Deletion diagnostics are introduced for the regression analysis of clustered binary outcomes estimated with alternating logistic regressions, an implementation of generalized estimating equations (GEE) that estimates regression coefficients in a marginal mean model and in a model for the...

Using a rich German panel data set, I estimate wage assimilation patterns for immigrants in Germany. This study contributes to the literature by performing separate estimations by skill groups and controlling for a wide range of socio-economic background variables. It aims to answer the question...

Generalized autoregressive conditional heteroscedasticity (GARCH) models are widely used in financial markets. Parameters of GARCH models are usually estimated by the quasi-maximum likelihood estimator (QMLE). In recent years, economic theory often implies equilibrium between the levels of time...

In this thesis, a new univariate-multivariate portmanteau test is derived. The proposed test statistic can be used for diagnostic checking ARMA, VAR, FGN, GARCH, and TAR time series models as well as for checking randomness of series and goodness-of- fit VAR models with stable Paretian errors....

Conceptually, adopting a life course approach when analysing residential mobility enables us to investigate how experiencing particular life events affects mobility decision-making and behaviour throughout individual lifetimes. Yet although a growing body of longitudinal research links mobility...

The majority of modelling studies on consequences of internal migration focus almost exclusively on the labour market outcomes and the material well-being of migrants. We investigate whether individuals who migrate within the UK become happier after the move than they were before it and whether...

This paper examines trends in the instability of personal incomes in Britain in terms of changes in the transitory variance and in volatility, measures that have received much recent attention in research about the USA. It is shown that, although US measures have trended upwards over the past...

This article compares fertility intentions and realization in France (2005-2008) and in Italy (2003-2007), two countries with contrasting fertility models, using comparable data from the longitudinal Generations and Gender Survey (GGS). Four main findings are presented. First, the strong...

The literature on father involvement suggests that the value men ascribe to the father role is important for understanding their involvement with their children, yet this theory has received only limited empirical attention. Using data from the Fragile Families and Child Wellbeing Study (N =...