5
H index
2
i10 index
98
Citations
Shin Kanaya : Citation Profile
University of Essex (73% share) | RESEARCH PRODUCTION: 8 Articles 22 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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14 years (2010 - 2024). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Shin Kanaya. | Is cited by:
| Cites to:
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Main data
Where Shin Kanaya has published?
| Journals with more than one article published | # docs |
|---|---|
| Econometric Theory | 5 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Discussion Paper Series / Institute of Economic Research, Hitotsubashi University | 2 |
| Economics Series Working Papers / University of Oxford, Department of Economics | 2 |
| NBER Working Papers / National Bureau of Economic Research, Inc | 2 |
Recent works citing Shin Kanaya (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2024 | Policy Targeting under Network Interference. (2024). Viviano, Davide. In: Papers. RePEc:arx:papers:1906.10258. Full description at Econpapers || Download paper |
| 2024 | Policy design in experiments with unknown interference. (2024). Viviano, Davide. In: Papers. RePEc:arx:papers:2011.08174. Full description at Econpapers || Download paper |
| 2024 | Nonparametric Analysis of Random Utility Models Robust to Nontransitive Preferences. (2024). Youmbi, Wilfried. In: Papers. RePEc:arx:papers:2406.13969. Full description at Econpapers || Download paper |
| 2025 | Tractable Estimation of Nonlinear Panels with Interactive Fixed Effects. (2025). Zhang, Weisheng ; Zeleneev, Andrei. In: Papers. RePEc:arx:papers:2511.15427. Full description at Econpapers || Download paper |
| 2024 | Statistical inference for GQARCH‐Itô‐jumps model based on the realized range volatility. (2024). Yu, Jin ; Liu, Guangying ; Hao, Hongxia ; Lin, Jin Guan. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:45:y:2024:i:4:p:613-638. Full description at Econpapers || Download paper |
| 2024 | Maximum likelihood estimation of latent Markov models using closed-form approximations. (2024). Ait-Sahalia, Yacine ; Xu, Chen. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:2:s0304407620303389. Full description at Econpapers || Download paper |
| 2025 | Cross-sectional dependence in idiosyncratic volatility. (2025). Kalnina, Ilze ; Tewou, Kokouvi. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pb:s0304407625000570. Full description at Econpapers || Download paper |
| 2024 | Estimation of Large Dynamic Covariance Matrices: A Selective Review. (2024). Li, Degui. In: Econometrics and Statistics. RePEc:eee:ecosta:v:29:y:2024:i:c:p:16-30. Full description at Econpapers || Download paper |
| 2025 | More than just grades: The role of physical attractiveness in college admission processes. (2025). Xiang, Xunyong ; Wang, Yunyun ; Chen, Ting. In: Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics). RePEc:eee:soceco:v:117:y:2025:i:c:s2214804325000588. Full description at Econpapers || Download paper |
| 2024 | Multivariate Universal Local Linear Kernel Estimators in Nonparametric Regression: Uniform Consistency. (2024). Linke, Yuliana ; Kutsenko, Vladimir ; Shalnova, Svetlana ; Ruzankin, Pavel ; Borisov, Igor ; Yarovaya, Elena. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:12:p:1890-:d:1417300. Full description at Econpapers || Download paper |
| 2024 | Self-Normalized Cramér-Type Moderate Deviations for Explosive Vasicek Model. (2024). Wei, Xiao ; Pan, Yajuan ; Jiang, Hui. In: Journal of Theoretical Probability. RePEc:spr:jotpro:v:37:y:2024:i:1:d:10.1007_s10959-023-01264-7. Full description at Econpapers || Download paper |
| 2025 | Estimation and specification test for diffusion models with stochastic volatility. (2025). Gonzlez-Manteiga, W ; Febrero-Bande, M ; Lpez-Prez, A. In: Statistical Papers. RePEc:spr:stpapr:v:66:y:2025:i:2:d:10.1007_s00362-024-01652-z. Full description at Econpapers || Download paper |
| 2025 | Observations concerning the estimation of Heston’s stochastic volatility model using HF data. (2025). Schmid, Manuel ; Rockinger, Michael ; Okhrin, Ostap. In: Statistical Papers. RePEc:spr:stpapr:v:66:y:2025:i:4:d:10.1007_s00362-025-01710-0. Full description at Econpapers || Download paper |
Works by Shin Kanaya:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2010 | Estimation of Stochastic Volatility Models by Nonparametric Filtering In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 39 |
| 2015 | Estimation of stochastic volatility models by nonparametric filtering.(2015) In: CeMMAP working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 39 | paper | |
| 2016 | ESTIMATION OF STOCHASTIC VOLATILITY MODELS BY NONPARAMETRIC FILTERING.(2016) In: Econometric Theory. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 39 | article | |
