THE EFFECTS OF SYSTEMATIC SAMPLING AND TEMPORAL AGGREGATION ON DISCRETE TIME LONG MEMORY PROCESSES AND THEIR FINITE SAMPLE PROPERTIES

By Soosung Hwang. Econometric Theory, 2000

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Bilateral trade and shocks in political relations: Evidence from China and some of its major trading partners, 1990–2013 (2017, background): “For more details on this dataset see Ahn, Khandelwal, and Wei (2011), Manova and Zhang (2012), as well as Lin, Hu, and Fuchs (2016). 53 Although the dataset includes imports from over 170 partner countries, we focus on imports from the countries analyzed in our VAR and gravity equations in order to ”
Long memory of rivers from spatial aggregation (2007, unknown): “…d estimation uncertainties [Hurst, 1951; Montanari et al., 1997; Koutsoyiannis, 2005a]; the series should be without temporal gaps, which could bias the d estimation [Hwang, 2000]; and the gauge stations along a river should not be too few and cover a large A range to capture the d(A) increase.”