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Elsevier Journal of Econometrics Contact information of
Elsevier: http://www.elsevier.com/locate/jeconom
Download restrictions: Full text for ScienceDirect subscribers only Editor: T. Amemiya Editor: A. R. Gallant Editor: J. F. Geweke Editor: C. Hsiao Editor: P. M. Robinson Editor:
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More pages of listings: 0 |1 |2 |3 |4 |5 |6 |7 |8 |9 |10 |11 |12 |13 |14
1987, Volume 34, Issue 1-2
63-82 Regression-based specification tests for the multinomial logit model by McFadden, Daniel [Downloadable! (restricted)]
83-104 Specifying and testing econometric models for rank-ordered data by Hausman, Jerry A. & Ruud, Paul A. [Downloadable! (restricted)]
105-123 Testing the normality assumption in multivariate simultaneous limited dependent variable models by Smith, Richard J. [Downloadable! (restricted)]
125-145 Specification tests for distributional assumptions in the Tobit model by Newey, Whitney K. [Downloadable! (restricted)]
147-177 Non-parametric testing of discrete panel data models by Lee, Lung-Fei [Downloadable! (restricted)]
179-200 Bivariate alternatives to the Tobit model by Blundell, Richard & Meghir, Costas [Downloadable! (restricted)]
201-252 Simulated residuals by Gourieroux, Christian & Monfort, Alain & Renault, Eric & Trognon, Alain [Downloadable! (restricted)]
253-261 Prediction tests in limited dependent variable models by Anderson, G. J. [Downloadable! (restricted)]
263-274 A note on specification tests for the multinomial logit model by Wills, Hugh [Downloadable! (restricted)]
1986, Volume 33, Issue 3 1986, Volume 33, Issue 1-2 1-5 Editors' introduction by Berndt, Ernst R. & Fuss, Melvyn A. [Downloadable! (restricted)]
7-29 Productivity measurement with adjustments for variations in capacity utilization and other forms of temporary equilibrium by Berndt, Ernst R. & Fuss, Melvyn A. [Downloadable! (restricted)]
31-50 Productivity change, capacity utilization, and the sources of efficiency growth by Hulten, Charles R. [Downloadable! (restricted)]
51-74 Productivity measurement with non-static expectations and varying capacity utilization : An integrated approach by Morrison, Catherine J. [Downloadable! (restricted)]
75-95 Total-factor-productivity measurement when equilibrium is temporary : A Monte Carlo assessment by Slade, Margaret E. [Downloadable! (restricted)]
97-118 A test of static equilibrium models and rates of return to quasi-fixed factors, with an application to the Bell system by Schankerman, Mark & Nadiri, M. Ishaq [Downloadable! (restricted)]
119-141 Testing for separable functional structure using temporary equilibrium models by Hazilla, Michael & Kopp, Raymond J. [Downloadable! (restricted)]
143-163 Allocative distortions and the regulatory transition of the U.S. airline industry by Sickles, Robin C. & Good, David & Johnson, Richard L. [Downloadable! (restricted)]
165-185 The regulatory wedge between the demand-side and supply-side aggregation-theoretic monetary aggregates by Barnett, William A. & Hinich, Melvin J. & Weber, Warren E. [Downloadable! (restricted)]
187-211 A comparison of alternative methods for the estimation of dynamic factor demand models under non-static expectations by Prucha, Ingmar R. & Nadiri, M. Ishaq [Downloadable! (restricted)]
213-236 Aggregation, expectations, and the explanation of technological change by Antle, John M. [Downloadable! (restricted)]
237-262 A dynamic model of aggregate output supply, factor demand and entry and exit for a competitive industry with heterogeneous plants by Chetty, V. K. & Heckman, J. J. [Downloadable! (restricted)]
263-284 Temporary equilibrium production models for a common-property renewable-resource sector by Capalbo, Susan M. [Downloadable! (restricted)]
285-310 Aggregate output with variable rates of utilization of employed factors by Helliwell, John F. & Chung, Alan [Downloadable! (restricted)]
1986, Volume 32, Issue 3 1986, Volume 32, Issue 2 1986, Volume 32, Issue 1 1-3 Editor's introduction by Duncan, Gregory M. [Downloadable! (restricted)]
5-34 A semi-parametric censored regression estimator by Duncan, Gregory M. [Downloadable! (restricted)]
