JP

Faculty

Shin Kanaya
Shin Kanaya
Field
Econometric Theory, Time Series Analysis, Microeconometrics
Degree
PhD in Economics, University of Wisconsin-Madison
CV
Other affiliations

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

1.

Shin Kanaya & Luke Taylor (2020) Type I and type II error probabilities in the courtroom, Discussion paper.

2.

Debopam Bhattacharya, Pascaline Dupas & Shin Kanaya (2019) Demand and welfare analysis in discrete choice models with social interactions, Discussion paper.

3.

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.

4.

Shin Kanaya & Dennis Kristensen (2016) Estimation of stochastic volatility models by nonparametric filtering, Econometric Theory 32, pp. 861-916.

5.

Shin Kanaya & Taisuke Otsu (2012) Large deviations for realized volatility, Stochastic Processes and their Applications 122, pp. 546-581.

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