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I learned a similar technique (actually several techniques) from a friend of mine who is a child psychologist but she helped me tremendously back in the late 1990's. I had suffered with agoraphobia since I was 19 years old (going away to college was traumatic for me since my parents and I were very close). By the time I was in my 40's and still suffering quite a bit of the time, I'd finally had enough. I sought out help from this friend (a woman psychologist) after she came highly recommended. She was wonderful and I owe her for helping get my life back on track.
This is good information, too, and if you're having anxiety problems it will be worth your while to read it and listen to the vid.