| 2015 | Estimation of stochastic volatility models by nonparametric filtering.(2015) In: CeMMAP working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 39 | paper | |
| 2013 | Estimating the Impact of Means-tested Subsidies under Treatment Externalities with Application to Anti-Malarial Bednets In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 7 |
| 2013 | Estimating the Impact of Means-tested Subsidies under Treatment Externalities with Application to Anti-Malarial Bednets.(2013) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 2013 | Estimating the Impact of Means-tested Subsidies under Treatment Externalities with Application to Anti-Malarial Bednets.(2013) In: Economics Series Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 2013 | Uniform Consistency for Nonparametric Estimators in Null Recurrent Time Series In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 13 |
| 2015 | UNIFORM CONSISTENCY FOR NONPARAMETRIC ESTIMATORS IN NULL RECURRENT TIME SERIES.(2015) In: Econometric Theory. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | article | |
| 2014 | Are University Admissions Academically Fair? In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 8 |
| 2012 | Are University Admissions Academically Fair?.(2012) In: Economics Series Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
| 2017 | Are University Admissions Academically Fair?.(2017) In: The Review of Economics and Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | article | |
| 2015 | Uniform Convergence Rates of Kernel-Based Nonparametric Estimators for Continuous Time Diffusion Processes: A Damping Function Approach In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 5 |
| 2017 | UNIFORM CONVERGENCE RATES OF KERNEL-BASED NONPARAMETRIC ESTIMATORS FOR CONTINUOUS TIME DIFFUSION PROCESSES: A DAMPING FUNCTION APPROACH.(2017) In: Econometric Theory. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | article | |
| 2016 | Convergence rates of sums of a-mixing triangular arrays: with an application to non-parametric drift function estimation of continuous-time processes In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 4 |
| 2017 | CONVERGENCE RATES OF SUMS OF α-MIXING TRIANGULAR ARRAYS: WITH AN APPLICATION TO NONPARAMETRIC DRIFT FUNCTION ESTIMATION OF CONTINUOUS-TIME PROCESSES.(2017) In: Econometric Theory. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
| 2016 | Convergence rates of sums of α-mixing triangular arrays : with an application to non-parametric drift function estimation of continuous-time processes.(2016) In: Discussion Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2019 | Demand and Welfare Analysis in Discrete Choice Models with Social Interactions In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 4 |
| 2024 | Demand and Welfare Analysis in Discrete Choice Models with Social Interactions.(2024) In: Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2019 | Demand and Welfare Analysis in Discrete Choice Models with Social Interactions.(2019) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2019 | Demand and Welfare Analysis in Discrete Choice Models with Social Interactions.(2019) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2024 | Demand and Welfare Analysis in Discrete Choice Models with Social Interactions.(2024) In: The Review of Economic Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
| 2017 | Uniform Convergence of Smoothed Distribution Functions with an Application to Delta Method for the Lorenz Curve In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 1 |
| 2018 | Demand and Welfare Analysis in Discrete Choice Models under Social Interactions In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 3 |
| 2011 | Large Deviations of Realized Volatility In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 9 |
| 2012 | Large deviations of realized volatility.(2012) In: Stochastic Processes and their Applications. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | article | |
| 2016 | Convergence rates of sums of α-mixing triangular arrays: with an application to non-parametric drift function estimation of continuous-time processes In: KIER Working Papers. [Full Text][Citation analysis] | paper | 4 |
| 2017 | CONVERGENCE RATES OF SUMS OF α-MIXING TRIANGULAR ARRAYS: WITH AN APPLICATION TO NONPARAMETRIC DRIFT FUNCTION ESTIMATION OF CONTINUOUS-TIME PROCESSES.(2017) In: Econometric Theory. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
| 2016 | Convergence rates of sums of α-mixing triangular arrays : with an application to non-parametric drift function estimation of continuous-time processes.(2016) In: Discussion Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2020 | Type I and Type II Error Probabilities in the Courtroom In: MPRA Paper. [Full Text][Citation analysis] | paper | 1 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team