About Me

Here is Jianhan Zhang (张剑寒).
Currently, I am in my fifth year as a Ph.D. candidate in economics at the University of Guelph in Canada, with an expected completion date in January 2024. My research interests encompass both econometrics theory and applied econometrics.

References: Prof. Thanasis Stengos, Prof. Yiguo Sun, Prof. Hong Li.

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

I am on the job market 2023-2024, here are [my CV] and [my research statement].
I can be reached via phone at +1 (519) 731-4389 or via email at jzhang56@uoguelph.ca.

Education

** Ph.D.in Economics, Guelph University, 2024(expected)
** M.S. in Economics, Central University of Finance and Economics, 2019
** B.S in Economics, Anhui University of Finance and Economics, 2016

Working papers

Endogeneity Kink Threshold Regression(R&R JBES) [PDF],
(Jianhan Zhang, Chaoyi Chen, Yiguo Sun and Thanasis Stengos)

Abstruct: This paper considers an endogenous kink threshold regression model with an unknown threshold value in a time series as well as a panel data framework, where both the threshold variable and regressors are allowed to be endogenous. We construct our estimators from a nonparametric control function approach and derive the consistency and asymptotic distribution of our proposed estimators. Monte Carlo simulations are used to assess the finite sample performance of our proposed estimators. Finally, we apply our model to analyze the impact of COVID-19 cases on labor markets in the US and Canada.

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)


Latent Group Structure in the Kink Threshold Regression Model( R&R econometrics)[PDF],
(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)

Teaching

Econ 2740 Economic stastics(2nd year undergraduate student)
University of Guelph Fall 2023 [Syllabus].