Shin Kanaya

Staff portrait: Shin Kanaya

Shin Kanaya joined the Department of Economics and Business in the summer of 2012 and is employed as Assistant Professor. He is affiliated with CREATES. You may find him in building 2628(M), office 310.

What is your background?
I did my undergrad studies at University of Tokyo, Japan, and I finished my PhD (Economics) in 2008 at University of Wisconsin-Madison, and was a postdoctoral research fellow at University of Oxford (Department of Economics, Nuffield College & Oxford-Man Institute), 2008-2012.

What are your main areas of research?
Econometric theory, macro/financial econometrics, microeconometrics.

What research projects are you planning to initiate?
I have several research projects on estimation/inference of integrated volatility:

1) Empirical-likelihood (EL) based inference of realized volatility with Bartlett correction. By this EL method, we can expect a second-order refinement property in the inference (say, constructing more accurate confidence intervals).

2) GMM-based estimation of integrated volatility.  By using various moment restrictions implied by the semimartingale properties of asset returns, we construct a new GMM-based estimator which we expect to be more efficient (with smaller asymptotic variance).

In addition to these, I am currently working on some projects on educational economics and development economics, developing new semiparametric estimators.

What will you be involved in teaching-wise at the department?
I will teach a part of an advanced econometrics course from this fall semester.

What was your first impression of the department and your new colleagues?
I was impressed by a new facility and office. I am very happy to join this department with active research!

What do you do when you are not at work?
I like listening to music in my spare time, mainly, dance/house/trance music.

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