35-57 Non-parametric maximum likelihood estimation of censored regression models by Fernandez, Luis [Downloadable! (restricted)]
59-84 A distribution-free least squares estimator for censored linear regression models by Horowitz, Joel L. [Downloadable! (restricted)]
85-108 Operational characteristics of maximum score estimation by Manski, Charles F. & Thompson, T. Scott [Downloadable! (restricted)]
109-125 Choice-based samples : A non-parametric approach by Morgenthaler, S. & Vardi, Y. [Downloadable! (restricted)]
127-141 Linear instrumental variable estimation of limited dependent variable models with endogenous explanatory variables by Newey, Whitney K. [Downloadable! (restricted)]
143-155 Censored regression quantiles by Powell, James L. [Downloadable! (restricted)]
157-187 Consistent estimation of limited dependent variable models despite misspecification of distribution by Ruud, Paul A. [Downloadable! (restricted)]
1986, Volume 31, Issue 3 235-253 Gradual switching multivariate regression models with stochastic cross-equational constraints and an application to the Klem translog production model by Tsurumi, Hiroki & Wago, Hajime & Ilmakunnas, Pekka [Downloadable! (restricted)]
255-274 The frequency of price adjustment : A study of the newsstand prices of magazines by Cecchetti, Stephen G. [Downloadable! (restricted)]
275-305 Estimated parameters as independent variables : An application to the costs of electric generating units by Schmalensee, Richard & Joskow, Paul L. [Downloadable! (restricted)]
307-327 Generalized autoregressive conditional heteroskedasticity by Bollerslev, Tim [Downloadable! (restricted)]
329-340 A simple, flexible distributed lag technique : The polynomial inverse lag by Mitchell, Douglas W. & Speaker, Paul J. [Downloadable! (restricted)]
341-361 Modified lagrange multiplier tests for problems with one-sided alternatives by Rogers, Alan J. [Downloadable! (restricted)]
1986, Volume 31, Issue 2 1986, Volume 31, Issue 1 1985, Volume 30, Issue 1-2 1-1 Editor's introduction by Barnett, William A. & Ronald Gallant, A. [Downloadable! (restricted)]
3-31 The three-dimensional global properties of the minflex laurent, generalized leontief, and translog flexible functional forms by Barnett, William A. & Lee, Yul W. & Wolfe, Michael D. [Downloadable! (restricted)]
33-44 The minflex-laurent translog flexible functional form by Barnett, William A. [Downloadable! (restricted)]
45-66 On deviations between neoclassical and GFT-based true cost-of-living indexes derived from the same demand function system by Basmann, R. L. & Diamond, C. A. & Frentrup, J. C. & White, S. N. [Downloadable! (restricted)]
67-90 On models and methods for Bayesian time series analysis by Carlin, J. B. & Dempster, A. P. & Jonas, A. B. [Downloadable! (restricted)]
91-107 Foundations of data envelopment analysis for Pareto-Koopmans efficient empirical production functions by Charnes, A. & Cooper, W. W. & Golany, B. & Seiford, L. & Stutz, J. [Downloadable! (restricted)]
109-126 Panel data from time series of cross-sections by Deaton, Angus [Downloadable! (restricted)]
127-147 Tests for the consistency of consumer data by Diewert, W. E. & Parkan, C. [Downloadable! (restricted)]
149-169 Non-parametric hypothesis testing procedures and applications to demand analysis by Epstein, Larry G. & Yatchew, Adonis J. [Downloadable! (restricted)]
171-201 Explicitly infinite-dimensional Bayesian analysis of production technologies by Gallant, A. Ronald & Monahan, John F. [Downloadable! (restricted)]
203-238 A method for calculating bounds on the asymptotic covariance matrices of generalized method of moments estimators by Hansen, Lars Peter [Downloadable! (restricted)]
239-267 Alternative methods for evaluating the impact of interventions : An overview by Heckman, James J. & Robb, Richard Jr. [Downloadable! (restricted)]
269-288 Identification of the coefficients in a non-linear : time series of the quadratic type by Hinich, Melvin J. & Patterson, Douglas M. [Downloadable! (restricted)]
289-296 On non-linear serial dependencies in stock returns by Marsh, Terry A. [Downloadable! (restricted)]
297-299 Reply to Marsh's note by Hinich, Melvin J. & Patterson, Douglas M. [Downloadable! (restricted)]
