Template-Type: ReDIF-Paper 1.0
Author-Name: Franses, Ph.H.B.F.
Author-Name-Last: Franses
Author-Name-First: Philip Hans
Author-Person: pfr226
Title: Estimating persistence for irregularly spaced historical data
Abstract: This paper introduces to the literature on Economic History a measure of persistence which is
 particularly useful if the data are irregularly spaced. An illustration to 10 historical unevenly
 spaced data series for Holland of 1738 to 1779 showed the merits of the methodology
Length: 17
Creation-Date: 2019-09-01
File-URL: https://repub.eur.nl/pub/124352/EI2020-03.pdf
File-Format: application/pdf
Series: RePEc:ems:eureir
Number: EI2020-03
Classification-JEL: C32, N01
Keywords: Irregularly spaced time series, Economic history, First order autoregression, Persistence
Handle: RePEc:ems:eureir:124352