This jump is possible, but difficult to pull off. Drive the City Bus into McCormick Place and into the garage area. Drive up one of the ramps on the inside. If done correctly, you will be on the roof. This cheat works best with the dashboard or external view.
Type wvvww to remove the car, leaving only the shadow in the view.
Select the Panoz AIV Roadster, then press D followed by V during game play. Get one cope against the bridge and floor it and the cop will fall. It may take along time but it is worth it. Go as fast as you can up the highway. Just before you get to the turn offs, turn left slightly.