The supplemental .zip archive for this publication contains the following files. 1.) R code used to clean data and reproduce results: multistate_MexUS.R 2.) Data used to capture Mexican immigrants who returned from the U.S. to Mexico between 1995 and 2000. This data was downloaded from https://international.ipums.org/international/ ipumsmex.dta 3.) Data used to capture Mexican immigrants in the U.S. in 2000. This data was downloaded from https://international.ipums.org/international/ ipumsus.dta 4.) Data used to capture Mexicans in Mexican with a previous history of migration to the U.S. This data was downloaded from http://www.inegi.org.mx/est/contenidos/proyectos/encuestas/ hogares/especiales/enadid/enadid1997/default.aspx E97DGE.DBF