International to Domestic Transit at Pudong Airport

I'm going to travel (from Hong Kong - considered international flight, I believe) to PVG then off to Harbin in late Feb. I only have around 2 hours to transfer to the flight. Am I required to pick up my luggage and go through immigration and then check back in for the flight to Harbin? I've read about it somewhere and I just thought it seems super stupid, if that is the case.