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The Score of Condionally Heteroskedastic Dynamic Regression Models with Student T Innovations, and an LM Test for Multivariate Normality.
Fiorentini, G., (2000)
Alternative covariance estimators of the standard Tobit model
Calzolari, G., (1993)
Indirect inference and variance reduction using control variates
Calzolari, G., (2001)