Estimation and inference in univariate and multivariate log-GARCH-X models when the conditional density is unknown. - Genaro Sucarrat; Steffen Grønneberg; Alvaro Escribano (Comput. Stat. Data Anal., 2016)

covsim: An R Package for Simulating Non-Normal Data for Structural Equation Models Using Copulas. - Steffen Grønneberg; Njål Foldnes; Katerina M. Marcoulides (J. Stat. Softw., 2022)