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...

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...

Are juvenile offenders deterred by criminal sanctions? Existing research indicates that they are not, as offending decreases only marginally when individuals cross the age of criminal majority and begin to face harsher, adult-level sanctions. Dynamic models of criminal behavior predict, however,...

Many rights are conferred on Dutch youth at ages 16 and 18. Using national register data for all reported victimizations, we find sharp and discontinuous increases in victimization rates at these ages: about 13% for both genders at 16 and 9% (15%) for males (females) at 18. These results are...

Many rights are conferred on Dutch youth at ages 16 and 18. Using national register data for all reported victimizations, we find sharp and discontinuous increases in victimization rates at these ages: about 13% for both genders at 16 and 9% (15%) for males (females) at 18. These results are...

We develop methods to obtain optimal forecast under long memory in the presence of a discrete structural break based on different weighting schemes for the observations. We observe significant changes in the forecasts when long-range dependence is taken into account. Using Monte Carlo...

We study the empirical behaviour of semi-parametric log-periodogram estimation for long memory models when the true process exhibits a change in persistence. Simulation results confirm theoretical arguments which suggest that evidence for long memory is likely to be found. A recently proposed...

Trend extraction from time series is often performed by using the filter proposed by Leser (1961), also known as the Hodrick-Prescott filter. Practical problems arise, however, if the time series contains structural breaks (as produced by German unification for German time series, for instance),...