Senior Lecturer, Department of Economics, University of Essex
International Fellow, CREATES (Center for Research in Econometric Analysis of Time Series), University of Aarhus
About my research
Kanaya’s primary research is on econometric theory with focus on nonparametric testing and estimation problems of economic and financial/time-series models. He has also been working on microeconometrics, developing new semi/non parametric methodologies for projects relating to “social interaction” and “crime and justice.”
Selected publications
Shin Kanaya & Luke Taylor (2020) Type I and type II error probabilities in the courtroom, Discussion paper.
Debopam Bhattacharya, Pascaline Dupas & Shin Kanaya (2023) Demand and welfare analysis in discrete choice models with social interactions, forthcoming in The Review of Economic Studies.
Shin Kanaya (2017) Uniform convergence rates of kernel-based nonparametric estimators for continuous time diffusion processes: A damping function approach, Econometric Theory 33, pp. 874-914.
Shin Kanaya & Dennis Kristensen (2016) Estimation of stochastic volatility models by nonparametric filtering, Econometric Theory 32, pp. 861-916.
Shin Kanaya & Taisuke Otsu (2012) Large deviations for realized volatility, Stochastic Processes and their Applications 122, pp. 546-581.