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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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