@article{JMLR:v18:17-055,
  author  = {Jiahe Lin and George Michailidis},
  title   = {Regularized Estimation and Testing for High-Dimensional Multi-Block Vector-Autoregressive Models},
  journal = {Journal of Machine Learning Research},
  year    = {2017},
  volume  = {18},
  number  = {117},
  pages   = {1--49},
  url     = {http://jmlr.org/papers/v18/17-055.html}
}