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American Statistical Association Journal of Business & Economic Statistics Contact information of
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1991, Volume 9, Issue 4
409-22 Variance Estimation for Price Indexes from a Two-Stage Sample with Rotating Panels by Valliant, Richard
423-29 Comparative Performance of Two Multinomial-Based Methods for Obtaining Lower Bounds on the Total Overstatement Error in Accounting Populations by Matsumura, Ella Mae, et al
431-39 Measurement Errors and Tests for Rationality by Jeong, Jinook & Maddala, G S
441-53 Estimating the Speed of Adjustment in Partial Adjustment Models by Hall, Alastair & Rossana, Robert J
455-61 Nonlinear Monetary Dynamics by DeCoster, Gregory P & Mitchell, Douglas W
463-67 A Lower Bound for the Power of Nonparametric Tests by Aizcorbe, Ana M
469-74 Estimation of Fuel Coefficients of Cement Production: A Fixed-Effects Approach to Nonlinear Regression by Das, Sanghamitra
1991, Volume 9, Issue 3 241-52 Efficacy of Statistical Outlier Analysis for Monitoring Quality of Care by Gillis, Kurt D & Hixson, Jesse S
253-65 Intertemporal Properties of Real Output: A Bayesian Analysis by Koop, Gary
267-77 Prediction Techniques for Box-Cox Regression Models by Collins, Sean
279-86 A Generalized Production Frontier Approach for Estimating Determinants of Inefficiency in U.S. Dairy Farms by Kumbhakar, Subal C & Ghosh, Soumendra & McGuckin, J Thomas
287-95 Testing Long-Run Properties of Stationary Time Series by Gregory, Allan W & Sampson, Michael J
297-303 Calibration as Testing: Inference in Simulated Macroeconomic Models by Gregory, Allan W & Smith, Gregor W
305-16 Analysis and Development of Leading Indicators Using a Bayesian Turning-Points Approach by LeSage, James P
317-23 Over-Identification Tests in Earnings Functions with Fixed Effects by Angrist, Joshua D & Newey, Whitney K
325-28 Reinterpreting a Temporally Aggregated Consumption CAP Model by Ermini, Luigi
329-35 Testing Moving Average against Autoregressive Disturbances in the Linear-Regression Model by Silvapulle, Paramsothy & King, Maxwell L
337-40 Testing the Rational-Expectations Hypothesis: Further Evidence by Bohara, Alok K
341-42 A Note on Reverse Regression, Collinearity, and Employment Discrimination by Iwata, Shigeru
1991, Volume 9, Issue 2 125-48 A Bayesian View of Nominal Money and Real Output through a New Classical Macroeconomic Window by Poirier, Dale J
149-50 A Bayesian View of Nominal Money and Real Output through a New Clasical Macroeconomic Window: Comment by Hill, Bruce M
150-52 A Bayesian View of Nominal Money and Real Output through a New Clasical Macroeconomic Window: Comment by Hong, Chansik
152-59 A Bayesian View of Nominal Money and Real Output through a New Clasical Macroeconomic Window: Cross-Country Tests of the Lucas Proposition Revisited: Comment by Kormendi, Roger C & Meguire, Philip
159-61 A Bayesian View of Nominal Money and Real Output through a New Clasical Macroeconomic Window: Is My Window Broken? Reply by Poirier, Dale J
163-75 Estimation and Seasonal Adjustment of Population Means Using Data from Repeated Surveys by Pfeffermann, Danny
176-77 Estimation and Seasonal Adjustment of Population Means Using Data from Repeated Surveys: Comment by Bell, William R
177 Estimation and Seasonal Adjustment of Population Means Using Data from Repeated Surveys: Reply by Pfeffermann, Danny
179-87 Some Monte Carlo Evidence on the Relative Efficiency of Parametric and Semiparametric EGLS Estimators by Rilstone, Paul
189-96 An Application of Bootstrapping for Determining a Decision Rule for Site Location by Biemer, Paul P & Kimes, Sheryl E
197-205 Can We Improve upon Preliminary Estimates of Payroll Employment Growth? by Neumark, David & Wascher, William L
