Simultaneous confidence bands: Theory, implementation, and an application to SVARs

Mathematics

• Confidence Band 100%
• Vector Autoregression 66%
• Impulse Response Function 66%
• Linear Models 33%
• Bootstrapping 33%
• Bayesian 33%
• Parameter Vector 33%
• Nonlinear Model 33%

Keyphrases

• Audience Preferences 50%
• Projection Band 50%
• Default Choice 50%
• Bonferroni 50%
• Optimal Defaults 50%
• Simultaneous Bands 50%

Computer Science

• Impulse Response Function 100%
• Uncertainty Estimation 50%