Andreas Wimmer and Brian Min at UCLA have constructed a cross-"territory" panel dataset from 1816 to 2001. By "territory", they mean a geographical unit with national boundaries in 2001. Therefore, the data includes the whole history of today's nation since 1816, including years before independence.
Variables include the incidence and type of wars, political institutions, GDP, population, oil production per capita, etc.
The data files and the codebook are downloadable at Brian Min's website. (Click "From Empire to Nation-State" on the left column.)