207-13 The Sensitivity of Productivity Growth Measures to Alternative Structural and Behavioral Assumptions: An Application to Electric Utilities, 1951-1984 by Callan, Scott J
215-22 Tests for Detecting Overdispersion in the Positive Poisson Regression Model by Gurmu, Shiferaw
223-33 A Data-Analytic Look at Skewness and Elongation in Common-Stock-Return Distributions by Badrinath, S G & Chatterjee, Sangit
235-39 Calculating Jackknife Variance Estimators for Parameters of the Gini Method by Yitzhaki, Shlomo
1991, Volume 9, Issue 1 1-14 There Is No Aggregate Bias: Why Macro Logit Models Work by Allenby, Greg M & Rossi, Peter E
15-25 The Neutrality Properties of Competing Relative Price Models: Tests Using Linear Feedback by McGarvey, Mary G
27-39 A Quasi-Bayesian Approach to Estimating Parameters for Mixtures of Normal Distributions by Hamilton, James D
41-49 A Monte Carlo Analysis of Alternative Estimators in Models Involving Selectivity by Hartman, Raymond S
51-61 Two-Step and Related Estimators in Contemporary Rational-Expectations Models: An Analysis of Small-Sample Properties by Hoffman, Dennis L
63-71 Asymptotic Distributions of Unit-Root Tests When the Process Is Nearly Stationary by Pantula, Sastry G
73-84 Some New Estimators for Small-Area Means with Application to the Assessment of Farmland Values by Pfeffermann, Danny & Barnard, Charles H
85-90 A Functional-Form-Free Test of the Research and Development/Firm Size Relationship by Holmes, James M & Hutton, Patricia A & Weber, Edward
91-96 Selecting Regressors for Prediction Using PRESS and White t Statistics by Magee, Lonnie & Veall, Michael R
97-101 Cointegration and Government Borrowing Constraints: Evidence for the United States by Haug, Alfred A
103-10 Hierarchical Models for Cross-Classified Overdispersed Multinomial Data by Wilson, Jeffrey R & Koehler, Kenneth J
111-17 Testing for Preference Change in Consumer Demand: An Indirectly Separable, Semiparametric Model by Moschini, Giancarlo
119-23 A Note on Capacity Utilization and Measurement of Scale Economies by Oum, Tae Hoon & Tretheway, Michael W & Zhang, Yimin
1990, Volume 8, Issue 4 373-83 Testing the Validity of Aggregates by Aizcorbe, Ana M
385-94 Seasonal Adjustment Using Structural Time Series Models: An Application and Comparison with the Census X-11 Method by den Butter, F A G & Mourik, T J
395-403 A Method of Exploring the Mechanism of Inflationary Expectations Based on Qualitative Survey Data by Kanoh, Satoru & Li, Zhi Dong
405-15 Predictive Accuracy Gain from Disaggregate Sampling in ARIMA Models by Nijman, Theo E & Palm, Franz C
417-26 Lagrange Multiplier Tests for Normality against Seminonparametric Alternatives by Hall, Alastair
427-34 The Demand for Money in Argentina 1978-1987: Before and after the Austral Program by Melnick, Rafi
435-41 Small-Area Estimation of Economic Statistics by Isaki, Cary T
443-51 Specification Analysis in Dynamic Models by Fiebig, Denzil G & Maasoumi, Esfandiar
453-57 Canonical Correlation in Multivariate Time Series Analysis with an Application to One-Year-Ahead and Multiyear-Ahead Macroeconomic Forecasting by Otter, Pieter W
459-64 Embodied Technological Change and Tests of the Internal-Adjustment-Cost Hypothesis by McHugh, Richard & Lane, Julia
465-73 Indexing the Federal Tax System: A Cost-of-Living Approach by Gillingham, Robert & Greenlees, John S
475-80 Forecast Pretesting and Correction by Ilmakunnas, Pekka
1990, Volume 8, Issue 3 265-79 Permanent Income, Current Income, and Consumption by Campbell, John Y & Mankiw, N Gregory
281-91 Post-deregulation Bank-Deposit-Rate Pricing: The Multivariate Dynamics by Diebold, Francis X & Sharpe, Steven A
293-304 Estimation of Current-Quarter Gross National Product by Pooling Preliminary Labor-Market Data by Braun, Steven N