301-316 Efficiency versus equity in natural gas price regulation by Jorgenson, Dale W. & Slesnick, Daniel T. [Downloadable! (restricted)]
317-344 The estimation of complete aggregation structures by Powell, James L. & Stoker, Thomas M. [Downloadable! (restricted)]
345-361 Comparison of alternative functional forms in production by Rossi, Peter E. [Downloadable! (restricted)]
363-364 Discussion of Rossi's paper by Hinkley, David [Downloadable! (restricted)]
365-389 The invariance principle and income-wealth conservation laws : Application of Lie groups and related transformations by Sato, Ryuzo [Downloadable! (restricted)]
391-413 Testing specifications of economic agents' intertemporal optimum problems in the presence of alternative models by Singleton, Kenneth J. [Downloadable! (restricted)]
415-443 Diagnostic testing and evaluation of maximum likelihood models by Tauchen, George [Downloadable! (restricted)]
445-458 Non-parametric analysis of optimizing behavior with measurement error by Varian, Hal R. [Downloadable! (restricted)]
459-471 Entry and empirical demand and supply analysis for competitive industries by Veloce, William & Zellner, Arnold [Downloadable! (restricted)]
1985, Volume 29, Issue 3 213-227 On the performance of tests by Wu and by Hausman for detecting the ordinary least squares bias problem by Nakamura, Alice & Nakamura, Masao [Downloadable! (restricted)]
229-256 Generalized method of moments specification testing by K. Newey, Whitney [Downloadable! (restricted)]
257-273 Some robust exact results on sample autocorrelations and tests of randomness by Dufour, Jean-Marie & Roy, Roch [Downloadable! (restricted)]
275-287 Efficiency of iterative estimators in the regression model with AR(1) disturbances by Magee, Lonnie [Downloadable! (restricted)]
289-303 Quadratic risk domination of restricted least squares estimators via Stein-ruled auxiliary constraints by Mittelhammer, Ron C. [Downloadable! (restricted)]
305-325 Some heteroskedasticity-consistent covariance matrix estimators with improved finite sample properties by MacKinnon, James G. & White, Halbert [Downloadable! (restricted)]
327-340 Stochastic coefficient regression estimates of the sources of shifts into MMDA deposits using cross-section data by Parke, Darrel W. & Zagardo, Janice [Downloadable! (restricted)]
341-350 The value of imperfect sample separation information in mixtures of normal distributions by Masson, Edwina A. [Downloadable! (restricted)]
1985, Volume 29, Issue 1-2 1-2 Editor's introduction by Van Dijk, Herman K. [Downloadable! (restricted)]
3-18 Posterior moments computed by mixed integration by Van Dijk, Herman K. & Kloek, Teun & Boender, C. Guus E. [Downloadable! (restricted)]
19-46 A 1-1 poly-t random variable generator with application to Monte Carlo integration by Bauwens, Luc & Richard, Jean-Francois [Downloadable! (restricted)]
47-67 Is victimization chronic? a Bayesian analysis of multinomial missing data by Kadane, Joseph B. [Downloadable! (restricted)]
69-95 Bayesian analysis of switching regression models by Lubrano, Michel [Downloadable! (restricted)]
97-119 A bayesian analysis of some threshold switching models by Pole, A. M. & Smith, A. F. M. [Downloadable! (restricted)]
121-148 Likelihood diagnostics and Bayesian analysis of a micro-economic disequilibrium model for retail services by Kooiman, Peter & Van Dijk, Herman K. & Thurik, A. Roy [Downloadable! (restricted)]
149-163 Double- and single-bisection methods for subjective probability assessment in a location-scale family by Garthwaite, Paul H. & Dickey, James M. [Downloadable! (restricted)]
165-172 Some aspects of prior elicitation problems in disequilibrium models by Lubrano, Michel [Downloadable! (restricted)]
173-185 Interval prediction for Pareto and exponential observables by Geisser, Seymour [Downloadable! (restricted)]
187-211 Bayesian regression diagnostics with applications to international consumption and income data by Zellner, Arnold & Moulton, Brent R. [Downloadable! (restricted)]
1985, Volume 28, Issue 3 1985, Volume 28, Issue 2 171-182 A Bayesian non-parametric estimate for multivariate regression by Poli, I. [Downloadable! (restricted)]
