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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)
A Tobit Model with GARCH Errors
Calzolari, G., (1998)
Alternative covariance estimators of the standard Tobit model
Calzolari, G., (1993)