2019-09-01
Estimating persistence for irregularly spaced historical data
Publication
Publication
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
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| hdl.handle.net/1765/124352 | |
| Econometric Institute Research Papers | |
| Organisation | Department of Econometrics |
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Franses, P. H. (2019, September). Estimating persistence for irregularly spaced historical data. Econometric Institute Research Papers. Retrieved from http://hdl.handle.net/1765/124352 |
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