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Testing for Structural Breaks in the Evaluation of Programs

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Author Info
Anne Morrison Piehl
Suzanne J. Cooper
Anthony A. Braga
David M. Kennedy

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Abstract

A standard methodology in program evaluation is to use time series variation to compare pre- and post-program outcomes. However, when the timing of a break in a statistical relationship can be determined only by looking at the data, then the usual distribution of the test statistic which assumes exogenous timing of the break is no longer valid. Tests for parameter instability provide a flexible framework for testing a range of hypotheses commonly posed in program evaluation. These tests help pinpoint the timing of maximal break and provide a valid test of statistical significance. These tests are particularly useful when the start date of the intervention and any effect is unclear and possibly endogenous due to implementation lags. A test of parameter instability is applied to the evaluation of the Boston Gun Project, a comprehensive effort to reduce youth homicide in Boston in the mid 1990s. The dynamics of gang violence meant that no parts of the city could be used as reasonable comparison sites, and thus time series analysis is the only feasible means of evaluating the program impact. The statistical procedure identifies a statistically significant discontinuity in youth homicide incidents shortly after the intervention was unveiled. The intervention was associated with about a 60 percent decline in youth homicide.

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Paper provided by National Bureau of Economic Research, Inc in its series NBER Working Papers with number 7226.

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Date of creation: Jul 1999
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Handle: RePEc:nbr:nberwo:7226

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Find related papers by JEL classification:
C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions
K42 - Law and Economics - - Legal Procedure, the Legal System, and Illegal Behavior - - - Illegal Behavior and the Enforcement of Law

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References listed on IDEAS
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  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.
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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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(explanations, 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. 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. repec:bep:eaptop:v:5:y:2005:i:1:p:1252-1252 is not listed on IDEAS
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