The 4 reference contexts in paper Michael Pesko, Christopher F Baum (2014) “The Self-Medication Hypothesis: Evidence from Terrorism and Cigarette Accessibility” / RePEc:boc:bocoec:865

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    High stress can result in serious health problems including insomnia, muscle pain, high blood pressure, a weakened immune system, heart disease, depression, obesity, and can exacerbate existing illnesses. Americans believe that persistent, high stress is unhealthy and consistently report stress levels that are higher than what they believe to be healthy
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    (American Psychological Association, 2013).
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    Meanwhile, cigarette use accounts for more than 480,000 deaths (including deaths from secondhand smoke), or one of every five deaths, in the United States each year (U.S. DHHS, 2014). Theory and evidence suggest a linkage between stress and smoking.
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    to explain a contradiction to the rational addiction theory.1Biochemically, nicotine use increases dopamine levels, and this neurotransmitter is classically associated with altering mood state (Brody et al., 2004; Volkow et al., 2004). However, long-term exposure may cause fewer dopamine receptors that may necessitate the use of more nicotine to experience the same “high”
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    (Doe et al., 2009).
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    This biochemical process can motivate nicotine use during times of high stress to the extent that individuals perceive smoking to be a method of stress reduction. Perceptions of smoking as a stress reduction device can be formed from past usage and advertisements.
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    In equation (2),terrorismstis a unique set of variables for temporal distance from 9/11/2001, including posttand dayspost911t. The days after 9/11 variable allows the post-9/11 effect to respond linearly over time.6Previous research has suggested that increases in stress were strongly associated with 9/11,
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    (Schlenger et al., 2002; Schuster et al., 2001;
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    Pesko, 2014). In Figure 1, we show the mean levels of stress for the 23 states in which stress is collected in year 2002, which provides visual evidence of the pronounced increase in stress shortly after 9/11, and how quickly it returns to baseline.
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    We also perform an over-identification test using unweighted data.10We fail to reject the Amemiya–Lee–Newey over-identification test, which is equivalent to a Sargan test when the model is estimated with a two-step IV probit model
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    (Baum et al., 2003, 2007).
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    This suggests that the temporal distance measures are suitably exogenous to smoking. The coefficient of the association of stress on smoking is 0.509 when state unobservable characteristics are excluded.
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