{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,10,15]],"date-time":"2026-10-15T14:11:36Z","timestamp":1792073496948,"version":"4.4.0"},"reference-count":45,"publisher":"Wiley","issue":"1","license":[{"start":{"date-parts":[[2018,10,9]],"date-time":"2018-10-09T00:00:00Z","timestamp":1539043200000},"content-version":"vor","delay-in-days":0,"URL":"http:\/\/onlinelibrary.wiley.com\/termsAndConditions#vor"}],"content-domain":{"domain":["onlinelibrary.wiley.com"],"crossmark-restriction":true},"short-container-title":["J of Applied Econometrics"],"published-print":{"date-parts":[[2019,1]]},"abstract":"<jats:title>Summary<\/jats:title>\n                  <jats:p>\n                    Simultaneous confidence bands are versatile tools for visualizing estimation uncertainty for parameter vectors, such as impulse response functions. In linear models, it is known that that the sup\u2010t confidence band is narrower than commonly used alternatives\u2014for example, Bonferroni and projection bands. We show that the same ranking applies\n                    <jats:italic>asymptotically<\/jats:italic>\n                    even in general nonlinear models, such as vector autoregressions (VARs). Moreover, we provide further justification for the sup\u2010t band by showing that it is the optimal default choice when the researcher does not know the audience's preferences. Complementing existing plug\u2010in and bootstrap implementations, we propose a computationally convenient Bayesian sup\u2010t band with exact finite\u2010sample simultaneous credibility. In an application to structural VAR impulse response function estimation, the sup\u2010t band\u2014which has been surprisingly overlooked in this setting\u2014is at least 35% narrower than other off\u2010the\u2010shelf simultaneous bands.\n                  <\/jats:p>","DOI":"10.1002\/jae.2656","type":"journal-article","created":{"date-parts":[[2018,9,6]],"date-time":"2018-09-06T11:12:06Z","timestamp":1536232326000},"page":"1-17","update-policy":"https:\/\/doi.org\/10.1002\/crossmark_policy","source":"Crossref","is-referenced-by-count":134,"title":["Simultaneous confidence bands: Theory, implementation, and an application to SVARs"],"prefix":"10.1002","volume":"34","author":[{"given":"Jos\u00e9 Luis","family":"Montiel Olea","sequence":"first","affiliation":[{"name":"Department of Economics Columbia University New York New York"}],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"Mikkel","family":"Plagborg\u2010M\u00f8ller","sequence":"additional","affiliation":[{"name":"Department of Economics Princeton University Princeton New Jersey"}],"role":[{"vocabulary":"crossref","role":"author"}]}],"member":"311","published-online":{"date-parts":[[2018,10,9]]},"reference":[{"key":"e_1_2_9_2_1","unstructured":"Alt F. 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