ZHAOGUO ZHAN
Welcome and thank you for visiting my website. I am a Professor of Economics and Finance at Coles College of Business, Kennesaw State University.
Email: zhaoguozhan at gmail.com, or zzhan at kennesaw.edu.
Journal Articles
“Does health behavior change after diagnosis? Evidence from fuzzy regression discontinuity,” Supplementary Appendix, and Replication Files, with X. Huang, Journal of Econometric Methods, 2024, 13(1): 97-116.
“Identification robust testing of risk premia in finite samples,” Rejoinder, Supplementary Appendix, and Replication Files, with F. Kleibergen, L. Kong, Journal of Financial Econometrics, 2023, 21(2): 263-297.
“Local composite quantile regression for regression discontinuity,” Online Supplement, and R Package, with X. Huang, Journal of Business & Economic Statistics, 2022, 40(4):1863-1875.
“Robust inference for consumption-based asset pricing,” Internet Appendix, and Replication Files, with F. Kleibergen, Journal of Finance, 2020, 75(1):507-550.
“Robust inference in structural VARs with long-run restrictions” and Supplementary Appendix, with G. Chevillon, S. Mavroeidis, Econometric Theory, 2020, 36(1):86-121.
“Identification-robust inference on risk premia of mimicking portfolios of non-traded factors” and Replication Files, with F. Kleibergen, Journal of Financial Econometrics, 2018, 16(2):155-190.
“The impact of rural pensions in China on labor migration” and Supplementary Appendix, with K. Eggleston, A. Sun, World Bank Economic Review, 2018, 32(1):64-84.
“Linear regression with an estimated regressor: applications to aggregate indicators of economic development,” with L. Meng, B. Wu, Empirical Economics, 2016, 50(2):299-316.
“Unexplained factors and their effects on second pass R-squared’s” and Supplementary Appendix, with F. Kleibergen, Journal of Econometrics, 2015, 189(1):101-116.
Book Chapter, Note, and Other Publication
“The surprisingly dire situation of children's education in rural West Africa,” with P. Boone, I. Fazzio, K. Jandhyala, C. Jayanty, G. Jayanty, S. Johnson, V. Ramachandrin, F.Silva, in African Successes, Volume II:255-280, University of Chicago Press, 2016.
“A medal share model for Olympic performance,” with A. Sun, R. Wang, Economics Bulletin, 2015, 35(2):1065-1070.
“Lowering child mortality in poor countries: the power of knowledgeable parents,” with P. Boone, CEP Discussion Paper No. 751, LSE, 2006.
Working Paper
“Double robust inference for continuous updating GMM” and Online Appendix, with F. Kleibergen.
“Risk premia from the cross-section of individual assets” and Internet Appendix, with F. Kleibergen.
“Misspecification and weak identification in asset pricing,” with F. Kleibergen.
“A powerful test needs to be size-correct: response to ‘robust inference for consumption-based asset pricing with power’”, with F. Kleibergen, for Critical Finance Review.
Archived Items
“Asset pricing tests with mimicking portfolios,” with L. Jiang, R. Kan, also available at SSRN.
“Does extending unemployment benefits improve job quality? Comment” and Replication Files, also available at SSRN.
Teaching
Undergraduate: Applied Stat & Optimization Models; Business Statistics; Econometrics I; Financial Econometrics; Principles of Economics; Statistics for Economics and Business.
Graduate: Advanced Econometrics; Advanced Econometrics I; Advanced Econometrics III; Econometric Methods; Introduction to Econometrics I.
Service
Ad-hoc reviewer for Journal of Finance, Journal of Econometrics, Journal of Business & Economic Statistics, Management Science, Journal of Financial Econometrics, Review of Finance, Journal of Money, Credit and Banking, Economica, Econometric Reviews, Journal of Banking and Finance, Journal of Empirical Finance, Economics Bulletin, China Economic Review, Journal of Asian and African Studies.
College of Business undergraduate policy and curriculum committee, Kennesaw State University, 2018 - 2020.
Departmental tenure and promotion committee, Kennesaw State University, 2019 - 2023.
Departmental faculty recruitment committee, Tsinghua University, 2011 - 2013; Kennesaw State University, 2017 - 2019, 2020 - 2021.