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Testing for Structural Breaks in the Evaluation of Programs

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Author Info
Anne Morrison Piehl (John F. Kennedy School of Government, Harvard University)
Suzanne J. Cooper (John F. Kennedy School of Government, Harvard University)
Anthony A. Braga (John F. Kennedy School of Government, Harvard University)
David M. Kennedy (John F. Kennedy School of Government, Harvard University)

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Abstract

A youth homicide reduction initiative in Boston in the mid- 1990s poses particular difficulties for program evaluation because it did not have a control group and the exact implementation date is unknown. A standard methodology in program evaluation is to use time series variation to compare pre- and postprogram outcomes. Such an approach is not valid, however, when the timing of program implementation or effect is unknown. To evaluate the Boston initiative, we adapt from the time series literature an unknown-breakpoint test to test for a change in regime. Tests for parameter instability provide a flexible framework for testing a range of hypotheses commonly posed in program evaluation. These tests both pinpoint the timing of maximal break and provide a valid test of statistical significance. We evaluate the results of the estimation using the asymptotic results in the literature and with our own Monte Carlo analyses. We conclude there was a statistically significant discontinuity in youth homicide incidents (on the order of 60%) shortly after the intervention was unveiled. Copyright (c) 2003 President and Fellows of Harvard College and the Massachusetts Institute of Technology.

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File URL: http://www.mitpressjournals.org/doi/pdfplus/10.1162/003465303322369713
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Publisher Info
Article provided by MIT Press in its journal Review of Economics and Statistics.

Volume (Year): 85 (2003)
Issue (Month): 3 (09)
Pages: 550-558
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Handle: RePEc:tpr:restat:v:85:y:2003:i:3:p:550-558

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Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
  1. Bai, Jushan, 1997. "Estimating Multiple Breaks One at a Time," Econometric Theory, Cambridge University Press, vol. 13(03), pages 315-352, June. [Downloadable!]
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  2. Banerjee, Anindya & Lumsdaine, Robin L & Stock, James H, 1992. "Recursive and Sequential Tests of the Unit-Root and Trend-Break Hypotheses: Theory and International Evidence," Journal of Business & Economic Statistics, American Statistical Association, vol. 10(3), pages 271-87, July.
  3. Quintos, Carmela E, 1995. "Sustainability of the Deficit Process with Structural Shifts," Journal of Business & Economic Statistics, American Statistical Association, vol. 13(4), pages 409-17, October.
  4. Donald W.K. Andrews & Werner Ploberger, 1992. "Optimal Tests When a Nuisance Parameter Is Present Only Under the Alternative," Cowles Foundation Discussion Papers 1015, Cowles Foundation, Yale University. [Downloadable!]
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  5. Jushan Bai & Pierre Perron, 1998. "Estimating and Testing Linear Models with Multiple Structural Changes," Econometrica, Econometric Society, vol. 66(1), pages 47-78, January.
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  6. Cooper, Suzanne J, 1998. "Multiple Regimes in U.S. Output Fluctuations," Journal of Business & Economic Statistics, American Statistical Association, vol. 16(1), pages 92-100, January.
  7. Steven D. Levitt & Sudhir Alladi Venkatesh, 2000. "An Economic Analysis Of A Drug-Selling Gang'S Finances," The Quarterly Journal of Economics, MIT Press, vol. 115(3), pages 755-789, August. [Downloadable!] (restricted)
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  8. Hamilton, James D, 1989. "A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle," Econometrica, Econometric Society, vol. 57(2), pages 357-84, March. [Downloadable!] (restricted)
  9. Potter, Simon M, 1995. "A Nonlinear Approach to US GNP," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 10(2), pages 109-25, April-Jun. [Downloadable!] (restricted)
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  10. Budd, J.W. & Nho, Y., 1995. "Testing for a Structurak Change in U.S. Wage Determination," Papers 95-03, Minnesota - Industrial Relations Center.
  11. Andrews, Donald W K, 1993. "Tests for Parameter Instability and Structural Change with Unknown Change Point," Econometrica, Econometric Society, vol. 61(4), pages 821-56, July. [Downloadable!] (restricted)
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  1. Galasso, Emanuela & Yau, Jeffrey, 2006. "Learning through monitoring : lessons from a large-scale nutrition program in Madagascar," Policy Research Working Paper Series 4058, The World Bank. [Downloadable!]
  2. Katharine Anderson & Lisa Barrow & Kristin Butcher, 2003. "Women and the Phillips curve: do women’s and men’s labor market outcomes differentially affect real wage growth and inflation?," Working Paper Series WP-03-22, Federal Reserve Bank of Chicago. [Downloadable!]
  3. Brendan O'Flaherty & Rajiv Sethi, 2007. "Peaceable kingdoms and war zones: Pre-emption, ballistics and murder in Newark," Discussion Papers 0708-02, Columbia University, Department of Economics. [Downloadable!]
  4. Jens Ludwig & Douglas L. Miller, 2005. "Does Head Start Improve Children's Life Chances? Evidence from a Regression Discontinuity Design," NBER Working Papers 11702, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  5. Enrica De Cian & Elisa Lanzi & Roberto Roson, 2007. "The Impact of Temperature Change on Energy Demand: A Dynamic Panel Analysis," Working Papers 2007.46, Fondazione Eni Enrico Mattei. [Downloadable!]
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  6. Wang-Sheng Lee & Sandy Suardi, 2008. "Minimum Wages and Employment: Reconsidering the Use of a Time-Series Approach as an Evaluation Tool," Melbourne Institute Working Paper Series wp2008n20, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne. [Downloadable!]
  7. Ravallion, Martin, 2005. "Evaluating anti-poverty programs," Policy Research Working Paper Series 3625, The World Bank. [Downloadable!]
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  8. Skedinger, Per & Lundin, Martin, 2000. "Decentralisation of Active Labour Market Policy: The Case of Swedish Local Employment Service Committees," Working Paper Series 537, Research Institute of Industrial Economics. [Downloadable!]
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  9. Waheed, Muhammad & Alam, Tasneem & Ghauri, Saghir Pervaiz, 2006. "Structural breaks and unit root: evidence from Pakistani macroeconomic time series," MPRA Paper 1797, University Library of Munich, Germany. [Downloadable!]
  10. Wang-Sheng Lee & Sandy Suardi, 2008. "The Australian Firearms Buyback and Its Effect on Gun Deaths," Melbourne Institute Working Paper Series wp2008n17, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne. [Downloadable!]
  11. Philip J. Cook, 2005. "Underground Gun Markets," Working Papers id:245, esocialsciences.com. [Downloadable!]
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  12. Katharine Anderson & Lisa Barrow & Kristin Butcher, 2005. "Implications of Changes in Men’s and Women’s Labor Force Participation for Real Compensation Growth and Inflation," Topics in Economic Analysis & Policy, Berkeley Electronic Press, vol. 5(1), pages 1252-1252. [Downloadable!] (restricted)
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