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American Statistical Association Journal of Business & Economic Statistics Contact information of
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1989, Volume 7, Issue 1
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 2 145-59 Generalizing the NBD Model for Customer Purchases: What Are the Implications and Is It Worth the Effort? by Morrison, Donald G & Schmittlein, David C
161-62 Generalizing the NBD Model for Customer Purchases: What Are the Implications and Is It Worth the Effort? Comment by Sabavala, Darius J
163-64 On Negative Binomial Distribution: Comment by Montgomery, David B
165-66 Generalizing the NBD Model for Customer Purchases: What Are the Implications and Is It Worth the Effort? Reply by Morrison, Donald G & Schmittlein, David C
167-87 An Examination of the Commerce Department Leading-Indicator Approach by Koch, Paul D & Rasche, Robert H
189-96 Estimation of Laspeyres Price Indexes Using the Prediction Approach for Finite Population Sampling by Valliant, Richard
197-206 Disaggregation and Forecasting: A Bayesian Analysis by da Alba, Enrique
207-19 Modeling Nonignorable Nonresponse in Categorical Panel Data with an Example in Estimating Gross Labor-Force Flows by Stasny, Elizabeth A
221-29 Out of Work, Out of Mind: Response Errors in Retrospective Reports of Unemployment by Mathiowetz, Nancy A & Duncan, Greg J
231-40 Estimating the Structure of Agricultural Investment: A Stochastic-Coefficients Approach by Conway, Roger K & Hrubovcak, James & LeBlanc, Michael
241-46 Comparison of Nonparametric Tests of Weak Separability for Annual and Quarterly Data on Consumption, Leisure, and Money by Swofford, James L & Whitney, Gerald A
247-60 Making Statistics More Effective in Schools of Business by Easton, George & Roberts, Harry V & Tiao, George C
261-72 The Role of Statistics in Accounting, Marketing, Finance, and Production by Hamada, Robert, et al
273-82 A Survey of the Teaching of Statistics in M.B.A. Programs by Rose, Elizabeth L & Machak, Joseph A & Spivey, W Allen
1988, Volume 6, Issue 1 1-15 Stable Factors in Security Returns: Identification Using Cross-Validation by Conway, Delores A & Reinganum, Marc R
16 Stable Factors in Security Returns: Identification Using Cross-Validation: Comment by Chen, Nai-fu
20-21 Stable Factors in Security Returns: Identification Using Cross-Validation: Comment by Stambaugh, Robert F
24-28 Stable Factors in Security Returns: Identification Using Cross-Validation: Reply by Conway, Delores A & Reinganum, Marc R
29-42 Arbitrage Pricing Theory as a Restricted Nonlinear Multivariate Regression Model: Iterated Nonlinear Seemingly Unrelated Regression Estimates by McElroy, Marjorie B & Burmeister, Edwin
43-49 Risk Measurement for Event-Dependent Security Returns by Lockwood, Larry J & Kadiyala, K Rao
51-57 The Stable-Law Model of Stock Returns by Akgiray, Vedat & Booth, G Geoffrey
59-67 Translog Flexible Functional Forms and Substitutability of Monetary Assets by Serletis, Apostolos
69-77 The Interactive and Causal Relationships Involving Precious Metal by Chan, M W Luke & Mountain, Dean C
79-86 Estimating the Cost of a Warranty by Frees, Edward W
87-95 Time-Series Modeling for Statistical Process Control by Alwan, Layth C & Roberts, Harry V
97-104 A Latent-Variable Model of Quality Determination by Gertler, Paul J
105-11 Serial Correlation and the Combination of Forecasts by Diebold, Francis X
113-19 Variance Estimators of the Gini Coefficient--Probability Sampling by Sandstrom, Arne & Wretman, Jan H & Walden, Bertil
121-34 An Engineering/Econometric Analysis of Seasonal Energy Demand and Conservation in the Pacific Northwest by Dubin, Jeffrey A & Henson, Steven E
135-38 Short Communications: Comment on "A Neglected Method of Separating Demand and Supply in Time Series Regression," by Stephen E. Haynes and Joe A. Stone by Young, Kan H