183-192 Small-sample properties of dimensionality statistics for fitting VAR models to aggregate economic data : A Monte Carlo study by Nickelsburg, Gerald [Downloadable! (restricted)]
193-203 A note on the equivalence of specification tests in the two-factor multivariate variance components model by Kang, Suk [Downloadable! (restricted)]
205-222 Estimating substitution elasticities with the Fourier cost function : Some Monte Carlo results by Chalfant, James A. & Gallant, A. Ronald [Downloadable! (restricted)]
223-230 The sensitivity of MLE to measurement error by Levine, David [Downloadable! (restricted)]
231-245 A note on autoregressive error components models by Sevestre, P. & Trognon, A. [Downloadable! (restricted)]
247-252 A note on the covariance matrix of the maximum likelihood estimator in constrained multivariate linear regression by Chang, Y. C. [Downloadable! (restricted)]
253-268 Tests on the validity of static equilibrium models by Kulatilaka, Nalin [Downloadable! (restricted)]
1985, Volume 28, Issue 1 1-3 Editor's introduction by Kiefer, Nicholas M. [Downloadable! (restricted)]
5-28 The duration of contract strikes in U.S. manufacturing by Kennan, John [Downloadable! (restricted)]
29-49 Modelling the process of job search by Narendranathan, Wiji & Nickell, Stephen [Downloadable! (restricted)]
51-69 Layoffs and duration dependence in a model of turnover by Burdett, Kenneth & Kiefer, Nicholas M. & Sharma, Sunil [Downloadable! (restricted)]
71-84 State dependency in youth unemployment : A lost generation? by Lynch, Lisa M. [Downloadable! (restricted)]
85-101 Unemployment insurance and the distribution of unemployment spells by Moffitt, Robert [Downloadable! (restricted)]
103-112 Conception intervals and the substitution of fertility over time by Olsen, Randall J. & Farkas, George [Downloadable! (restricted)]
113-126 Simultaneous equations models in applied search theory by Lancaster, Tony [Downloadable! (restricted)]
127-134 Computation in duration models with heterogeneity by Waldman, Donald M. [Downloadable! (restricted)]
135-154 Specification diagnostics based on Laguerre alternatives for econometric models of duration by Kiefer, Nicholas M. [Downloadable! (restricted)]
155-169 Generalised residuals and heterogeneous duration models : With applications to the Weilbull model by Lancaster, Tony [Downloadable! (restricted)]
1985, Volume 27, Issue 3 273-298 Dynamic models of the labor force behavior of married women which can be estimated using limited amounts of past information by Nakamura, Alice & Nakamura, Masao [Downloadable! (restricted)]
299-311 Second-order properties of estimators of serial correlation from regression residuals by Sheehan, Dennis P. [Downloadable! (restricted)]
313-333 Semiparametric analysis of discrete response : Asymptotic properties of the maximum score estimator by Manski, Charles F. [Downloadable! (restricted)]
335-361 The effects of autocorrelation among errors on the consistency property of OLS variance estimator by Sharma, Subhash C. [Downloadable! (restricted)]
363-370 A classical approach to Cox's test for non-nested hypotheses by Dastoor, Naorayex K. [Downloadable! (restricted)]
371-381 Durbin-Watson tests for serial correlation in regressions with missing observations by Dufour, Jean-Marie & Dagenais, Marcel G. [Downloadable! (restricted)]
383-386 A note on the asymptotic relative efficiency of M.L.E. in a linear model with Gamma disturbances by Deprins, D. & Simar, L. [Downloadable! (restricted)]
1985, Volume 27, Issue 2 143-161 Testing the autoregressive parameter with the t statistic by Nankervis, J. C. & Savin, N. E. [Downloadable! (restricted)]
163-178 A point optimal test for heteroscedastic disturbances by Evans, Merran A. & King, Maxwell L. [Downloadable! (restricted)]
179-196 Estimating regression equations with common explanatory variables but unequal numbers of observations by Conniffe, Denis [Downloadable! (restricted)]
197-209 Homogeneity and endogeneity in systems of demand equations by Attfield, Clifford L. F. [Downloadable! (restricted)]
211-219 Global identification of the dynamic shock-error model by Nowak, Eugen [Downloadable! (restricted)]
