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[I posted this because Malcolm provides a more specific reference than  
Michael P. did (includes page number and part). --RBE] 
 
Veblen uses the word "neoclassical" in the 3rd part of his 
"Preconceptions of Economic Science" QJE, vol 14, 1900 (feb), p. 261.  
This may well not be the only ref, but it is the first one I came up with. 
 
Malcolm Rutherford 
 
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