Estimating persistence for irregularly spaced data

Franses, Philip Hans

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.

Additional Metadata
Keywords	Irregularly spaced time series, Economic history, First order autoregression, Persistence
JEL	Time-Series Models; Dynamic Quantile Regressions (jel C32), Development of the Discipline: Historiographical; Sources and Methods (jel N01)
Persistent URL	hdl.handle.net/1765/124396
Organisation	Department of Econometrics
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Franses, P. H. (2019). Estimating persistence for irregularly spaced data. Retrieved from http://hdl.handle.net/1765/124396

Estimating persistence for irregularly spaced data

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Estimating persistence for irregularly spaced data

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