221-234 Some tests for the constancy of regressions under heteroscedasticity by Tsurumi, Hiroki & Sheflin, Neil [Downloadable! (restricted)]
235-258 The empirical determination of technology and expectations : A simplified procedure by Epstein, Larry G. & Yatchew, Adonis J. [Downloadable! (restricted)]
259-269 A lagrange multiplier interpretation of disturbance estimators with an application to testing for nonlinearity by Harrison, M. J. & Keogh, Gary [Downloadable! (restricted)]
1985, Volume 27, Issue 1 1-20 Preferences of citizens for public expenditures on elementary and secondary education by Lankford, R. Hamilton [Downloadable! (restricted)]
21-37 A point optimal test for autoregressive disturbances by King, Maxwell L. [Downloadable! (restricted)]
39-60 The moments of ols and 2sls when the disturbances are non-normal by Knight, John L. [Downloadable! (restricted)]
61-78 A nonlinear multivariate error components analysis of technology and specific factor productivity growth with an application to the U.S. Airlines by Sickles, Robin C. [Downloadable! (restricted)]
79-97 Serial correlation in latent discrete variable models by Cosslett, Stephen R. & Lee, Lung-Fei [Downloadable! (restricted)]
99-121 Mean estimation bias in least squares estimation of autoregressive processes by Pantula, Sastry G. & Fuller, Wayne A. [Downloadable! (restricted)]
123-130 The behavior of speculative prices and the consistency of economic models by Webb, Robert I. [Downloadable! (restricted)]
131-135 Correcting for truncation bias caused by a latent truncation variable by Bloom, David E. & Killingsworth, Mark R. [Downloadable! (restricted)]
137-138 Erratum by Heckman, James J. & Singer, Burton [Downloadable! (restricted)]
1984, Volume 26, Issue 3 255-270 Errors-in-variables in demand systems by Stapleton, David C. [Downloadable! (restricted)]
271-281 Systematic sampling and temporal aggregation in time series models by Weiss, Andrew A. [Downloadable! (restricted)]
283-293 Linear transformations of vector ARMA processes by Lutkepohl, Helmut [Downloadable! (restricted)]
295-321 Imposing curvature restrictions on flexible functional forms by Gallant, A. Ronald & Golub, Gene H. [Downloadable! (restricted)]
323-353 Model specification testing of time series regressions by Bierens, Herman J. [Downloadable! (restricted)]
355-373 A study of several new and existing tests for heteroscedasticity in the general linear model by Ali, Mukhtar M. & Giaccotto, Carmelo [Downloadable! (restricted)]
375-385 Small sample properties of the mixed regression estimator by Ohtani, Kazuhiro & Honda, Yuzo [Downloadable! (restricted)]
387-398 The exact distribution of exogenous variable coefficient estimators by Phillips, P. C. B. [Downloadable! (restricted)]
1984, Volume 26, Issue 1-2 1-15 The welfare econometrics of peak-load pricing for electricity : Editor's Introduction by Aigner, Dennis J. [Downloadable! (restricted)]
17-34 A comparison of different methodologies in a case study of residential time-of-use electricity pricing : Cost-Benefit Analysis by Caves, Douglas W. & Christensen, Laurits R. & Schoech, Philip E. & Hendricks, Wallace [Downloadable! (restricted)]
35-64 Measuring the consumer welfare effects of time-differentiated electricity prices by Parks, Richard W. & Weitzel, David [Downloadable! (restricted)]
65-82 Estimating the distributional impact of time-of-day pricing of electricity by Howrey, E. Philip & Varian, Hal R. [Downloadable! (restricted)]
83-113 Costs and benefits of peak-load pricing of electricity : A continuous-time econometric approach by Gallant, A. Ronald & Koenker, Roger W. [Downloadable! (restricted)]
115-139 Appliance purchase and usage adaptation to a permanent time-of-day electricity rate schedule by Hausman, Jerry A. & Trimble, John [Downloadable! (restricted)]
141-177 Response to residential time-of-use electricity rates : How transferable are the findings? by Kohler, Daniel F. & Mitchell, Bridger M. [Downloadable! (restricted)]
179-203 Consistency of residential customer response in time-of-use electricity pricing experiments by Caves, Douglas W. & Christensen, Laurits R. & Herriges, Joseph A. [Downloadable! (restricted)]
