Econometrica

Journal Of The Econometric Society

An International Society for the Advancement of Economic
Theory in its Relation to Statistics and Mathematics

Edited by: Guido W. Imbens • Print ISSN: 0012-9682 • Online ISSN: 1468-0262

Econometrica - Volume 41

Issue 1

Unpublished Memoranda

p. 185-186

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Unpublished Research Memoranda

p. 185-185

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Risk Independence and Multiattributed Utility Functions

Ralph L. Keeney
p. 27-34

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The Risk Independence Axiom

Robert A. Pollak
p. 35-39

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The Exact Finite Sample Distribution of a Nonconsistent Structural Variance Estimator

D. H. Richardson, R. L. Basmann
p. 41-58

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An Analysis of the Properties of the Exact Finite Sample Distribution of a Nonconsistent GCL Structural Variance Estimator

Donald H. Ebbeler, James B. McDonald
p. 59-65

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Approximations to the Distribution Functions of the Ordinary Least-Squares and Two-Stage Least-Squares Estimators in the Case of Two Included Endogenous Variables

Roberto S. Mariano
p. 67-77

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The "Saddlepoint Property" and the Structure of Dynamic Heterogeneous Capital Good Models

A. Rodney Dobell, Christopher Caton, Edwin Burmeister, Stephen Ross
p. 79-95

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A Stochastic Model of Discrimination in the Labor Market

John E. Rolph, Stephen J. Carroll
p. 97-108

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Back Matter

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Front Matter

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Volume Information

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A Mixture-Set Axiomatization of Conditional Subjective Expected Utility

Peter C. Fishburn
p. 1-25

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Multiperiod Predictions from Stochastic Difference Equations by Bayesian Methods

Gregory C. Chow
p. 109-118

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Restricted and Unrestricted Reduced Forms: Asymptotic Distribution and Relative Efficiency

Phoebus J. Dhrymes
p. 119-134

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A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices

Peter K. Clark
p. 135-155

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Notes and Comments: Comments on: "A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices," by Peter K. Clark

Benoit B. Mandelbrot
p. 157-159

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Notes and Comments: The Asymptotic Distribution of Dynamic Multipliers

Peter Schmidt
p. 161-164

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Notes and Comments: On the Difference Between Conditional and Unconditional Asymptotic Distributions of Estimates in Distributed Lag Models with Integer-Valued Parameters

Peter Schmidt
p. 165-169

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Notes and Comments: Estimation of Standard Errors of the Characteristic Roots of a Dynamic Econometric Model

J. Kmenta, W. Oberhofer
p. 171-177

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Notes and Comments: Externalities and the Core

David A. Starrett
p. 179-183

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Accepted Manuscripts

p. 184-184

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Issue 2

Back Matter

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Front Matter

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Ordinal Preference and Rational Choice

Hans G. Herzberger
p. 187-237

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Experience and Productivity in the Israel Diamond Industry

David Levhari, Eytan Sheshinski
p. 239-253

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Errors in Variables and Serially Correlated Disturbances in Distributed Lag Models

D. M. Grether, G. S. Maddala
p. 255-262

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Technology Diffusion, Substitution, and X-Efficiency

T. Y. Shen
p. 263-284

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On a Class of Equilibrium Conditions for Majority Rule

Gerald H. Kramer
p. 285-297

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Multiple Equation Systems with Stationary Errors

E. J. Hannan, R. D. Terrell
p. 299-320

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Consumer Choice, Portfolio Decisions, and Transaction Costs

Edward Zabel
p. 321-335

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Multicollinearity and the Mean Square Error of Alternative Estimators

Martin S. Feldstein
p. 337-346

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Determination of Consumer Unit Scales

A. L. Nagar, Balvir Singh
p. 347-355

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Small Sample and Asymptotic Relations Between Maximum Likelihood and Three Stage Least Squares Estimators

Phoebus J. Dhrymes
p. 357-364

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Notes and Comments: Comment on R. P. Byron's "The Restricted Aitken Estimation of Sets of Demand Relations"

J. H. Kagel, R. C. Battalio, R. L. Basmann
p. 365-370

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Notes and Comments: Comment on R. P. Byron's "The Restricted Aitken Estimation of Sets of Demand Relations": Reply to Basmann, Battalio, and Kagel

