This paper provides a method to construct simultaneous confidence bands for quantile and quantile effect functions for … and does not depend on the sampling schemes. It is based upon projection of simultaneous confidence bands for distribution … rendering standard inference methods invalid for obtaining uniform confidence bands for quantile and quantile effects functions. …

This paper provides a method to construct simultaneous confidence bands for quantile and quantile effect functions for … and does not depend on the sampling schemes. It is based upon projection of simultaneous confidence bands for distribution … rendering standard inference methods invalid for obtaining uniform confidence bands for quantile and quantile effects functions. …

This paper provides a method to construct simultaneous confidence bands for quantile and quantile effect functions for … and does not depend on the sampling schemes. It is based upon projection of simultaneous confidence bands for distribution … rendering standard inference methods invalid for obtaining uniform confidence bands for quantile and quantile effects functions. …

bootstrap, allowing the construction of asymptotically valid joint confidence sets for any subset of structural impulse … represent the joint confidence sets in the form of "shotgun plots" rather than joint confidence bands for impulse response … functions. Several empirical examples demonstrate that this approach not only conveys the same information as confidence bands …