Recently I needed to combine data from two of the most widely used (at least in my subfield) cross-national time-series data sets: Arthur Banks' time series and the Correlates of War Project (COW). Given how often these data sets are used, I was a bit surprised that I could not find a record of someone else combining them. The closest attempt I could find was Andreas Beger's country names to COW codes do file.
Beger's file has all of the country names in lower-case, so I used Ruby's
upcase command to change that. That change took care of just over 75 percent of the observations (10,396 of 14,523). Next, I had to deal with the fact that a bunch of the countries in Arthur Banks' data do not exist any more (they have names like Campuchea, Ceylon, and Ciskei; see here and here). This was done with the main file. After that, the data was all set in Stata as desired.
I am not going to put the full combined data up because the people in control of Arthur Banks' time series are really possessive. But if you already have both data sets, combining them should be much easier using these scripts.