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APPENDIX: THE MAXIMUM LIKELIHOOD ESTIMATION The first order conditions of the log likelihood for a fixed t

( ) [ ] ( )

Note that pr(i, b) is a quadratic function in bj which helps a lot in calculating the first order conditions.

The four equations (a1) can be solved iteratively using the Fisher Score approach

( )+1 =b( )H1

( )

b( ) L

( )

b( ),l=0,1,2,... One could use methods to derive values for these data borders, but we do not follow this path here.

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TABLE 1. MEAN ABSOLUTE PERCENTAGE SMOOTHING INDEX (MAPSI) FOR WESTERN GERMANY AND BOLZANO: 1990-1998.

Western Germany Bolzano

MAPSIa,b in % MAPSIa,b in %

Year Raw Data Fitted Data SQb Raw Data Fitted Data SQb 1990 3.26 1.37 0.58

1991 1.75 1.23 0.30

1992 1.56 1.27 0.19 17.34 1.87 0.89

1993 2.13 0.94 0.56 14.59 1.72 0.88

1994 1.94 1.05 0.46 14.02 1.28 0.91

1995 1.95 1.32 0.32 18.99 1.61 0.92

1996 1.98 1.05 0.47 14.57 1.38 0.91

1997 14.21 2.07 0.86

1998 17.62 2.03 0.88

Mean Value over observation period of six Years

2.09 1.18 0.43 15.87 1.71 0.89

a Calculated for the ages 15 to 43.

b See text for detailed information about the indexes.

FIGURE 1a. TOTAL FERTILITY RATE FOR WEST GERMANY; 1954 TO 1999

1 2 3

1954 1959 1964 1969 1974 1979 1984 1989 1994 1999

Total Fertility Rate

FIGURE 1b. MODE OF MOTHERS' AGE FOR WEST GERMANY; 1954 to 1999

20 22 24 26 28 30

1954 1959 1964 1969 1974 1979 1984 1989 1994 1999

Mothers' Age Mode

FIGURE 1c. YOUNG AGE AND OLD AGE FERTILITY INDEX FOR WEST GERMANY; 1954 TO 1999

0,00 0,05 0,10

1954 1959 1964 1969 1974 1979 1984 1989 1994 1999

Cumulative Fertility Rate for Women under Age 18 Cumulative Fertility Rate for Women over Age 39

195 5

1965 197

5 1985

1995 10 15 20 25 30 35 40 45

0 0,2

FIGURE 2. SMOOTH FERTILITY MOUNTAIN OVER WOMEN'S AGE AND TIME;

EXAMPLE BASED ON DATA FOR WEST GERMANY Probability of Childbearing

Observation year

Age of the Mother at Childbearing

FIGURE 3. FERTILITY FUNCTION OVER MOTHERS' AGE FOR WEST GERMANY AND BOLZANO; 1999

0,00 0,04 0,08 0,12

14 19 24 29 34 39 44

Age of the Mother at Childbearing

Relative Childbearing Frequencies

Bolzano West Germany

FIGURE 4a. TOTAL FERTILITY RATE FOR WEST GERMANY AND BOLZANO; 1990 TO 2001

0,8 1 1,2 1,4 1,6

1990 1991 1992 1993 1994 1995 1996 1997 1998 1999 2000 2001

Total Fertility Rate

West German Raw Data Bolzano Raw Data Bolzano Fitted Data

FIGURE 4b. MODE OVER MOTHERS' AGE FOR WEST GERMANY AND BOLZANO; 1990 TO 2001

26 28 30 32

1990 1991 1992 1993 1994 1995 1996 1997 1998 1999 2000 2001

Mothers' Age Mode at Childbearing

West German Raw Data Bolzano Raw Data Bolzano Fitted Data

FIGURE 4c. OLD AGE FERTILITY INDEX FOR WEST GERMANY AND BOLZANO; 1990 TO 2001

0 0,01 0,02 0,03 0,04 0,05

1990 1991 1992 1993 1994 1995 1996 1997 1998 1999 2000 2001

Cumulative Fertility Rate For Women over Age 39

West German Raw Data Bolzano Raw Data Bolzano Fitted Data

FIGURE 4d. YOUNG AGE FERTILITY INDEX FOR WEST GERMANY AND BOLZANO; 1990 TO 2001

0 0,01 0,02 0,03 0,04 0,05

1990 1991 1992 1993 1994 1995 1996 1997 1998 1999 2000 2001

Cumulative Fertility Rate for Women under Age 18

West German Raw Data Bolzano Raw Data Bolzano Fitted Data

1990 1993 199

6 1999

14 19 24 29 34 39

0

FIGURE 5a. FERTILITY MOUNTAIN OVER WOMEN'S AGE AND TIME FOR WEST GERMANY; 1990 TO 1999.

Probability of Childbearing

Observation Year

Age of the Mother at Childbearing

1990 1993

199 6

1999 14 19 24 29 34 39

0

FIGURE 5b. FERTILITY MOUNTAIN OVER WOMEN'S AGE AND TIME FOR BOLZANO; 1990 TO 2001.

Probability of Childbearing

Observation Year

Age of the Mother at Childbearing

FIGURE 6. GOODNESS OF FIT MEASURES FOR WEST GERMANY AND BOLZANO; 1988 TO 1999.

-5%

0%

5%

10%

15%

20%

1988 1989 1990 1991 1992 1993 1994 1995 1996 1997 1998 1999 Mean Absolute/Algebraic Percentage Error over Age Specific Fertility Rate

MAPE West Germany MALPE West Germany MAPE Bolzano MALPE Bolzano

1990 1993

1996 14

19 24 29 34 39

0

FIGURE 7a. SMOOTHED FERTILITY MOUNTAIN OVER WOMEN'S AGE AND TIME FOR WEST GERMANY; 1990 TO 1997.

Probability of Childbearing

Observation Year

Age of the Mother at Childbearing

1991 1994

199

7 14 19 24 29 34 39

0

FIGURE 7b. SMOOTHED FERTILITY MOUNTAIN OVER WOMEN'S AGE AND TIME FOR BOLZANO; 1991 TO 1999.

Probability of Childbearing

Observation Year

Age of the Mother at Childbearing