305-15 Exchange Rates and Import Prices in the United States: A Varying-Parameter Estimation of Exchange-Rate Pass-Through by Kim, Yoonbai
317-25 Two-Step Estimation of Linear Models with Ordinal Unobserved Variables: The Case of Corporate Bonds by Kao, Chihwa & Wu, Chunchi
327-35 Combining Related and Sparse Data in Linear Regression Models by Vanhonacker, Wilfried R & Lehmann, Donald R & Sultan, Fareena
337-46 Estimating the Size of a Subdomain: An Application in Auditing by Stokes, Lynne
347-53 Symmetry Constraints and Variable Returns to Scale in Logit Models by Considine, Timothy J
355-64 The Dynamic Relationship between the Dollar and Components of U.S. Trade by Koch, Paul D & Rosensweig, Jeffrey A
365-71 Demand Systems Estimation with Microdata: A Censored Regression Approach by Heien, Dale & Wessells, Cathy Roheim
1990, Volume 8, Issue 2 145-52 Unit-Root Tests and the Statistical Pitfalls of Seasonal Adjustment: The Case of U.S. Postwar Real Gross National Product by Ghysels, Eric
153-62 Testing for a Unit Root in a Time Series with a Changing Mean by Perron, Pierre
163-70 Effect of Price on the Demand for Durables: Modeling, Estimation, and Findings by Jain, Dipak C & Rao, Ram C
171-78 Cross-Validation, the Bayes Theorem, and Small-Sample Bias by Allenby, Greg M
179-89 Shared Price Trends: Evidence from U.S. Cities and OECD Countries by Patel, Jayendu & Zeckhauser, Richard J
191-203 The Reliability of U.S. Gross National Product by de Leeuw, Frank
205-08 Macroeconomic Forecasting Using Pooled International Data by Mittnik, Stefan
209-16 The Use of Changes in Equity Value as a Measure of the Information Content of Announcements of Changes in Financial Policy by Israel, Ronen & Ofer, Aharon R & Siegel, Daniel R
217-23 The Distribution of Stock Returns: New Evidence against the Stable Model by Lau, Amy Hing-Ling & Lau, Hon-Shiang & Wingender, John R
225-34 Persistence in Variance, Structural Change, and the GARCH Model by Lamoureux, Christopher G & Lastrapes, William D
235-41 Influential Observations in Time Series by Pena, Daniel
243-50 Repeated Time Series Analysis of ARIMA-Noise Models by Wong, Wing-keung & Miller, Robert B
251-63 Bootstrapping p Values and Power in the First-Order Autoregression: A Monte Carlo Investigation by Rayner, Robert K
1990, Volume 8, Issue 1 1-17 Solving Nonlinear Stochastic Growth Models: A Comparison of Alternative Solution Methods by Taylor, John B & Uhlig, Harald
19-21 Solving the Stochastic Growth Model by a Discrete-State-Space, Euler-Equation Approach by Baxter, Marianne & Crucini, Mario J & Rouwenhorst, K Geert
23-26 Solving the Stochastic Growth Model by Linear-Quadratic Approximation and by Value-Function Iteration by Christiano, Lawrence J
27-29 Solving the Stochastic Growth Model by Policy-Function Iteration by Coleman, Wilbur John, II
31-34 Solving the Stochastic Growth Model by Parameterizing Expectations by den Haan, Wouter J & Marcet, Albert
35-36 Solving the Stochastic Growth Model by Deterministic Extended Path by Gagnon, Joseph E
37-38 Solving the Stochastic Growth Model by Backsolving with an Expanded Shock Space by Ingram, Beth Fisher
39-40 Solving the Stochastic Growth Model by Using a Recursive Mapping Based on Least Squares Projection by Labadie, Pamela
41-44 Solving the Stochastic Growth Model by Linear-Quadratic Approximation by McGrattan, Ellen R
45-47 Solving the Stochastic Growth Model by Backsolving with a Particular Nonlinear Form for the Decision Rule by Sims, Christopher A
49-51 Solving the Stochastic Growth Model by Using Quadrature Methods and Value-Function Iterations by Tauchen, George
53-69 Estimating Models with Intertemporal Substitution Using Aggregate Time Series Data by Eichenbaum, Martin & Hansen, Lars Peter
71-81 Seemingly Unrelated Time Series Equations and a Test for Homogeneity by Fernandez, F Javier & Harvey, Andrew C