138-40 Short Communications: Reply [Impact of the Terms of Trade on the U.S. Trade Balance: A Reexamination] by Haynes, Stephen E & Stone, Joe A
16-20 Stable Factors in Security Returns: Identification Using Cross-Validation: Comment by Jobson, J D
1-23 Stable Factors in Security Returns: Identification Using Cross-Validation: Comment by Brown, Stephen J
1987, Volume 5, Issue 4 437-42 Vector Autoregressions and Reality by Runkle, David E
443-49 Vector Autoregressions and Reality: Comment by Sims, Christopher A
449-51 Vector Autoregressions and Reality: Comment by Blanchard, Olivier Jean
451-53 Vector Autoregressions and Reality: Comment by Watson, Mark W
454 Vector Autoregressions and Reality: Reply by Runkle, David E
455-61 Determining the Ordering of Differencing in Autoregressive Processes by Dickey, David A & Pantula, Sastry G
463-73 Symmetric Test for Second Differencing in Univariate Time Series by Sen, D L & Dickey, David A
475-82 Regression Estimation of Crop Acreages with Transformed Landsat Data as Auxiliary Variables by Hung, Hsien-Ming & Fuller, Wayne A
483-98 The Sensitivity of the True Cost of Living to Price-Induced and Income-Induced Changes in Aggregate Consumers' Tastes by Baseman, R L & Slottje, D J
499-506 Ordinary Least Squares and Sample-Selection Models of Health-Care Demand by Hay, Joel W & Leu, Robert & Rohrer, Paul
507-19 A Time-Series Study of the Formation and Predictive Performance of EEC Production Survey Expectations by Hanssens, Dominique M & Vanden Abeele, Pierre M
521-28 Gasoline Cost and Hedonic Price Indexes of U.S. Used Cars for 1970-1983 by Ohta, Makoto
529-37 Measurement-Error Diagnostics and the Sex Discrimination Problem by Schafer, Daniel W
539-48 Rational Economic Data Revisions by de Jong, Piet
1987, Volume 5, Issue 3 315-27 Estimating the Continuous-Time Consumption-Based Asset-Pricing Model by Grossman, S J & Melino, Angelo & Shiller, Robert J
329-35 A New Model for Learning Curves, DARM by McDonald, John
336-37 A New Model for Learning Curves, DARM: Comment by Womer, Norman Keith & Patterson, J Wayne
338 A New Model for Learning Curves, DARM: Reply by McDonald, John
339-50 The Measurement of Inflation: A Stochastic Approach by Clements, Kenneth W & Izan, H Y
351-56 The Informational Efficiency of Weekly Money Announcements: An Econometric Critique by Belongia, Michael T & Sheehan, Richard G
357-67 Bayesian Estimation and Prediction for the Beta-Binomial Model by Lee, Jack C & Sabavala, Darius J
369-81 The Detection of Influential Observations for Allocation, Separation, and the Determination of Probabilities in a Bayesian Framework by Johnson, Wesley
383-87 A Note on Overdifferencing and the Equivalence of Seasonal Time Series Models with Monthly Means and Models with (0, 1, 1)12 Seasonal Parts when Theta=1 by Bell, William
389-95 Composite Forecasting: An Integrated Approach and Optimality Reconsidered by Phillips, Robert F
397-406 Forecasting Wheat Exports: Do Exchange Rates Matter? by Bessler, David A & Babula, Ronald A
407-15 Unobservable Transactions Price and the Measurement of a Supply and Demand Model for the American Steel Industry by Rogers, Robert P
417-24 The Probability Distribution of Future Demand: The Case of Hydro Quebec by Bernard, Jean-Thomas & Veall, Michael R
425-30 Estimation of Seemingly Unrelated Tobit Regressions via the EM Algorithm by Huang, Cliff J & Sloan, Frank A & Adamache, Killard W
431-36 Multicollinearity Problems in Modeling Time Series with Trading-Day Variation by Salinas, Teresita S & Hillmer, Steven C
1987, Volume 5, Issue 2 165-75 Ain't Behavin': Forecast Errors and Measurement Errors in Early GNP Estimates by Mork, Knut Anton
177-89 Revisions of Trend-Cycle Estimators of Moving Average Seasonal Adjustment Methods by Dagum, Estela Bee & Laniel, Normand
