More than 300 students, many wearing masks, descended on the Guerrero government headquarters in Chilpancingo, threw rocks at its windows and burned around 10 vehicles, including trucks and a federal police vehicle.
"We are asking the same thing as usual. We want to see our comrades alive," a masked student told AFP.
The case has repulsed Mexico since gang-linked police attacked busloads of students in the Guerrero city of Iguala on September 26, in a night of violence that left six people dead and the 43 missing.
Attorney General Jesus Murillo Karam said Friday that three Guerreros Unidos gang members confessed to receiving the students from the police, killing them and incinerating their bodies.
But parents of the missing and fellow students at their teacher-training college near Chilpancingo refuse to believe the authorities until they get DNA results from independent Argentine forensic experts.
Protesters try to break into mexico's national palace
A small group of protesters tried to break into Mexico City's National Palace late Saturday during a demonstration over the apparent massacre of 43 students that has angered the nation.
The protesters slammed metal barricades against the door and briefly set it on fire but could not get into the palace, which is mostly used by President Enrique Pena Nieto for ceremonies.
