@data{sparse-cha/2021,
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://jda-test.zbw.eu/dataset/sparse-changepoint-var-models} 
}