/Confidence_Bands

This repository contains a Matlab suite to implement the sup-t band and other popular simultaneous confidence bands in the environment described in the paper "Simultaneous Confidence Bands: Theory, Implementation, and an Application to SVARs", by Jose Luis Montiel Olea and Mikkel Plagborg-Møller; Journal of Applied Econometrics, 2018.

Primary LanguageMATLABBSD 3-Clause "New" or "Revised" LicenseBSD-3-Clause

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