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Re: st: bssize

From   Scott Cunningham <>
Subject   Re: st: bssize
Date   Mon, 30 Oct 2006 07:55:37 -0500

On Oct 26, 2006, at 10:47 AM, Brian P. Poi wrote:

On Thu, 26 Oct 2006, Scott Cunningham wrote:

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?*

Thanks for this response.  This was very thorough and very helpful.


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