Estimating persistence for irregularly spaced historical data

Philip Hans Franses

Quality & Quantity: International Journal of Methodology, 2021, vol. 55, issue 6, No 12, 2177-2187

Abstract: Abstract This paper introduces to the literature on Economic History a measure of persistence which is particularly useful when the data are irregularly spaced. An illustration to ten historical unevenly spaced data series for Holland of 1738 to 1779 shows the merits of the methodology. It is found that the weight of slave-based contribution in that period has grown with a deterministic trend pattern.

Keywords: Irregularly spaced time series; Economic history; Slave trade; First order autoregression; Persistence; C32; N01 (search for similar items in EconPapers)
Date: 2021
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Working Paper: Estimating persistence for irregularly spaced historical data (2019)
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DOI: 10.1007/s11135-021-01099-6

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