Dr Shin Kanaya
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Email
shin.kanaya@essex.ac.uk -
Location
5B.205, Colchester Campus
Profile
Qualifications
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Ph.D., Economics University of Wisconsin–Madison, (2008)
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M.S., Economics University of Wisconsin–Madison,
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M.A., Economics University of Tokyo,
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B.A., Economics University of Tokyo,
Appointments
University of Essex
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Senior Lecturer, Department of Economics, University of Essex (1/12/2019 - present)
Teaching and supervision
Current teaching responsibilities
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Microeconometrics (EC964)
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Time Series Econometrics (EC965)
Publications
Journal articles (7)
Kanaya, S., Bhattacharya, D. and Dupas, P., (2023). Demand and Welfare Analysis in Discrete Choice Models with Social Interactions. The Review of Economic Studies. 91 (2), 748-784
Bhattacharya, D., Kanaya, S. and Stevens, M., (2017). Are University Admissions Academically Fair?. The Review of Economics and Statistics. 99 (3), 449-464
Kanaya, S., (2017). Convergence rates of sums of α-mixing triangular arrays: with an application to non-parametric drift function estimation of continuous-time processes. Econometric Theory. 33 (5), 1121-1153
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
Kanaya, S. and Kristensen, D., (2016). Estimation of stochastic volatility models by nonparametric filtering. Econometric Theory. 32 (4), 861-916
Gao, J., Kanaya, S., Li, D. and Tjøstheim, D., (2015). Uniform consistency for nonparametric estimators in null recurrent time series. Econometric Theory. 31 (5), 911-952
Kanaya, S. and Otsu, T., (2012). Large deviations of realized volatility. Stochastic Processes and their Applications. 122 (2), 546-581
