Here is Jianhan Zhang (张剑寒).
I am an Assistent Professor at School of Statistics, [DUFE]. My research interests encompass both econometrics theory and applied econometrics.

Current research: Threshold regression/endogeneity/Tobin’s q theory

I can be reached via email at jianhanzhang@dufe.edu.cn.

Working papers

Threshold Regression Model with Mismeasured Variables,
(Jianhan Zhang, Yiguo Sun)

Abstruct:In this article, we consider a threshold regression model with possibly mismeasured regressors. Following Lewbel(2012), we employ error heteroskedasticity to construct valid moment conditions. This method proves especially useful when instrumental variables or other side information are missing or unreliable. We propose a two-step GMM estimator as well as a robust estimator based on the median of means method to overcome possible heavy-tailed problems. We apply our approach to investigate the potential threshold relationship among investment, Tobin’s q, and cash flow.


Linear Control Function Approach in Endogenous Kink Threshold Regression Models[PDF][Appendix],
((Jianhan Zhang, Chaoyi Chen, Yiguo Sun and Thanasis Stengos)


Continuity Testing for Threshold Regression Models[PDF],
(Jianhan Zhang, Yiguo Sun)

Publications

Endogeneity Kink Threshold Regression,
(Journal of Business and Economic Statistics )
(Jianhan Zhang, Chaoyi Chen, Yiguo Sun and Thanasis Stengos)

Latent Group Structure in the Kink Threshold Regression Model,
(Econometrics)
(Chaoyi Chen, Thanasis Stengos,Jianhan Zhang)

Working in process

Robust Generalized Method of Moments (GMM) Estimation in Error-in-Variables Models,
(Jianhan Zhang, Yiguo Sun)
Threshold Regression Model with Non-Classical Measurement Errors,
(Jianhan Zhang, Yiguo Sun)
Analyzing the Nexus Between Natural Disasters and Economic Growth: Insights from a Threshold Regression Model
(Insurance Institute of Canada project(CS000252)),
(Jianhan Zhang, Hong Li and Thanasis Stengos)

Referee

Empirical Economics/Journal of Statistical Computation and Simulation

Teaching

Econ 2740 Economic Statistics(U of Guelph)
Fall 2023/Spring 2024 [Syllabus].
Statistics(DUFE)
Spring 2025
Business Statistics(DUFE)
Spring 2025