We combine data from three studies for Denmark in the PISA 2000 framework to investigate differences in the native-immigrant test score gap by country of origin. In addition to the controls available from PISA data sources, we use student-level data on home background and individual migration histories linked from administrative registers. We find that second-generation students from Lebanon and Pakistan increase their reading scores substantially compared with the first generation, while there is no improvement for students from Turkey, the single largest immigrant group. Native-immigrant gaps in mathematics are generally smaller than in reading skills, suggesting that part of the native-immigrant gap is due to lower language proficiency of immigrant students. (Contains 8 tables, 1 figure, and 10 notes.)