Gaskell and Sparke (1986) showed that one can determine the sizes of BLRs more accurately that the mean sampling interval by cross-correlating the continuum flux time series with a line flux time series. The position of the peak in the cross-correlation function (CCF) and its shape give an indication of the BLR size. The technique is explained in detail in Gaskell and Peterson (1987). The widely propagated misunderstanding is that the method involves simply interpolating both time series and cross-correlating them (in which case the CCF is dominated by the cross-correlations of “made-up” data). Actually the method involves cross correlating the observed points in one time series (continuum, say) with the linear interpolations of the other series (line flux). The line flux time series must always be smoother than the continuum time series it is derived from. We have usually employed the method with the interpolation done both ways round and averaged them (to reduce errors due to the interpolation) and we can intercompare the two results (to investigate errors).