83-97 Random Level-Shift Time Series Models, ARIMA Approximations, and Level-Shift Detection by Chen, Chung & Tiao, George C
99-113 Linear-Quadratic Approximation and Value-Function Iteration: A Comparison by Christiano, Lawrence J
115-25 Equilibrium Modeling of Asset Prices: Rationality versus Rules of Thumb by Ingram, Beth Fisher
127-35 Using Bayesian Techniques for Data Pooling in Regional Payroll Forecasting by Lesage, James P & Magura, Michael
137-41 Bounding an Economic Monetary Aggregate under Nonhomothetic Preferences by Swofford, James L & Whitney, Gerald A
143-44 All Forecasters Are Equal by Batchelor, R A
1989, Volume 7, Issue 4 407-17 Time Series Models for Count or Qualitative Observations by Harvey, Andrew C & Fernandes, C
418-19 Assessing the Accuracy of Time Series Model Forecasts of Count Observations: Comment by Wecker, William E
419-22 Uncertainty about Processes That Shift over Time: Modeling and Analysis: Comment by Winkler, Robert L
422 Time Series Models for Count or Qualitative Observations: Reply by Harvey, Andrew C & Fernandes, C
423-31 Policy Analysis of Medical Malpractice Reforms: What Can We Learn from Claims Data? by Hughes, James W & Snyder, Edward A
433-40 The Time-Varying-Parameter Model for Modeling Changing Conditional Variance: The Case of the Lucas Hypothesis by Kim, Chang-Jin & Nelson, Charles R
441-52 Assessing the Quality of Household Panel Data: The Case of the Panel Study of Income Dynamics by Duncan, Greg J & Hill, Daniel H
453-60 The Use of Diversity Analysis to Assess the Relative Influence of Factors Affecting the Income Distribution by Nayak, Tapan K & Gastwirth, Joseph L
461-69 The Seasonal Adjustment Procedures for the Consumer Price Indexes: Some Empirical Results by Jain, Raj K
471-74 A Note on the Stochastic Approach to Index Numbers by Selvanathan, E A
475-81 Poverty Measurement: An Index Related to a Theil Measure of Inequality by Blackburn, McKinley L
483-87 A Revenue-Function Approach to the Measurement of Output-Substitution Possibilities in Agriculture by Gordon, Daniel V
489-96 The Structure of Technology in a Multioutput Branch Banking Firm by Kim, Moshe & Ben-Zion, Uri
497-503 Relative Commodity Prices and Cointegration by von Hagen, Juergen
1989, Volume 7, Issue 3 287-96 Testing the Life-Cycle Hypothesis with a Norwegian Household Panel by Mork, Knut Anton & Smith, V Kerry
297-305 The Message in Daily Exchange Rates: A Conditional-Variance Tale by Baillie, Richard T & Bollerslev, Tim
307-17 Modeling Heteroscedasticity in Daily Foreign-Exchange Rates by Hsieh, David A
319-26 The Way We Pay with Money by Boeschoten, W C & Fase, M M G
327-41 Parsimonious Parameterization of Vector Autoregressive Moving Average Models by Tsay, Ruey S
343-52 Tests for Serial Dependence and Other Specification Analysis in Models of Markets in Disequilibrium by Bera, Anil K & Robinson, Peter M
353-62 A Benchmarking Approach to Forecast Combination by Trabelsi, Abdelwahed & Hillmer, Steven C
363-77 A Monte Carlo Study of Tests of Blockwise Weak Separability by Barnett, William A & Choi, Seungmook
379-86 Leading Indicators for the Service Sector by Layton, Allan P & Moore, Geoffrey H
382-94 A Class of Multiplicative Estimators of Laspeyres Price Indexes by Valliant, Richard & Miller, Stephen M
395-401 Reemployment Probability and Multiple Unemployment Spells: A Partial-Likelihood Approach by Trivedi, P K & Alexander, J N
403-06 Reverse Regression, Collinearity, and Employment Discrimination by Whiteside, M M & Narayanan, A
1989, Volume 7, Issue 2 147-59 Tests for Unit Roots: A Monte Carlo Investigation by Schwert, G William
161-67 Why Random Walk Models of the Term Structure Are Hard to Reject by Berger, Allen N & Craine, Roger
