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st: bssize

From   Scott Cunningham <>
Subject   st: bssize
Date   Thu, 26 Oct 2006 10:03:27 -0400

I'm trying to determine how many replications to use with -bsqreg- and am looking over -bssize-. This 3-step process is going to take a long time if I have to first estimate the model using over 1000 replications, let alone use the additional two-steps. Do many of you suggest this 3-step approach of Andrews and Bunchinsky's 2000 Econometrica article, though? *
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