{"id":{"repo_id":"uiuc","oai_identifier":"oai:www.ideals.illinois.edu:2142/88282"},"canonical_url":"https://search.dev.ndltd.org/etd/uiuc/oai:www.ideals.illinois.edu:2142/88282","repository":{"repo_id":"uiuc","name":"University of Illinois - Urbana-Champaign","base_url":"https://www.ideals.illinois.edu/oai-pmh"},"display":{"title":"Essays on applied econometrics","abstract":"This dissertation consists of three independent essays on applied econometrics. The first chapter extends the model averaging estimator (Hansen, 2007) to the time series scenario. To this end, I propose a Mallows model averaging autocorrelation corrected (MAC) estimator, in which the tapered estimator (McMurry and Politis, 2010) is employed as the working covariance matrix. The optimality of the proposed criterion for MAC is proved under mild regularity conditions. Furthermore, the estimator works for a general family of covariance matrix estimators. Monte Carlo simulations demonstrate the effectiveness of MAC in comparison with the existing counterparts. A significantly improved paper based on this chapter (Cheng, Ing, Yu, 2015) has been accepted for publication, where model averaging weights residing in a discrete set are extended to continuous ones. Additionally, the published paper proposes the use of a modified Cholesky decomposition method, instead of the tapered estimator, for the inverse autocovariance matrix. The second chapter examines the causality between the odds of winning an election and vote-buying. In Taiwan in 2010, eight cities and counties accounting for 60% of the entire population were merged and upgraded to five special municipalities. Along with the merger event, the number of district seats was changed, exogenously shifting the winning chances of candidates in the 2010 municipal elections. This policy intervention allows us to investigate whether a candidate is incentivized to buy votes when winning odds deteriorate. For every additional seat cut in a district, the difference-in-differences estimate suggests that approximately 4% additional incumbents seeking reelection decided to buy votes. The third chapter estimates determinants of adolescent romantic matching using a maximum score estimator. Sorting patterns are suggested from the results. Findings are consistent with the literature, but more detailed results are revealed. In line with the literature, I find evidence of positive assortative matching along physical traits and grade. In addition, race is suggested to be the most important determinant of match value in the context of teen romantic relationships. Finally, adolescent matching seems pleasure-driven, in that past sexual experience plays an active role.","abstract_html":"This dissertation consists of three independent essays on applied econometrics. The first chapter extends the model averaging estimator (Hansen, 2007) to the time series scenario. To this end, I propose a Mallows model averaging autocorrelation corrected (MAC) estimator, in which the tapered estimator (McMurry and Politis, 2010) is employed as the working covariance matrix. The optimality of the proposed criterion for MAC is proved under mild regularity conditions. Furthermore, the estimator works for a general family of covariance matrix estimators. Monte Carlo simulations demonstrate the effectiveness of MAC in comparison with the existing counterparts. A significantly improved paper based on this chapter (Cheng, Ing, Yu, 2015) has been accepted for publication, where model averaging weights residing in a discrete set are extended to continuous ones. Additionally, the published paper proposes the use of a modified Cholesky decomposition method, instead of the tapered estimator, for the inverse autocovariance matrix. The second chapter examines the causality between the odds of winning an election and vote-buying. In Taiwan in 2010, eight cities and counties accounting for 60% of the entire population were merged and upgraded to five special municipalities. Along with the merger event, the number of district seats was changed, exogenously shifting the winning chances of candidates in the 2010 municipal elections. This policy intervention allows us to investigate whether a candidate is incentivized to buy votes when winning odds deteriorate. For every additional seat cut in a district, the difference-in-differences estimate suggests that approximately 4% additional incumbents seeking reelection decided to buy votes. The third chapter estimates determinants of adolescent romantic matching using a maximum score estimator. Sorting patterns are suggested from the results. Findings are consistent with the literature, but more detailed results are revealed. In line with the literature, I find evidence of positive assortative matching along physical traits and grade. In addition, race is suggested to be the most important determinant of match value in the context of teen romantic relationships. Finally, adolescent matching seems pleasure-driven, in that past sexual experience plays an active