169-78 Exchange-Rate Dynamics with Sticky Prices: The Deutsche Mark, 1974-1982 by Giovannini, Alberto & Rotemberg, Julio J
179-89 A Multivariate Intervention Model for the Dutch Mint Circulation: Estimation and Monte Carlo Simulation by van der Knoop, Han S & Hooijmans, Frans C
191-98 Experimental Design in Tests of Linear Factor Models by Warga, Arthur
199-205 Efficiency of Sieve Sampling in Auditing by Wurst, John & Neter, John & Godfrey, James
207-17 The Risk of Disclosure for Microdata by Duncan, George & Lambert, Diane
219-25 Empirical Measurement of an Inflation Index: A Multiple-Indicators Distributed-Lag Approach by Shrestha, Keshab
227-35 The Estimation and Interpretation of Urban Density Gradients by Lahiri, Kajal & Lankford, R Hamilton & Numrich, Richard P
237-43 Compositional Changes of the Labor Force and the Increase of the Unemployment Rate: An Estimate for the United States by Gracia-Diez, Mercedes
245-52 Job-Match Quality as an Error Component and the Wage-Tenure Profile: A Comparison and Test of Alternative Estimators by Garen, John E
253-58 Estimation of Technical Efficiency Using Flexible Functional Form and Panel Data by Kumbhakar, Subal C
259-65 Testing a Theory of Exact Aggregation by Nicol, Christopher J
267-73 A Specification Test for Choosing the "Right" Public-Good Price by Hayes, Kathy J
275-86 The Optimal Use of Provisional Data in Forecasting with Dynamic Model s by Bordignon, Silvano & Trivellato, Ugo
1989, Volume 7, Issue 1 1-9 Errors of Measurement in Output Deflators by Lichtenberg, Frank R & Griliches, Zvi
11-19 Household Saving in the United States: Measurement and Behavior by Hendershott, Patric H & Peek, Joe
21-25 A Comparison of Alternative Estimators for Revised Monthly Import Statistics by Gbur, Edward
27-28 An Alternative Interpretation of Freedman's Nonresponse Case Study by Steinhorst, R Kirk & Byers, C Randall
29-30 An Alternative Interpretation of Freedman's Nonresponse Case Study: Comment by Hill, Bruce M
31-32 An Alternative Interpretation of Freedman's Nonresponse Case Study: Comment by Freedman, D A
33 An Alternative Interpretation of Freedman's Nonresponse Case Study: Reply by Steinhorst, R Kirk & Byers, C Randall
35-47 The Diffusion of Innovations: A Methodological Reappraisal by Trajtenberg, Manuel & Yitzhaki, Shlomo
49-59 The Implications of Using Messy Data to Estimate Production-Frontier-Based Technical Efficiency Measures by Seaver, Bill L & Triantis, Konstantinos P
61-65 A Proportional Random Utility Approach to Qualitative Response Models by Tse, Y K
67-74 Efficient Estimation of Nested Logit Models by Brownstone, David & Small, Kenneth A
75-83 The Return of the Liquidity Effect: A Study of the Short-run Relation between Money Growth and Interest Rates by Cochrane, John H
85-93 Estimation of Stable-Law Parameters: A Comparative Study by Akgiray, Vedat & Lamoureux, Christopher G
95-106 A Monte Carlo Study of Some Tests of Model Adequacy in Time Series Analysis by Hall, A D & McAleer, Michael
107-15 A Nonparametric Test for Autoregressive Conditional Heteroscedasticity: A Markov-Chain Approach by Gregory, Allan W
117-27 The Performance of Periodic Autoregressive Models in Forecasting Seasonal U. K. Consumption by Osborn, Denise R & Smith, Jeremy P
129-35 Prediction Tests for Structural Stability of Multiple Time Series by Lutkepohl, Helmut
137-39 A Report from the Battlefront by Poirier, Dale J
141-46 Generating Market Elasticity Estimates Using Cross-Sectional First-Choice and Second-Choice Data by Bordley, Robert F
1988, Volume 6, Issue 4 401-07 A Reexamination of Friedman's Consumption Puzzle by Stock, James H
408-09 A Reexamination of Friedman's Consumption Puzzle: Comment by Watson, Mark W
410-12 A Reexamination of Friedman's Consumption Puzzle: Comment by Dickey, D A
413-14 A Reexamination of Friedman's Consumption Puzzle: Reply by Stock, James H
