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Details about Shin Kanaya

Workplace:Economics Department, University of Essex, (more information at EDIRC)
Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi (Department of Economics and Business Economics), Aarhus Universitet (Aarhus University), (more information at EDIRC)
Institute of Economic Research, Kyoto University, (more information at EDIRC)

Access statistics for papers by Shin Kanaya.

Last updated 2023-08-26. Update your information in the RePEc Author Service.

Short-id: pka651


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Working Papers

2020

  1. Type I and Type II Error Probabilities in the Courtroom
    MPRA Paper, University Library of Munich, Germany Downloads

2019

  1. Demand and Welfare Analysis in Discrete Choice Models with Social Interactions
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University Downloads View citations (3)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2019) Downloads View citations (3)
    Papers, arXiv.org (2019) Downloads View citations (3)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2019) Downloads View citations (3)

2018

  1. Demand and Welfare Analysis in Discrete Choice Models under Social Interactions
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge Downloads View citations (3)

2017

  1. Uniform Convergence of Smoothed Distribution Functions with an Application to Delta Method for the Lorenz Curve
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge Downloads View citations (1)

2016

  1. Convergence rates of sums of a-mixing triangular arrays: with an application to non-parametric drift function estimation of continuous-time processes
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University Downloads View citations (1)
    Also in Discussion Paper Series, Institute of Economic Research, Hitotsubashi University (2016) Downloads

    See also Journal Article in Econometric Theory (2017)
  2. Convergence rates of sums of α-mixing triangular arrays: with an application to non-parametric drift function estimation of continuous-time processes
    KIER Working Papers, Kyoto University, Institute of Economic Research Downloads
    See also Journal Article in Econometric Theory (2017)

2015

  1. Estimation of stochastic volatility models by nonparametric filtering
    CeMMAP working papers, Institute for Fiscal Studies Downloads
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2015) Downloads View citations (3)
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University (2010) Downloads View citations (17)

    See also Journal Article in Econometric Theory (2016)
  2. Uniform Convergence Rates of Kernel-Based Nonparametric Estimators for Continuous Time Diffusion Processes: A Damping Function Approach
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University Downloads View citations (10)
    See also Journal Article in Econometric Theory (2017)

2014

  1. Are University Admissions Academically Fair?
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University Downloads
    Also in Economics Series Working Papers, University of Oxford, Department of Economics (2012) Downloads View citations (5)

    See also Journal Article in The Review of Economics and Statistics (2017)

2013

  1. Estimating the Impact of Means-tested Subsidies under Treatment Externalities with Application to Anti-Malarial Bednets
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (8)
    Also in CREATES Research Papers, Department of Economics and Business Economics, Aarhus University (2013) Downloads View citations (8)
    Economics Series Working Papers, University of Oxford, Department of Economics (2013) Downloads View citations (8)
  2. Uniform Consistency for Nonparametric Estimators in Null Recurrent Time Series
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University Downloads View citations (6)
    See also Journal Article in Econometric Theory (2015)

2011

  1. Large Deviations of Realized Volatility
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads View citations (1)
    See also Journal Article in Stochastic Processes and their Applications (2012)

Journal Articles

2017

  1. Are University Admissions Academically Fair?
    The Review of Economics and Statistics, 2017, 99, (3), 449-464 Downloads View citations (4)
    See also Working Paper (2014)
  2. CONVERGENCE RATES OF SUMS OF α-MIXING TRIANGULAR ARRAYS: WITH AN APPLICATION TO NONPARAMETRIC DRIFT FUNCTION ESTIMATION OF CONTINUOUS-TIME PROCESSES
    Econometric Theory, 2017, 33, (5), 1121-1153 Downloads View citations (3)
    See also Working Paper (2016)
    Working Paper (2016)
  3. UNIFORM CONVERGENCE RATES OF KERNEL-BASED NONPARAMETRIC ESTIMATORS FOR CONTINUOUS TIME DIFFUSION PROCESSES: A DAMPING FUNCTION APPROACH
    Econometric Theory, 2017, 33, (4), 874-914 Downloads View citations (3)
    See also Working Paper (2015)

2016

  1. ESTIMATION OF STOCHASTIC VOLATILITY MODELS BY NONPARAMETRIC FILTERING
    Econometric Theory, 2016, 32, (4), 861-916 Downloads View citations (15)
    See also Working Paper (2015)

2015

  1. UNIFORM CONSISTENCY FOR NONPARAMETRIC ESTIMATORS IN NULL RECURRENT TIME SERIES
    Econometric Theory, 2015, 31, (5), 911-952 Downloads View citations (8)
    See also Working Paper (2013)

2012

  1. Large deviations of realized volatility
    Stochastic Processes and their Applications, 2012, 122, (2), 546-581 Downloads View citations (7)
    See also Working Paper (2011)
 
Page updated 2023-09-29