R. P. Byron
p. 371-374

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Notes and Comments: Information Lost in Aggregation: A Bayesian Approach -- A Further Note

H. H. Kelejian
p. 375-375

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Announcements

p. 376-376

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Officers and New Council Members, 1973

p. 376-376

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New Fellows

p. 377-379

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Accepted Manuscripts

p. 380-380

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Unpublished Memoranda

p. 381-381

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Unpublished Research Memoranda

p. 381-381

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Issue 3

Back Matter

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Front Matter

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Markets for an Exchange Economy with Individual Risks

E. Malinvaud
p. 383-410

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Revealed Preference--A Proof of Houthakker's Theorem

Bernt P. Stigum
p. 411-423

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Edgeworth's Conjecture

Truman F. Bewley
p. 425-454

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Risk Aversion and Demand Functions

Robert Deschamps
p. 455-465

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Oligopoly in Markets with a Continuum of Traders

Benyamin Shitovitz
p. 467-501

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The Sampling Distribution of the Liviatan Estimator of the Geometric Distributed Lag Parameter

John L. Scadding
p. 503-508

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Autonomous Control of the Economic System

Bela Martos, Janos Kornai
p. 509-528

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Optimal Policies for Economic Stabilization

Robert S. Pindyck
p. 529-560

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Notes and Comments: Public Goods and Income Distribution: Some Further Results

Shlomo Maital
p. 561-568

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Notes and Comments: Irreducibility in the von Neumann Model

Stephen M. Robinson
p. 569-573

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Notes and Comments: Note on Coefficient Restrictions in Estimating Sets of Demand Relations

Roger J. Bowden
p. 575-579

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Notes and Comments: A Note Concerning Asymptotic Covariance Expressions

B. T. McCallum
p. 581-583

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Accepted Manuscripts

p. 585-585

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News Notes

p. 585-585

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Unpublished Memoranda

p. 586-586

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Unpublished Research Memoranda

p. 586-586

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Issue 4

Back Matter

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Front Matter

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Manipulation of Voting Schemes: A General Result

Allan Gibbard
p. 587-601

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Transitive Binary Social Choices and Intraprofile Conditions

Peter C. Fishburn
p. 603-615

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Incentives in Teams

Theodore Groves
p. 617-631

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An Econometric Analysis of Fertility in Sweden, 1870-1965

Maurice Wilkinson
p. 633-642

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Choice of Response Functional Form in Designing Subsidy Experiments

John Conlisk
p. 643-656

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Generalized Costs of Adjustment and Dynamic Factor Demand Theory

Dale T. Mortensen
p. 657-665

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Neo-Classical Technology Sets and Properties of Production Possibility Sets

Yoshihiko Otani
p. 667-682

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Distributions of Estimates of Coefficients of a Single Equation in a Simultaneous System and Their Asymptotic Expansions

T. W. Anderson, Takamitsu Sawa
p. 683-714

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Approximations to the Distribution Functions of Theil's k-Class Estimators

Roberto S. Mariano
p. 715-721

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Generalized Least Squares with an Estimated Autocovariance Matrix

Takeshi Amemiya
p. 723-732

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Alternative Tests of Independence between Stochastic Regressors and Disturbances

e-Min Wu
p. 733-750

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Linear Regression with Error in the Deflating Variable

M. C. Casson
p. 751-759

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Tests for Serial Correlation in Regression Models with Lagged Dependent Variables and Serially Correlated Errors

A. S. Rao, G. S. Maddala
p. 761-774

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A Distributed Lag Estimator Derived from Smoothness Priors

Robert J. Shiller
p. 775-788

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1975 World Congress of the Econometric Society: Announcement and Call for Papers

p. 789-792

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Congres Europeen de la Societe d'Econometrie

p. 789-789

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European Meeting of the Econometric Society

p. 789-789

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Accepted Manuscripts

p. 792-792

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News Note

p. 792-793

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Unpublished Memoranda

p. 794-795

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Unpublished Research Memoranda

p. 794-794

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Erratum: Multiperiod Predictions from Stochastic Difference Equations by Bayesian Methods

Gregory C. Chow
p. 796-796

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Issue 5

Back Matter

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Front Matter

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Stabilization of the Canadian Dollar: 1952-1960