205-227 Estimation of time-of-use pricing response in the absence of experimental data : An application of the methodology of data transferability by Aigner, Dennis J. & Leamer, Edward E. [Downloadable! (restricted)]
229-252 Large business customer response to time-of-day electricity rates by Park, Rolla Edward & Acton, Jan Paul [Downloadable! (restricted)]
1984, Volume 25, Issue 3 241-262 Convenient specification tests for logit and probit models by Davidson, Russell & MacKinnon, James G. [Downloadable! (restricted)]
263-283 Exact finite sample properties of double k-class estimators in simultaneous equations by Dwivedi, T. D. & Srivastava, V. K. [Downloadable! (restricted)]
285-302 Microeconometric evidence on the neoclassical model of demand by Kiefer, Nicholas M. [Downloadable! (restricted)]
303-325 Least absolute deviations estimation for the censored regression model by Powell, James L. [Downloadable! (restricted)]
327-351 The sampling distributions of the predictor for an autoregressive model under misspecifications by Tanaka, Katsuto & Maekawa, Koichi [Downloadable! (restricted)]
353-364 Properties of technical efficiency estimators in the stochastic frontier model by Waldman, Donald M. [Downloadable! (restricted)]
365-393 Bayesian analysis of dichotomous quantal response models by Zellner, Arnold & Rossi, Peter E. [Downloadable! (restricted)]
1984, Volume 25, Issue 1-2 1-2 Editor's introduction by Judge, George [Downloadable! (restricted)]
3-14 Optimal critical regions for pre-test estimators using a Bayes risk criterion by Roehrig, C.S. [Downloadable! (restricted)]
15-27 Specification pre-test estimator by Gourieroux, C. & Trognon, A. [Downloadable! (restricted)]
29-33 The moments of a pre-test estimator under possible heteroscedasticity by Mandy, D.M. [Downloadable! (restricted)]
35-48 Autocorrelation pre-testing in the linear model: Estimation, testing and prediction by King, M.L. & Giles, D.E.A. [Downloadable! (restricted)]
49-61 The small-sample properties of some preliminary test estimators in a linear model with autocorrelated errors by Griffiths, W.E. & Beesley, P.A.A. [Downloadable! (restricted)]
63-72 The statistical implications of preliminary specification error testing by Morey, M.J. [Downloadable! (restricted)]
73-85 Avoiding model selection by the use of shrinkage techniques by Zaman, A. [Downloadable! (restricted)]
87-108 Bayesian input in Stein estimation and a new minimax empirical Bayes estimator by Berger, J. & Berliner, L.M. [Downloadable! (restricted)]
109-122 The sampling distribution of shrinkage estimators and theirF-ratios in the regression model by Ullah, A. & Carter, R.A.L. & Srivastava, V.K. [Downloadable! (restricted)]
123-131 The exact distribution of the Stein-rule estimator by Phillips, P.C.B. [Downloadable! (restricted)]
133-150 Some improved estimators in the case of possible heteroscedasticity by Yancey, T.A. & Judge, G.G. & Miyazaki, S. [Downloadable! (restricted)]
151-164 Restricted least squares, pre-test, ols and stein rule estimators: Risk comparisons under model misspecification by Mittelhammer, R.C. [Downloadable! (restricted)]
165-177 The non-optimality of the inequality restricted estimator under squared error loss by Judge, G.G. & Yancey, T.A. & Bock, M.E. & Bohrer, R. [Downloadable! (restricted)]
179-190 On the performance of biased estimators in the linear regression model with correlated or heteroscedastic errors by Trenkler, G. [Downloadable! (restricted)]
191-203 Some theoretical results for generalized ridge regression estimators by Fourgeaud, C. & Gourieroux, C. & Pradel, J. [Downloadable! (restricted)]
205-216 The risk of general Stein-like estimators in the presence of multicollinearity by Hill, R.C. & Ziemer, R.F. [Downloadable! (restricted)]
217-234 A simple form for the inverse moments of non-central [chi]2 andF random variables and certain confluent hypergeometric functions by Bock, M.E. & Judge, G.G. & Yancey, T.A. [Downloadable! (restricted)]
235-239 Algorithms for numerical evaluation of Stein-like and limited-translation estimators by Bohrer, R. & Yancey, T.A. [Downloadable! (restricted)]
1984, Volume 24, Issue 3 0 |1 |2 |3 |4 |5 |6 |7 |8 |9 |10 |11 |12 |13 |14 Access
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