role.","abstract_has_math":false,"creators":["Cheng, Tzu-Chang"],"institution":"University of Illinois at Urbana-Champaign","degree_name":"Ph.D.","degree_level":"Dissertation","degree_discipline":"Economics","degree_department":null,"school":null,"contributors":["Powers, Elizabeth T.","Giertz, J.F.","Koenker, Roger W.","Perry, Martin K."],"advisors":[],"committee_chairs":[],"committee_members":[],"year":2015,"date_issued":"2015-09-29T21:03:16Z","date_published":"2015-09-29T21:03:16Z","updated_at":"2026-07-22T22:26:31Z","subjects":["Applied Econometrics"],"languages":["en"],"rights":["Copyright 2015 Tzu-Chang Forrest Cheng"],"rights_urls":[],"identifier_entries":[]},"links":{"outbound_url":"http://hdl.handle.net/2142/88282","outbound_label":"Handle","outbound_source":"dc:identifier"},"metadata_groups":[{"id":"people","label":"People","entries":[{"key":"dc:contributor","label":"Contributor","values":["Powers, Elizabeth T.","Giertz, J.F.","Koenker, Roger W.","Perry, Martin K."]},{"key":"dc:creator","label":"Author","values":["Cheng, Tzu-Chang"]}]},{"id":"academic_context","label":"Academic Context","entries":[{"key":"dc:date","label":"Dc Date","values":["2015-09-29T21:03:16Z","2017-09-30T09:15:21Z","2015-08","2015-07-16","2015-8"]},{"key":"dc:type","label":"Dc Type","values":["text"]},{"key":"thesis:degree_discipline","label":"Discipline","values":["Economics"]},{"key":"thesis:degree_level","label":"Degree Level","values":["Dissertation"]},{"key":"thesis:degree_name","label":"Degree Name","values":["Ph.D."]},{"key":"thesis:institution_name","label":"Thesis Institution Name","values":["University of Illinois at Urbana-Champaign"]}]},{"id":"subjects_keywords","label":"Subjects and Keywords","entries":[{"key":"dc:subject","label":"Dc Subject","values":["Applied Econometrics"]}]},{"id":"language_rights","label":"Language and Rights","entries":[{"key":"dc:language","label":"Dc Language","values":["en"]},{"key":"dc:rights","label":"Dc Rights","values":["Copyright 2015 Tzu-Chang Forrest Cheng"]}]},{"id":"identifiers","label":"Identifiers","entries":[{"key":"dc:identifier","label":"Identifier","values":["http://hdl.handle.net/2142/88282"]}]},{"id":"additional","label":"Additional Metadata","entries":[{"key":"dc:description","label":"Description","values":["This dissertation consists of three independent essays on applied econometrics. The first chapter extends the model averaging estimator (Hansen, 2007) to the time series scenario. To this end, I propose a Mallows model averaging autocorrelation corrected (MAC) estimator, in which the tapered estimator (McMurry and Politis, 2010) is employed as the working covariance matrix. The optimality of the proposed criterion for MAC is proved under mild regularity conditions. Furthermore, the estimator works for a general family of covariance matrix estimators. Monte Carlo simulations demonstrate the effectiveness of MAC in comparison with the existing counterparts. A significantly improved paper based on this chapter (Cheng, Ing, Yu, 2015) has been accepted for publication, where model averaging weights residing in a discrete set are extended to continuous ones. Additionally, the published paper proposes the use of a modified Cholesky decomposition method, instead of the tapered estimator, for the inverse autocovariance matrix. The second chapter examines the causality between the odds of winning an election and vote-buying. In Taiwan in 2010, eight cities and counties accounting for 60% of the entire population were merged and upgraded to five special municipalities. Along with the merger event, the number of district seats was changed, exogenously shifting the winning chances of candidates in the 2010 municipal elections. This policy intervention allows us to investigate whether a candidate is incentivized to buy votes when winning odds deteriorate. For every additional seat cut in a district, the difference-in-differences estimate suggests that approximately 4% additional incumbents seeking reelection decided to buy votes. The third chapter estimates determinants of adolescent romantic matching using a maximum score estimator. Sorting patterns are suggested from the results. Findings are consistent with the literature, but more detailed results are revealed. In line with the literature, I find evidence of positive assortative matching along physical traits and grade. In addition, race is suggested to be the most important determinant of match value in the context of teen romantic relationships. Finally, adolescent matching seems pleasure-driven, in that past sexual experience plays an active role.","Submission published under a 24 month embargo labeled 'Closed Access', the embargo will last until 2017-08-01","The student, Tzu-Chang Cheng, accepted the attached license on 2015-07-13 at 14:16.","The student, Tzu-Chang Cheng, submitted this Dissertation for approval on 2015-07-13 at 14:17.","This Dissertation was approved for publication on 2015-07-16 at 14:40.","DSpace SAF Submission Ingestion Package generated from Vireo submission #8429 on 2015-09-29 at 15:06:08","Made available in DSpace on 2015-09-29T21:03:16Z (GMT). No. of bitstreams: 2 CHENG-DISSERTATION-2015.pdf: 1251445 bytes, checksum: 5c65d91d481805b714511c101f4a0e0e (MD5) LICENSE.txt: 4212 bytes, checksum: f6c15db433fce15ef17fd72e8404834b (MD5) Previous issue date: 2015-07-16","Embargo set by: Seth Robbins for item 89562 Lift date: 2017-09-29T21:03:28Z Reason: Author requested closed access (OA after 2yrs) in Vireo ETD system","Embargo set by: Seth Robbins for item 89562 Lift date: 2017-09-29T21:08:35Z Reason: Author requested closed access (OA after 2yrs) in Vireo ETD system","Limited Restriction Lifted for Item 89562 on 2017-09-30T09:15:21Z."]