@data{jae.2022327.0719921785,
author = {Dufays, Arnaud and Li, Zhuo and Rombouts, Jeroen V.K. and Song, Yong},
publisher = {ZBW - Leibniz Informationszentrum Wirtschaft},
title = {sparse-changepoint-var-models},
year = {2021},
version = {1},
url = {https://journaldata.zbw.eu/dataset/sparse-changepoint-var-models},
doi = "10.15456/jae.2022327.0719921785" 
}