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鈥揗adison, (2008)
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M.S., Economics University of Wisconsin鈥揗adison,
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M.A., Economics University of Tokyo,
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B.A., Economics University of Tokyo,
Appointments
糖心Vlog
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Senior Lecturer, Department of Economics, 糖心Vlog (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). . The Review of Economic Studies. 91 (2), 748-784
Bhattacharya, D., Kanaya, S. and Stevens, M., (2017). . The Review of Economics and Statistics. 99 (3), 449-464
Kanaya, S., (2017). Convergence rates of sums of 伪-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). . Econometric Theory. 32 (4), 861-916
Gao, J., Kanaya, S., Li, D. and Tj酶stheim, 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
