Here is Jianhan Zhang (张剑寒). I earned my PhD in Economics from the University of Guelph in 2024, under the supervision of Professors Thanasis Stengos and Yiguo Sun.
I am currently an Assistent Professor at School of Statistics, [DUFE]. My research interests encompass both econometrics theory and applied econometrics.
Current research: Threshold regression/endogeneity/Spatial Model/Tobin’s q theory
I can be reached via email at jianhanzhang@dufe.edu.cn.
Working papers
Measurement Error in Threshold Regression: Robust Estimation and Inference (Under Review),
(Jianhan Zhang, Yiguo Sun)
Abstruct:In this article, we study a threshold regression model in the presence of potentially mismeasured regressors. Exploiting a verifiable nonlinear relationship between the mismeasured variables and other observed covariates, we propose a novel two-step GMM estimator, along with a robust alternative based on the median-of-means gradient to address potential issues arising from heavy-tailed distributions. This approach is particularly useful when instrumental variables or other auxiliary information are unavailable or unreliable. Finally, we apply our methodology to examine 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)
Referee
Empirical Economics-2/ JSCS-3
Teaching
Econ 2740 Economic Statistics (U of Guelph)
Fall 2023/Spring 2024 [Syllabus].
Statistics (DUFE)
Spring 2025
Business Statistics (DUFE)
Spring 2025
Interpretation of Economic Indicators (DUFE)
Fall 2025