf. Interval] ---------------+---------------------------------------------------------------- exporter_indir | .0056073 .0222448 0.25 0.801 -.0379988 .0492133 exporter_dir | .0763647 .0112796 6.77 0.000 .0542536 .0984759 outsourcer | -.0035361 .0328803 -0.11 0.914 -.0679909 .0609186 FDI_service | .2028843 .0299741 6.77 0.000 .1441265 .2616421 FDI_manufact | .1544798 .0342054 4.52 0.000 .0874275 .221532 _cons | -.0625124 .0080124 -7.80 0.000 -.078219 -.0468058 -------------------------------------------------------------------------------- . sum tfp tfp_demeaned_1 if e(sample) Variable | Obs Mean Std. Dev. Min Max -------------+--------------------------------------------------------- tfp | 7,432 -.0917959 .5179289 -4.798604 2.955963 tfp_demean~1 | 7,432 -.000075 .4867348 -4.541619 2.91712 . . . * Replication of Table 2, column 1 . . generate manfdi = . (7,435 missing values generated) . replace manfdi = 1 if FDI_manufact == 1 (399 real changes made) . replace manfdi = 0 if FDI_manufact == 0 (7,035 real changes made) . . generate servfdi = . (7,435 missing values generated) . replace servfdi = 1 if FDI_service == 1 & FDI_manufact == 0 (363 real changes made) . replace servfdi = 0 if FDI_service == 0 (7,070 real changes made) . replace servfdi = 0 if FDI_manufact == 1 (1 real change made) . . generate outman = . (7,435 missing values generated) . replace outman = 1 if outsourcer == 1 & manfdi == 0 & servfdi == 0 (211 real changes made) . replace outman = 0 if outsourcer == 0 (7,122 real changes made) . replace outman = 0 if manfdi == 1 (64 real changes made) . replace outman = 0 if servfdi == 1 (37 real changes made) . . generate direxp = . (7,435 missing values generated) . replace direxp = 1 if exporter_dir == 1 & manfdi == 0 & servfdi == 0 & outman == 0 (3,496 real changes made) . replace direxp = 0 if exporter_dir == 0 (3,154 real changes made) . replace direxp = 0 if manfdi == 1 (325 real changes made) . replace direxp = 0 if servfdi == 1 (301 real changes made) . replace direxp = 0 if outman == 1 (157 real changes made) . . generate indexp = . (7,435 missing values generated) . replace indexp = 1 if exporter_indir == 1 & manfdi == 0 & servfdi == 0 & outman == 0 & direxp == 0 (233 real changes made) . replace indexp = 0 if exporter_indir == 0 (6,842 real changes made) . replace indexp = 0 if manfdi == 1 (49 real changes made) . replace indexp = 0 if servfdi == 1 (37 real changes made) . replace indexp = 0 if outman == 1 (31 real changes made) . replace indexp = 0 if direxp == 1 (242 real changes made) . . regress tfp_demeaned_1 indexp direxp outman servfdi manfdi, vce(r) Linear regression Number of obs = 7,433 F(5, 7427) = 27.35 Prob > F = 0.0000 R-squared = 0.0214 Root MSE = .48163 ------------------------------------------------------------------------------ | Robust tfp_demean~1 | Coef. Std. Err. t P>|t| [95% Conf. Interval] -------------+---------------------------------------------------------------- indexp | .0302086 .0332811 0.91 0.364 -.0350317 .095449 direxp | .0819257 .0115564 7.09 0.000 .0592718 .1045796 outman | .0509671 .0375138 1.36 0.174 -.0225706 .1245049 servfdi | .2698879 .0301851 8.94 0.000 .2107166 .3290592 manfdi | .2201146 .0341489 6.45 0.000 .1531732 .2870561 _cons | -.0659831 .0080815 -8.16 0.000 -.0818251 -.0501412 ------------------------------------------------------------------------------ . sum tfp tfp_demeaned_1 if e(sample) Variable | Obs Mean Std. Dev. Min Max -------------+--------------------------------------------------------- tfp | 7,433 -.091753 .5179072 -4.798604 2.955963 tfp_demean~1 | 7,433 -.0000609 .4867036 -4.541619 2.91712 . . * Replication of Table 2, column 2 . . drop outman . generate outman = . (7,435 missing values generated) . replace outman = 1 if outsourcer == 1 & manfdi == 0 & servfdi == 0 & direxp == 0 (211 real changes made) . replace outman = 0 if outsourcer == 0 (7,122 real changes made) . replace outman = 0 if manfdi == 1 (64 real changes made) . replace outman = 0 if servfdi == 1 (37 real changes made) . replace outman = 0 if direxp == 1 (0 real changes made) . . drop direxp . generate direxp = . (7,435 missing values generated) . replace direxp = 1 if exporter_dir == 1 & manfdi == 0 & servfdi == 0 (3,653 real changes made) . replace direxp = 0 if exporter_dir == 0 (3,154 real changes made) . replace direxp = 0 if manfdi == 1 (325 real changes made) . replace direxp = 0 if servfdi == 1 (301 real changes made) . . regress tfp_demeaned_1 indexp direxp outman servfdi manfdi, vce(r) Linear regression Number of obs = 7,433 F(5, 7427) = 27.82 Prob > F = 0.0000 R-squared = 0.0218 Root MSE = .48153 ------------------------------------------------------------------------------ | Robust tfp_demean~1 | Coef. Std. Err. t P>|t| [95% Conf. Interval] -------------+---------------------------------------------------------------- indexp | .0311401 .0332841 0.94 0.350 -.0341063 .0963864 direxp | .0835847 .0115463 7.24 0.000 .0609507 .1062187 outman | -.0102948 .0371348 -0.28 0.782 -.0830895 .0624999 servfdi | .2708193 .0301884 8.97 0.000 .2116414 .3299972 manfdi | .2210461 .0341519 6.47 0.000 .1540988 .2879934 _cons | -.0669146 .008094 -8.27 0.000 -.0827812 -.0510479 ------------------------------------------------------------------------------ . sum tfp tfp_demeaned_1 if e(sample) Variable | Obs Mean Std. Dev. Min Max -------------+--------------------------------------------------------- tfp | 7,433 -.091753 .5179072 -4.798604 2.955963 tfp_demean~1 | 7,433 -.0000609 .4867036 -4.541619 2.91712 . . exit, STATA clear end of do-file