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Kanchana’s research focuses on time-series Econometrics with applications in economics and finance, semi-parametric and non-parametric statistics, and partial identification and related matters in average treatment effects.

Her research interests are directed towards developing new techniques of estimation and inference in linear stationary and non-stationary fractionally integrated models. She investigates the impact of mis-specification in these time series models.

Further, her research focuses on developing a new theoretical and methodological framework for estimating the fractional differencing parameter. She is also working on estimation and inference on partial identification-related matters in conjunction with average treatment effects.

Kanchana is interested in supervising PhD students willing to work in time series Econometrics inline with her research interests.