Shin Kanaya

Aarhus University - Department of Economics

University Park

DK-8000 Aarhus C

Denmark

Aarhus University - CREATES

School of Economics and Management

Building 1322, Bartholins Alle 10

DK-8000 Aarhus C

Denmark

SCHOLARLY PAPERS

5

DOWNLOADS

336

SSRN CITATIONS

0

CROSSREF CITATIONS

4

Scholarly Papers (5)

1.

Estimation of Stochastic Volatility Models by Nonparametric Filtering

Number of pages: 53 Posted: 22 Oct 2010
Dennis Kristensen and Shin Kanaya
University College London and Aarhus University - Department of Economics
Downloads 148 (202,372)
Citation 2

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realized spot volatility, stochastic volatility, kernel estimation, nonparametric, semiparametric

2.

Are University Admissions Academically Fair?

Number of pages: 50 Posted: 12 Jun 2012 Last Revised: 07 Jan 2016
University of Cambridge, Aarhus University - Department of Economics and University of Oxford - Department of Economics
Downloads 89 (292,673)
Citation 3

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University admissions, affirmative action, economic efficiency, marginal admit, unobserved heterogeneity, threshold-crossing model, conditional stochastic dominance, partial identification

Demand and Welfare Analysis in Discrete Choice Models with Social Interactions

Number of pages: 87 Posted: 14 Feb 2018 Last Revised: 03 May 2019
University of Cambridge, Stanford University and Aarhus University - Department of Economics
Downloads 46 (419,241)

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Binary Choice, Social Interaction, Spillover, Hicksian Welfare, Compensating Variation, Identification, Bounds

Demand and Welfare Analysis in Discrete Choice Models with Social Interactions

CEPR Discussion Paper No. DP13707
Number of pages: 90 Posted: 07 May 2019
University of Cambridge, Stanford University and Aarhus University - Department of Economics
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4.

Large Deviations of Realized Volatility

Cowles Foundation Discussion Paper No. 1798
Number of pages: 38 Posted: 13 May 2011
Shin Kanaya and Taisuke Otsu
Aarhus University - Department of Economics and Yale University - Cowles Foundation
Downloads 45 (415,258)

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Realized volatility, Large deviation, Moderate deviation

5.

Estimating the Impact of Means-Tested Subsidies Under Treatment Externalities with Application to Anti-Malarial Bednets

NBER Working Paper No. w18833
Number of pages: 58 Posted: 22 Feb 2013
University of Cambridge, Stanford University and Aarhus University - Department of Economics
Downloads 8 (609,448)

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