191-94 Seasonal Extraction in the Presence of Feedback by Ghysels, Eric
195-203 Durbin-Watson and Generalized Durbin-Watson Tests for Autocorrelations and Randomness by Ali, Mukhtar M
205-17 The Value of Information to the Acidic Deposition Debates by Peck, Stephen C & Richels, Richard G
219-32 Aggregate Consumer Behavior and Household Equivalence Scales by Jorgenson, Dale W & Slesnick, Daniel T
233-42 A Globally Flexible, Almost Ideal Demand System by Chalfant, James A
243-48 The Econometrics of Piecewise-Linear Budget Constraints: A Monte Carlo Study by Megdal, Sharon Bernstein
249-55 Production Frontiers and Panel Data: An Application to U.S. Class 1 Railroads by Kumbhakar, Subal C
257-65 Elasticity of Factor Substitution in Police Agencies: Evidence from Florida by Gyimah Brempong, Kwabena
267-74 Sample Splitting and Applied Econometric Modeling by Jarque, Carlos M
275-82 Diagnostics for Group Effects in Regression Analysis by Moulton, Brent R
283-86 A Diagnostic Test for the Multinomial Logit Model by Tse, Y K
287-93 Nonresponse in a Periodic Sample Survey by Kott, Phillip S
295-303 Subset Selection toward Optimizing the Best Performance at a Second Stage by Ehrman, Chaim Meyer & Krieger, Abba & Miescke, Klaus J
305-08 Generating Ordered Families of Lorenz Curves by Strongly Unimodal Distributions by Arnold, Barry C, et al
1987, Volume 5, Issue 1 1-4 The Economic and Financial Outlook by Gramley, Lyle E
5-12 Measuring the Economic Affluence between Populations of Income Receivers by Dagum, Camilo
13-18 Interdistributional Income Inequality by Butler, Richard J & McDonald, James B
19-26 Relative Price Changes and Inequality in the Size Distribution of Various Components of Income: A Multidemensional Approach by Slottje, D J
27-38 Analysis of the Car Accident Indexes in Spain: A Multiple Time Series Approach by Garcia-Ferrer, Antonio & del Hoyo, Juan
39-46 Problems in the Measurement of Consumer Cost-of-Living Indexes by Kokoski, Mary F
47-52 Deadweight Loss: Theoretical Size Relationships and the Precision of Measurement by Hayes, K & Porter-Hudak, S
53-67 Macroeconomic Forecasting Using Pooled International Data by Garcia-Ferrer, Antonio, et al
68-76 More Flexible Use of Survey Data on Expectations in Macroeconomic Models by Lahiri, Kajal & Zaporowski, Mark
77-85 Bayesian Forecasting with Stable Seasonal Patterns by Oliver, Robert M
87-97 Time-Varying Parameters and the Out-of-Sample Forecasting Performance of Structural Exchange Rate Models by Wolff, Christian C P
99-103 A Conditional Variance Model for Daily Deviations of an Exchange Rate by Milhoj, Anders
105-13 Does the Swiss National Bank Stabilize the Swiss Franc Exchange Rates? by von Ungern-Sternbert, Thomas
115-20 Minimum Mean Squared Error Estimation of the Noise in Unobserved Component Models by Maravall, Agustin
121-29 Measurement of Abnormal Returns from Small Firms by Morgan, Alison & Morgan, Ieuan
131-43 Time Aggregation and the Estimation of the Market Model: Empirical Evidence by Cartwright, Phillip A & Lee, Cheng F
145-49 Standard Errors for Elasticities: A Comparison of Bootstrap and Asymptotic Standard Errors by Green, Richard & Hahn, William & Rocke, David
151-54 A Note on Forecaster Discord and Consensus Prediction Error by Hasbrouck, Joel
155-58 Who Forecasts Better? [Economic Forecasts and Their Assessment] by Stekler, H O
1986, Volume 4, Issue 4 397-416 Statistical Properties of Generalized Method-of-Moments Estimators of Structural Parameters Obtained from Financial Market Data by Tauchen, George
417-18 Statistical Properties of Generalized Method-of-Moments Estimators of Structural Parameters Obtained from Financial Market Data: Comment by Delong, David M
418-21 Statistical Properties of Generalized Method-of-Moments Estimators of Structural Parameters Obtained from Financial Market Data: Comment by Hansen, Lars Peter
