Details about Shin Kanaya

Access statistics for papers by Shin Kanaya.

Last updated 2024-11-07. Update your information in the RePEc Author Service.

Short-id: pka651

Working Papers

2024

1. Demand and Welfare Analysis in Discrete Choice Models with Social Interactions
   Papers, arXiv.org View citations (4)
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2019) View citations (4)
   CREATES Research Papers, Department of Economics and Business Economics, Aarhus University (2019) View citations (4)
   NBER Working Papers, National Bureau of Economic Research, Inc (2019) View citations (4)
   See also Journal Article Demand and Welfare Analysis in Discrete Choice Models with Social Interactions, The Review of Economic Studies, Review of Economic Studies Ltd (2024) (2024)

2020

2. Type I and Type II Error Probabilities in the Courtroom
   MPRA Paper, University Library of Munich, Germany View citations (1)

2018

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

2017

4. 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 View citations (1)

2016

5. 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 View citations (1)
   Also in Discussion Paper Series, Institute of Economic Research, Hitotsubashi University (2016)
   See also Journal Article CONVERGENCE RATES OF SUMS OF α-MIXING TRIANGULAR ARRAYS: WITH AN APPLICATION TO NONPARAMETRIC DRIFT FUNCTION ESTIMATION OF CONTINUOUS-TIME PROCESSES, Econometric Theory, Cambridge University Press (2017) View citations (3) (2017)
6. 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
   See also Journal Article CONVERGENCE RATES OF SUMS OF α-MIXING TRIANGULAR ARRAYS: WITH AN APPLICATION TO NONPARAMETRIC DRIFT FUNCTION ESTIMATION OF CONTINUOUS-TIME PROCESSES, Econometric Theory, Cambridge University Press (2017) View citations (3) (2017)

2015

7. Estimation of stochastic volatility models by nonparametric filtering
   CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (3)
   Also in CeMMAP working papers, Institute for Fiscal Studies (2015)
   CREATES Research Papers, Department of Economics and Business Economics, Aarhus University (2010) View citations (17)
   See also Journal Article ESTIMATION OF STOCHASTIC VOLATILITY MODELS BY NONPARAMETRIC FILTERING, Econometric Theory, Cambridge University Press (2016) View citations (21) (2016)
8. 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 View citations (10)
   See also Journal Article UNIFORM CONVERGENCE RATES OF KERNEL-BASED NONPARAMETRIC ESTIMATORS FOR CONTINUOUS TIME DIFFUSION PROCESSES: A DAMPING FUNCTION APPROACH, Econometric Theory, Cambridge University Press (2017) View citations (3) (2017)

2014

9. Are University Admissions Academically Fair?
   CREATES Research Papers, Department of Economics and Business Economics, Aarhus University
   Also in Economics Series Working Papers, University of Oxford, Department of Economics (2012) View citations (5)
   See also Journal Article Are University Admissions Academically Fair?, The Review of Economics and Statistics, MIT Press (2017) View citations (4) (2017)

2013

10. 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 View citations (8)
    Also in CREATES Research Papers, Department of Economics and Business Economics, Aarhus University (2013) View citations (8)
    Economics Series Working Papers, University of Oxford, Department of Economics (2013) View citations (8)
11. Uniform Consistency for Nonparametric Estimators in Null Recurrent Time Series
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University View citations (6)
    See also Journal Article UNIFORM CONSISTENCY FOR NONPARAMETRIC ESTIMATORS IN NULL RECURRENT TIME SERIES, Econometric Theory, Cambridge University Press (2015) View citations (10) (2015)

2011

12. Large Deviations of Realized Volatility
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (1)
    See also Journal Article Large deviations of realized volatility, Stochastic Processes and their Applications, Elsevier (2012) View citations (7) (2012)

Journal Articles

2024

1. Demand and Welfare Analysis in Discrete Choice Models with Social Interactions
   The Review of Economic Studies, 2024, 91, (2), 748-784
   See also Working Paper Demand and Welfare Analysis in Discrete Choice Models with Social Interactions, Papers (2024) View citations (4) (2024)

2017

2. Are University Admissions Academically Fair?
   The Review of Economics and Statistics, 2017, 99, (3), 449-464 View citations (4)
   See also Working Paper Are University Admissions Academically Fair?, CREATES Research Papers (2014) (2014)
3. 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 View citations (3)
   See also Working Paper 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 (2016) View citations (1) (2016)
   Working Paper 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 (2016) (2016)
4. UNIFORM CONVERGENCE RATES OF KERNEL-BASED NONPARAMETRIC ESTIMATORS FOR CONTINUOUS TIME DIFFUSION PROCESSES: A DAMPING FUNCTION APPROACH
   Econometric Theory, 2017, 33, (4), 874-914 View citations (3)
   See also Working Paper Uniform Convergence Rates of Kernel-Based Nonparametric Estimators for Continuous Time Diffusion Processes: A Damping Function Approach, CREATES Research Papers (2015) View citations (10) (2015)

2016

5. ESTIMATION OF STOCHASTIC VOLATILITY MODELS BY NONPARAMETRIC FILTERING
   Econometric Theory, 2016, 32, (4), 861-916 View citations (21)
   See also Working Paper Estimation of stochastic volatility models by nonparametric filtering, CeMMAP working papers (2015) View citations (3) (2015)

2015

6. UNIFORM CONSISTENCY FOR NONPARAMETRIC ESTIMATORS IN NULL RECURRENT TIME SERIES
   Econometric Theory, 2015, 31, (5), 911-952 View citations (10)
   See also Working Paper Uniform Consistency for Nonparametric Estimators in Null Recurrent Time Series, CREATES Research Papers (2013) View citations (6) (2013)

2012

7. Large deviations of realized volatility
   Stochastic Processes and their Applications, 2012, 122, (2), 546-581 View citations (7)
   See also Working Paper Large Deviations of Realized Volatility, Cowles Foundation Discussion Papers (2011) View citations (1) (2011)