@article{econhot_econhot-cited-5c5a4a9ef3a8a5f5,
  title = {Long memory and regime switching},
  author = {Francis X. Diebold and Atsushi Inoue},
  journal = {Journal of Econometrics},
  year = {2001},
  volume = {105},
  number = {1},
  pages = {131-159},
  doi = {10.1016/s0304-4076(01)00073-2},
  url = {https://doi.org/10.1016/s0304-4076(01)00073-2}
}