421-22 Statistical Properties of Generalized Method-of-Moments Estimators of Structural Parameters Obtained from Financial Market Data: Comment by Rossi, Peter E
423-25 Statistical Properties of Generalized Method-of-Moments Estimators of Structural Parameters Obtained from Financial Market Data: Reply by Tauchen, George
427-36 Sampling the Future: A Bayesian Approach to Forecasting from Univariate Time Series Models by Thompson, Patrick A & Miller, Robert B
437-44 Two-Stage Bounded-Influence Estimators for Simultaneous-Equations Models by Krasker, William S
445-53 Preliminary Data Errors and Their Impact on the Forecast Error of Simultaneous-Equations Models by Trivellato, Ugo & Rettore, Enrico
455-71 A Method for Seasonally Adjusted Time Series with Variation in the Seasonal Amplitude by van der Hoeven, H & Hundepool, A J
473-84 Seasonal Adjustment of Time Series Using One-Sided Filters by Cupingood, Leonard A & Wei, William W S
485-89 A Note on Exponentially Smoothed Seasonal Differences by Oller, Lars-Erik
1986, Volume 4, Issue 3 281-88 The Revenue Effects of the Kennedy and Reagan Tax Cuts: Some Time Series Estimates by Canto, Victor A & Joines, Douglas H & Webb, Robert I
289-303 Econometric Analysis of Costing System Components in Rail Rate Regulation by Rhodes, George F, Jr & Westbrook, M Daniel
305-16 Analysis of Lumber and Pulpwood Production in a Partial Adjustment Model with Dynamic and Variable Speeds of Adjustment by Lin, Winston T
317-28 The Econometrics of Piecewise-Linear Budget Constraints: A Survey and Exposition of the Maximum Likelihood Method by Moffitt, Robert
329-38 Sample Attrition and Labor Supply Response in Experimental Panel Data: A Study of Alternative Correction Procedures by Robins, Philip K & West, Richard W
339-46 Third-Order Translog Utility Functions by Hayes, Kathy J
347-57 On Cross-Lagged Panel Models with Serially Correlated Errors by Mayer, Lawrence S
359-53 A Diagnostic Test for Normality within the Power Exponential Family by Poirier, Dale J & Tello, Mario D & Zin, Stanley E
375-90 Forecasting Vector ARMA Processes with Systematically Missing Observations by Lutkepohl, Helmut
1986, Volume 4, Issue 2 147-60 Estimation of Unobserved Expected Monthly Inflation Using Kalman Filtering by Burmeister, Edwin & Wall, Kent D & Hamilton, James D
161-69 Singularity and Auotregressive Disturbances in Linear Logit Models by Chavas, Jean-Paul & Segerson, Kathleen
171-76 Optimal Sample Designs with Preliminary Tests of Significance by Grossman, Jean Baldwin
177-86 A Comparison of Forecasting Accuracies of Alternative Regional Production Index Methodologies by Fomby, Thomas B
187-98 Automobile Prices and Quality: Did the Gasoline Price Increases Change Consumer Tastes in the U.S.? by Ohta, Makoto & Griliches, Zvi
199-208 Bayes Estimates for the Price and Income Elasticities of Alcoholic Beverages in Finland from 1955 to 1980 by Ahtola, Juha & Ekholm, Anders & Somervuori, Antti
209-24 Systematic Effects of Capital Service Price Definition on Perceptions of Input Substitution by Hazilla, Michael & Kopp, Raymond J
225-32 The Volume of Transactions and the Circulation of Money in the United States, 1950-1979 by Cramer, J S
233-41 The Speed of Adjustment of Warrant Prices to Changes in Stock Prices by Patterson, Douglas M
243-54 An Application of the Chi-squared Goodness-of-Fit Test to Discrete Common Stock Returns by Ritchey, Robert J
255-62 Use of the Bootstrap and Cross-validation in Ridge Regression by Delaney, Nancy Jo & Chatterjee, Sangit
263-68 Estimation of Location Parameters under Nonnormal Errors and Quadratic Loss by Miyazaki, Shigetaka & Judge, George & Yancey, Thomas
269-73 Large Sample Theory for the Bounds on the Gini and Related Indices of Inequality Estimated from Grouped Data by Gastwirth, Joseph L & Nayak, Tapan K & Krieger, Abba M
