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    <title>EconStor Collection: IWQW Discussion Paper Series, FAU Erlangen-Nürnberg</title>
    <link>http://hdl.handle.net/10419/29544</link>
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      <title>Do immigrants follow their home country's fertility norms?</title>
      <link>http://hdl.handle.net/10419/73144</link>
      <description>Title: Do immigrants follow their home country's fertility norms?
&lt;br/&gt;
&lt;br/&gt;Authors: Cygan-Rehm, Kamila
&lt;br/&gt;
&lt;br/&gt;Abstract: This paper focuses on the role of home country's birth rates in shaping immigrants' fertility. We use the German Socio-Economic Panel (SOEP) to study completed fertility of first generation immigrants who arrived from different countries and at different times. We find that women from countries where the aggregate birth rate is high tend to have significantly more children than women from countries with low birth rates. This relationship is attenuated by selection operating towards destination country. In addition, the fertility rates of source countries explain a large proportion of fertility differentials between immigrants and German natives. The results suggest that home country's culture affects immigrants' long-run outcomes and therefore favor the socialization hypothesis.</description>
      <pubDate>Mon, 29 Oct 2012 22:58:59 GMT</pubDate>
    </item>
    <item>
      <title>Quasi-maximum likelihood estimation in generalized polynomial autoregressive conditional heteroscedasticity models</title>
      <link>http://hdl.handle.net/10419/73143</link>
      <description>Title: Quasi-maximum likelihood estimation in generalized polynomial autoregressive conditional heteroscedasticity models
&lt;br/&gt;
&lt;br/&gt;Authors: Tinkl, Fabian
&lt;br/&gt;
&lt;br/&gt;Abstract: In this article, consistency and asymptotic normality of the quasi-maximum likelihood estimator (QMLE) in the class of polynomial augmented generalized autoregressive conditional heteroscedasticity models (GARCH) is proven. The result extends the results of the standard GARCH model to the class of polynomial augmented GARCH models which contains many commonly employed GARCH models as special cases. The results are obtained under mild conditions.</description>
      <pubDate>Mon, 29 Oct 2012 22:58:59 GMT</pubDate>
    </item>
    <item>
      <title>Do immigrants follow their home country's fertility norms?</title>
      <link>http://hdl.handle.net/10419/73144</link>
      <description>Title: Do immigrants follow their home country's fertility norms?
&lt;br/&gt;
&lt;br/&gt;Authors: Cygan-Rehm, Kamila
&lt;br/&gt;
&lt;br/&gt;Abstract: This paper focuses on the role of home country's birth rates in shaping immigrants' fertility. We use the German Socio-Economic Panel (SOEP) to study completed fertility of first generation immigrants who arrived from different countries and at different times. We find that women from countries where the aggregate birth rate is high tend to have significantly more children than women from countries with low birth rates. This relationship is attenuated by selection operating towards destination country. In addition, the fertility rates of source countries explain a large proportion of fertility differentials between immigrants and German natives. The results suggest that home country's culture affects immigrants' long-run outcomes and therefore favor the socialization hypothesis.</description>
      <pubDate>Mon, 29 Oct 2012 22:58:59 GMT</pubDate>
    </item>
    <item>
      <title>Quasi-maximum likelihood estimation in generalized polynomial autoregressive conditional heteroscedasticity models</title>
      <link>http://hdl.handle.net/10419/73143</link>
      <description>Title: Quasi-maximum likelihood estimation in generalized polynomial autoregressive conditional heteroscedasticity models
&lt;br/&gt;
&lt;br/&gt;Authors: Tinkl, Fabian
&lt;br/&gt;
&lt;br/&gt;Abstract: In this article, consistency and asymptotic normality of the quasi-maximum likelihood estimator (QMLE) in the class of polynomial augmented generalized autoregressive conditional heteroscedasticity models (GARCH) is proven. The result extends the results of the standard GARCH model to the class of polynomial augmented GARCH models which contains many commonly employed GARCH models as special cases. The results are obtained under mild conditions.</description>
      <pubDate>Mon, 29 Oct 2012 22:58:59 GMT</pubDate>
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