Your niece's child is your grand-niece or grand-nephew, and they would be a cousin to your children.
Cousins
Your brother's children would be your nieces and nephews. Your nephew's children would be great-nieces and great-nephews.
Second cousins.
Your niece's children are your great nieces and great nephews.
Your great nieces or newfews
Nephews and/or Nieces
Nieces and nephews are the children of your siblings.
Your nephew's children are your great nephews and great nieces (or grand nephews and grand nieces).
You are Great Aunt to your niece's child. The child is your great niece or great nephew.
They are your nieces and nephews and not your cousins
Your daughters are great aunties if their nieces have kids. Your daughters kids are your grand children.
Nephews and nieces