David N. DeJong, Roman Liesenfeld, and Jean-Francois Richard, "Timing
Structural Change: A Conditional Probabilistic Approach", Journal of Applied
Econometrics, Vol. 21, No. 2, 2006, pp. 175-190.

The data file is in txt format.  It is in the form of a 222x3 matrix. The
first two columns contain the year and quarter, and the third contains
growth rates of real GDP.  Growth rates are computed as logged differences
in quarterly GDP measured in chain-weighted 1996 prices, annualized by
multiplying by 400, spanning 1947:II through 2002:III.

The data file, which is in DOS format, is zipped in the file dlr-data.zip.