  We describe a model-independent method of assessing the uncertainties in
cross-correlation lags determined from AGN light curves, and use this method to
investigate the reality of lags between UV and optical continuum variations in
well-studied AGNs. Our results confirm the existence of such lags in NGC 7469.
We find that the continuum variations at 1825 A, 4845 A, and 6962 A follow
those at 1315A by 0.22^{+0.12}_{-0.13} days, 1.25^{+0.48}_{-0.35} days, and
1.84^{+0.93}_{-0.94} days, respectively, based on the centroids of the
cross-correlation functions; the error intervals quoted correspond to 68%
confidence levels, and each of these lags is greater than zero at no less than
97% confidence. We do not find statistically significant interband continuum
lags in NGC 5548, NGC 3783, or Fairall 9. Wavelength-dependent continuum lags
may be marginally detected in the case of NGC 4151. However, on the basis of
theoretical considerations, wavelength-dependent continuum lags in sources
other than NGC 7469 are not expected to have been detectable in previous
experiments. We also confirm the existence of a statistically significant lag
between X-ray and UV continuum variations in the blazar PKS 2155-304.
