Dr Shin Kanaya

Senior Lecturer
Department of Economics
Dr Shin Kanaya



  • Ph.D., Economics University of Wisconsin–Madison, (2008)

  • M.S., Economics University of Wisconsin–Madison,

  • M.A., Economics University of Tokyo,

  • B.A., Economics University of Tokyo,


University of Essex

  • Senior Lecturer, Department of Economics, University of Essex (1/12/2019 - present)

Teaching and supervision

Current teaching responsibilities

  • Microeconometrics (EC964)

  • Time Series Econometrics (EC965)


Journal articles (7)

Kanaya, S., Bhattacharya, D. and Dupas, P., (2023). Demand and Welfare Analysis in Discrete Choice Models with Social Interactions. The Review of Economic Studies. 91 (2), 748-784

Bhattacharya, D., Kanaya, S. and Stevens, M., (2017). Are University Admissions Academically Fair?. The Review of Economics and Statistics. 99 (3), 449-464

Kanaya, S., (2017). Convergence rates of sums of α-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). Estimation of stochastic volatility models by nonparametric filtering. Econometric Theory. 32 (4), 861-916

Gao, J., Kanaya, S., Li, D. and Tjøstheim, 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

+44 (0) 1206 872736


5B.205, Colchester Campus