From Prof. Dalton:
There are two parts:
1- Journal Articles (to motivate your question)
2- Data Sources (to use for your Stata analysis)
"When looking for data, remember you need to have "many" observations. In practice, this is probably at least 100. Even better to be in the 1,000s. To do this, try to have many different "entities"- individuals, companies, states, countries, or multiple years.
One good place to start would be Domestic Data Sources -> ICPSR. Try to look for files in .dta format or .xlsx format. If you find a .sasbdat (SAS program) file, I can convert it upon request.