},{"key":"dc:format","label":"Dc Format","values":["application/pdf"]},{"key":"dc:title","label":"Title","values":["Essays on applied econometrics"]}]}],"canonical_facts":{"dc:contributor":["Powers, Elizabeth T.","Giertz, J.F.","Koenker, Roger W.","Perry, Martin K."],"dc:creator":["Cheng, Tzu-Chang"],"dc:date":["2015-09-29T21:03:16Z","2017-09-30T09:15:21Z","2015-08","2015-07-16","2015-8"],"dc:description":["This dissertation consists of three independent essays on applied econometrics. The first chapter extends the model averaging estimator (Hansen, 2007) to the time series scenario. To this end, I propose a Mallows model averaging autocorrelation corrected (MAC) estimator, in which the tapered estimator (McMurry and Politis, 2010) is employed as the working covariance matrix. The optimality of the proposed criterion for MAC is proved under mild regularity conditions. Furthermore, the estimator works for a general family of covariance matrix estimators. Monte Carlo simulations demonstrate the effectiveness of MAC in comparison with the existing counterparts. A significantly improved paper based on this chapter (Cheng, Ing, Yu, 2015) has been accepted for publication, where model averaging weights residing in a discrete set are extended to continuous ones. Additionally, the published paper proposes the use of a modified Cholesky decomposition method, instead of the tapered estimator, for the inverse autocovariance matrix. The second chapter examines the causality between the odds of winning an election and vote-buying. In Taiwan in 2010, eight cities and counties accounting for 60% of the entire population were merged and upgraded to five special municipalities. Along with the merger event, the number of district seats was changed, exogenously shifting the winning chances of candidates in the 2010 municipal elections. This policy intervention allows us to investigate whether a candidate is incentivized to buy votes when winning odds deteriorate. For every additional seat cut in a district, the difference-in-differences estimate suggests that approximately 4% additional incumbents seeking reelection decided to buy votes. The third chapter estimates determinants of adolescent romantic matching using a maximum score estimator. Sorting patterns are suggested from the results. Findings are consistent with the literature, but more detailed results are revealed. In line with the literature, I find evidence of positive assortative matching along physical traits and grade. In addition, race is suggested to be the most important determinant of match value in the context of teen romantic relationships. Finally, adolescent matching seems pleasure-driven, in that past sexual experience plays an active role.","Submission published under a 24 month embargo labeled 'Closed Access', the embargo will last until 2017-08-01","The student, Tzu-Chang Cheng, accepted the attached license on 2015-07-13 at 14:16.","The student, Tzu-Chang Cheng, submitted this Dissertation for approval on 2015-07-13 at 14:17.","This Dissertation was approved for publication on 2015-07-16 at 14:40.","DSpace SAF Submission Ingestion Package generated from Vireo submission #8429 on 2015-09-29 at 15:06:08","Made available in DSpace on 2015-09-29T21:03:16Z (GMT). No. of bitstreams: 2 CHENG-DISSERTATION-2015.pdf: 1251445 bytes, checksum: 5c65d91d481805b714511c101f4a0e0e (MD5) LICENSE.txt: 4212 bytes, checksum: f6c15db433fce15ef17fd72e8404834b (MD5) Previous issue date: 2015-07-16","Embargo set by: Seth Robbins for item 89562 Lift date: 2017-09-29T21:03:28Z Reason: Author requested closed access (OA after 2yrs) in Vireo ETD system","Embargo set by: Seth Robbins for item 89562 Lift date: 2017-09-29T21:08:35Z Reason: Author requested closed access (OA after 2yrs) in Vireo ETD system","Limited Restriction Lifted for Item 89562 on 2017-09-30T09:15:21Z."],"dc:format":["application/pdf"],"dc:identifier":["http://hdl.handle.net/2142/88282"],"dc:language":["en"],"dc:rights":["Copyright 2015 Tzu-Chang Forrest Cheng"],"dc:subject":["Applied Econometrics"],"dc:title":["Essays on applied econometrics"],"dc:type":["text"],"thesis:degree_discipline":["Economics"],"thesis:degree_level":["Dissertation"],"thesis:degree_name":["Ph.D."],"thesis:institution_name":["University of Illinois at Urbana-Champaign"]},"updated_at":"2026-07-22T22:26:31Z"}