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.

Irregularly spaced time series, Economic history, First order autoregression, Persistence
Time-Series Models; Dynamic Quantile Regressions (jel C32), Development of the Discipline: Historiographical; Sources and Methods (jel N01)
hdl.handle.net/1765/124396
Department of Econometrics

Franses, Ph.H.B.F. (2019). Estimating persistence for irregularly spaced data. Retrieved from http://hdl.handle.net/1765/124396