415-27 Combining Robust and Traditional Least Squares Methods: A Critical Evaluation by Janson, Marius A
428 Combining Robust and Traditional Least Squares Methods: A Critical Evaluation: Comment by Hogg, Robert V
429-32 Combining Robust and Traditional Least Squares Methods: A Critical Evaluation: Comment by Cook, R Dennis
432-41 Combining Robust and Traditional Least Squares Methods: A Critical Evaluation: Comment by Easton, George S
442-47 Modeling Energy Consumption--Using and Abusing Regression Diagnostics: Comment [Combining Robust and Traditional Least Squares Methods: A Critical Evaluation] by Belsley, David A & Welsch, Roy E
447-49 Combining Robust and Traditional Least Squares Methods: A Critical Evaluation: Comment by Koenker, Roger
450-51 Combining Robust and Traditional Least Squares Methods: A Critical Evaluation: Reply by Janson, Marius A
453-64 An Application of Operational-Subjective Statistical Methods to Rational Expectations by Blattenberger, Gail & Lad, Frank
465-66 An Application of Operational-Subjective Statistical Methods to Rational Expectations: Comment by Geweke, John
466-69 The Design and Summary of Public Subjective-Predictive Analyses: Comment [An Application of Operational-Subjective Statistical Methods to Rational Expectations] by Garber, Steven & Poirier, Dale J
470-72 An Application of Operational-Subjective Statistical Methods to Rational Expectations: Comment by Diebold, Francis X
473-74 An Application of Operational-Subjective Statistical Methods to Rational Expectations: Comment by Swamy, P A V B & Barth, J R
475-77 An Application of Operational-Subjective Statistical Methods to Rational Expectations: Reply by Blattenberger, Gail & Lad, Frank
479-86 The Secular and Cyclical Behavior of Real GDP in 19 OECD Countries, 1957-1983 by Geweke, John
487-500 Disclosure Risk and Disclosure Avoidance for Microdata by Paass, Gerhard
501-04 The Prediction Sum of Squares as a General Measure for Regression Diagnostics by Quan, Nguyen T
505-09 An Analysis of Nonlinearities, Heteroscedasticity, and Functional Form in the Market Model by McDonald, Bill & Lee, Cheng-Few
511-15 Pitfalls in the Estimation of a Differenced Model by Maeshiro, Asatoshi & Vali, Shapoor
1988, Volume 6, Issue 3 287-96 Missing-Data Adjustments in Large Surveys by Little, Roderick J A
296-97 Missing-Data Adjustments in Large Surveys: Comment by Sande, I G
298-99 Missing-Data Adjustments in Large Surveys: Comment by Scheuren, Fritz
300-301 Missing-Data Adjustments in Large Surveys: Reply by Little, Roderick J A
303-12 Normalized Quadratic Systems of Consumer Demand Functions by Diewert, W E & Wales, T J
313-25 Two-Stage Budgeting and Exact Aggregation by Jorgenson, Dale W & Slesnick, Daniel T & Stoker, Thomas M
326-34 Multivariate Measures of Well-Being and an Analysis of Inequality in the Michigan Data by Maasoumi, Esfandiar & Nickelsburg, Gerald
335-37 Truncation Bias and the Measurement of Income Inequality by Fichtenbaum, Rudy & Shahidi, Hushang
339-49 Productivity Analysis of U.S. Manufacturing Using a Stochastic-Coefficients Production Function by Narasimham, Gorti V L & Swamy, P A V B & Reed, R C
351-58 The Empirical Relationship between Money, Prices, and Income Revisite d by Serletis, Apostolos
359-71 Housing Depreciation and Aging Bias in the Consumer Price Index by Randolph, William C
373-79 Combination of Economic Forecasts: An Odds-Matrix Approach by Gupta, Sunil & Wilton, Peter C
381-84 Multiperiod Forecasts of Interest Rates by Dua, Pami
385-90 Classification-Error Models and Labor-Market Dynamics by Meyer, Bruce D
391-98 A Heterogeneous Conditional Logit Model of Choice by Steckel, Joel H & Vanhonacker, Wilfried R
1988, Volume 6, Issue 2 0 |1 |2 |3 |4 |5 |6 Access
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