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)


Journal articles (6)

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