Characterizing and Assessing Temporal Heterogeneity: Introducing a Change Point Framework, with Applications on the Study of Democratization

39 Pages Posted: 11 Dec 2019

See all articles by Gudmund Horn Hermansen

Gudmund Horn Hermansen

University of Oslo

Carl Henrik Knutsen

University of Oslo - Department of Political Science

Håvard Mokleiv Nygård

International Peace Research Institute, Oslo (PRIO)

Date Written: November 28, 2019

Abstract

Various theories in political science point to temporal heterogeneity in relationships of interest. Yet, empirical research typically ignores such heterogeneity or employs fairly crude measures to evaluate it. Advances in models for change point detection offer opportunities to study temporal heterogeneity more carefully. We customize a recent such method for political science purposes, for instance so that it accommodates panel data, and provide an accompanying R-package. We evaluate the methodology, and how it behaves when different assumptions about the number and abrupt nature of change points are violated, by using simulated data. Importantly, the methodology allows us to evaluate changes to different quantities of interest. It also allows us to provide comprehensive and nuanced estimates concerning uncertainty in the timing and size of changes. We illustrate the utility of the change point methodology on two types of regression models (Probit and OLS) in two empirical applications. We first reinvestigate the proposition by Albertus (2017) that labor-dependent agriculture had a more pronounced negative effect on democratic outcomes before the `third wave of democratization'. Next, we utilize data extending from the French revolution to the present, from V-Dem, to examine the time-variant nature of the income-democracy relationship.

Suggested Citation

Hermansen, Gudmund Horn and Knutsen, Carl Henrik and Nygård, Håvard Mokleiv, Characterizing and Assessing Temporal Heterogeneity: Introducing a Change Point Framework, with Applications on the Study of Democratization (November 28, 2019). V-Dem Working Paper 93 (2019). Available at SSRN: https://ssrn.com/abstract=3501514 or http://dx.doi.org/10.2139/ssrn.3501514

Gudmund Horn Hermansen (Contact Author)

University of Oslo ( email )

PO Box 6706 St Olavs plass
Oslo, N-0317
Norway

Carl Henrik Knutsen

University of Oslo - Department of Political Science ( email )

Moltke Moesvei 31
Olso, 0851
Norway

Håvard Mokleiv Nygård

International Peace Research Institute, Oslo (PRIO) ( email )

Oslo
N-0260 Oslo
Norway

Here is the Coronavirus
related research on SSRN

Paper statistics

Downloads
10
Abstract Views
48
PlumX Metrics