Shin Kanaya

Shin Kanaya is a senior lecturer at the Department of Economics, University of Essex. He earned a BA and an MA in economics from the University of Tokyo, and a PhD in economics from the University of Wisconsin-Madison in 2008. Previously, he was a Postdoctoral Research Fellow at the University of Oxford (the Department of Economics, Nuffield College, and the Oxford-Man Institute of Quantitative Finance) and an assistant/associate professor at the Department of Economics and Business Economics, Aarhus University and CREATES for 2012-2019.

His primary research is on econometric theory with emphasis on nonparametric testing and estimation problems of economic and financial/time-series models. Recently, he is also working on microeconometrics, developing new semi/non parametric estimators for projects relating to "social interaction" and "crime and justice."

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Taylor, L. N. & Kanaya, S. (2020). Type I and Type II Error Probabilities in the Courtroom.

Bhattacharya, D., Dupas, P. & Kanaya, S. (2019). Demand and Welfare Analysis in Discrete Choice Models with Social Interactions. Institut for Økonomi, Aarhus Universitet. CREATES Research Paper No. 2019-09

Bhattacharya, D., Kanaya, S. & Stevens, M. (2017). Are University Admissions Academically Fair? Review of Economics and Statistics, 99(3), 449-464. https://doi.org/10.1162/REST_a_00618

Kanaya, S. (2017). Convergence rates of sums of α-mixing triangular arrays: with an application to nonparametric drift function estimation of continuous-time processes. Econometric Theory, 33(5), 1121-1153. Advance online publication. https://doi.org/10.1017/S0266466616000323

Kanaya, S. (2017). Uniform Convergence Rates of Kernel-Based Nonparametric Estimators for Continuous Time Diffusion Processes: A Damping Function Approach. Econometric Theory, 33(4), 874–914. https://doi.org/10.1017/S0266466616000219

Kanaya, S. & Kristensen, D. (2016). Estimation of Stochastic Volatility Models by Nonparametric Filtering. Econometric Theory, 32(4), 861-916. Advance online publication. https://doi.org/10.1017/S0266466615000079

Gao, J., Kanaya, S., Li, D. & Tjøstheim, D. (2015). Uniform Consistency for Nonparametric Estimators in Null Recurrent Time Series. Econometric Theory, 31(5), 911-952. https://doi.org/10.1017/S0266466614000577

Bhattacharya, D., Dupas, P. & Kanaya, S. (2013). Estimating the Impact of Means-tested Subsidies under Treatment Externalities with Application to Anti-Malarial Bednets. Institut for Økonomi, Aarhus Universitet. CREATES Research Paper No. 2013-6

Kanaya, S. & Otsu, T. (2012). Large deviations for realized volatility. Stochastic Processes and Their Applications, 122(2), 546-581. https://doi.org/10.1016/j.spa.2011.09.002