John E. Pippinger, Llad Phillips
p. 797-815

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On the Uniqueness of Competitive Equilibrium: Part I, Unbounded Demand

I. F. Pearce, J. Wise
p. 817-828

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Non-Price Rationing of Intermediate Goods in Centrally Planned Economies

Michael Manove
p. 829-852

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The Elasticity of Labor Supply to the Individual Firm

Phillip Nelson
p. 853-866

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An Intertemporal Capital Asset Pricing Model

Robert C. Merton
p. 867-887

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Conditions for the Existence of Cycles under Majority and Non-Minority Rules

Kit Fine
p. 889-899

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Semiorders and the Theory of Choice

Dean T. Jamison, Lawrence J. Lau
p. 901-912

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Nice Demand Functions

Trout Rader
p. 913-935

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Toward an Econometric Accommodation of the Capital-Intensity-Perversity Phenomenon

Murray Brown
p. 937-954

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Combining Microsimulation and Regression: A "Prepared" Regression of Poverty Incidence on Unemployment and Growth

Barbara R. Bergmann
p. 955-963

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A Price Schedules Decomposition Algorithm for Linear Programming Problems

Peter Jennergren
p. 965-980

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Notes and Comments: Concavity of Production Functions and Non-Increasing Returns to Scale

James W. Friedman
p. 981-984

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Notes and Comments: Errors in the Variables Bias in the Presence of Correctly Measured Variables

Maurice D. Levi
p. 985-986

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Notes and Comments: Independence of Irrelevant Alternatives

Paramesh Ray
p. 987-991

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Accepted Manuscripts

p. 992-992

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Unpublished Memoranda

p. 993-995

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Unpublished Research Memoranda

p. 993-993

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Erratum: Multiple Equation Systems with Stationary Errors

E. J. Hannan, R. D. Terrell
p. 996-996

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Issue 6

Back Matter

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Front Matter

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Divisia Index Numbers

Charles R. Hulten
p. 1017-1025

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Aggregation of Preferences with Variable Electorate

John H. Smith
p. 1027-1041

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The Stability of Models of Money and Growth with Perfect Foresight

Neil Wallace, Thomas J. Sargent
p. 1043-1048

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Competitive Equilibrium in a Game

Edmond Baudier
p. 1049-1068

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The Theory of Parametric Identification

Roger Bowden
p. 1069-1074

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Path Independence, Rationality, and Social Choice

Charles R. Plott
p. 1075-1091

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Minimax Regret Significance Points for a Preliminary Test in Regression Analysis

Takamitsu Sawa, Takeshi Hiromatsu
p. 1093-1101

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Temporary General Equilibrium in a Sequential Trading Model with Spot and Futures Transactions

Jerry R. Green
p. 1103-1123

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Systems k-Class Estimators

N. E. Savin
p. 1125-1136

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Un Systeme Complet de Fonctions de Demande: Les Equations de Fourgeaud et Nataf

Ph. Nasse
p. 1137-1158

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Existence of Approximate Equilibria and Cores

David Schmeidler, Shmuel Zamir, Werner Hildenbrand
p. 1159-1166

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A Nonlinear Input-Output Model of a Multisectored Economy

I. W. Sandberg
p. 1167-1182

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Summation Social Choice Functions

Peter C. Fishburn
p. 1183-1196

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Notes and Comments: A Theorem on Shadow Prices

S. N. Afriat
p. 1197-1199

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Notes and Comments: Let's Block "Block"

Lloyd S. Shapley
p. 1201-1202

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Notes and Comments: Wallace's Weak Mean Square Error Criterion for Testing Linear Restrictions in Regression: A Tighter Bound

G. G. Judge, M. E. Bock, T. A. Yancey
p. 1203-1206

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Computer Algorithm: A Computer Program for Dynamic Multipliers

C. K. Liew
p. 1207-1207

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Coordinating Committee

p. 1209-1210

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Call for Papers for the North American Meeting of the Econometric Society

p. 1209-1209

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Accepted Manuscripts

p. 1210-1211

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News Notes

p. 1211-1212

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Unpublished Memoranda

p. 1213-1214

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Unpublished Research Memoranda

p. 1213-1213

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Regression Analysis when the Dependent Variable Is Truncated Normal

Takeshi Amemiya
p. 997-1016

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