Estimating persistence for irregularly spaced historical data

Philip Hans Franses*

*Corresponding author for this work

Research output: Contribution to journalArticleAcademicpeer-review

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.

Original languageEnglish
Pages (from-to)2177-2187
Number of pages11
JournalQuality and Quantity
Volume55
Issue number6
DOIs
Publication statusPublished - 17 Feb 2021

Bibliographical note

JEL Classification: C32, N01
Publisher Copyright:
© 2021, The Author(s).

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