st: bssize

[Scott Cunningham <scunning@gmail.com>]

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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