1986, Volume 4, Issue 1 1-4 A Statistical Approach to Economic Forecasting by Litterman, Robert B
5-15 Forecasting Accuracy of Alternative Techniques: A Comparison of U.S. Macroeconomic Forecasts by McNees, Stephen K
16-17 Forecasting Accuracy of Alternative Techniques: A Comparison of U.S. Macroeconomic Forecasts: Comment by Granger, C W J
17-19 Forecasting Accuracy of Alternative Techniques: A Comparison of U.S. Macroeconomic Forecasts: Comment by Litterman, Robert B
19-22 Forecasting Accuracy of Alternative Techniques: A Comparison of U.S. Macroeconomic Forecasts: Comment by Spivey, W Allen
23 Forecasting Accuracy of Alternative Techniques: A Comparison of U.S. Macroeconomic Forecasts: Reply by McNees, Stephen K
25-38 Forecasting with Bayesian Vector Autoregressions-Five Years of Experience by Litterman, Robert B
39-46 Combining Economic Forecasts by Clemon, Robert T & Winkler, Robert L
47-58 The Construction and Use of Approximations for Missing Quarterly Observations: A Model-based Approach by Nijman, T E & Palm, F C
59-70 ARCH and Bilinear Time Series Models: Comparison and Combination by Weiss, Andrew A
71-80 An Application of Vector Time Series Techniques to Macroeconomic Forecasting by Fackler, James S & Krieger, Sandra C
81-86 Univariate ARIMA Forecasts of Defined Variables by Kang, Heejoon
87-94 Statistical Matching Using File Concatenation with Adjusted Weights and Multiple Imputations by Rubin, Donald B
95-103 Measuring Measurement Error in Economic Time Series by Ashley, Richard & Vaughan, David
105-09 Effects of Rotation Group Bias on Estimation of Unemployment by Solon, Gary
111-21 Measuring Gross Flows in the Labor Force: An Overview of a Special Conference by Hogue, Carma R & Flaim, Paul O
123-24 A Case Study in Nonresponse: Plaintiff vs. California State Board of Equalization by Freedman, David A
125-26 A Bayesian Approach to the Nonresponse Problem, Using Covariates a la Freedman: Comment [A Case Study in Nonresponse: Plaintiff vs. California State Board of Equalization] by Hill, Bruce M
126-27 A Case Study in Nonresponse: Plaintiff vs. California State Board of Equalization: Reply by Freedman, David A
129-30 Two Results Useful for Implementing Litterman's Procedure for Interpolating a Time Series [A Random Walk, Markov Model for the Distribution of Time Series] by Silver, J Lew
131-33 A Model for Water Pricing by Freeman, David A
1985, Volume 3, Issue 4 293-311 Rational Expectations and Macroeconomic Forecasts by Zarnowitz, Victor
312-24 Primal and Dual Capacity Utilization: An Application to Productivity Measurement in the U.S. Automobile Industry by Morrison, Catherine J
325-31 The Effects of Price Aggregation Bias in Systems of Demand Equations by Derrick, Frederick W & Wolken, John D
332-43 The True Cost-of-Living Index with Changing Preferences by Heien, Dale & Dunn, James
344-49 The Effects of Detrending in Granger Causality Tests by Kang, Heejoon
350-55 On Structural Time Series Models and the Characterization of Components by Maravall, Agustin
356-61 Seasonal Time Series and Transfer Function Modeling by Abraham, Bovas
362-69 A Dynamic Analysis of Prices in the U.S. Rice Marketing Channel by Brorsen, B Wade & Chavas, Jean-Paul & Grant, Warren R
370-79 Estimation and Inference in Two-Step Econometric Models by Murphy, Kevin M & Topel, Robert H
380-91 Goals for Statistical Uses of Administrative Records: The Next 10 Years by Jabine, Thomas B & Scheuren, Fritz
393-95 Goals for Statistical Uses of Administrative Records: The Next 10 Years: Comment: The Future of Administrative Records in the Census Bureau's Demographic Activity by Butz, William P
396-97 Goals for Statistical Uses of Administrative Records: The Next 10 Years: Comment: Uses of Administrative Records: A Social Security Point of View by Carroll, John J
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