We present the results of a simulation study into the properties of 12 different estimators of the Hurst parameter, H, or the fractional integration parameter, d, in long memory time series which are available in R packages. We compare and contrast their performance on simulated Fractional...

This paper examines the issue of coercive journal self-citations and the practical use¬fulness of two recent journal performance metrics, namely the Eigenfactor score, which may be interpreted as measuring “Journal Influence”, and the Article Influence score, using the Thomson Reuters ISI...

The paper discusses the construction of a new Consumer Price Index (CPI) for New Zealand, 1885-1913, based upon aggregation of data from the four largest provincial districts: Auckland, Canterbury, Otago and Wellington. Using these new provincial data, we explore the degree of market integration...

Over the last five years, China has significantly expanded its dairy cow numbers and increased its dairy processing capacity in an attempt to meet increased demand for dairy products. However, China's net import of dairy products has expanded at a growth rate in excess of 30% during the same...