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: zzhan at kennesaw.edu.
“Double robust inference for continuous updating GMM,” Online Appendix, and Replication Package, with F. Kleibergen, Quantitative Economics, 2025, 16(1): 295-327.
“A powerful test needs to be size-correct: response to ‘robust inference for consumption-based asset pricing with power’,” with F. Kleibergen, Critical Finance Review. 2025, 14(1): 179-185.
“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, and 311–315.
“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.
“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.
“Risk premia from the cross-section of individual assets” and Internet Appendix, with F. Kleibergen, revise and resubmit, for Journal of Econometrics.
“Testing for identification in potentially misspecified linear GMM,” with F. Kleibergen.
“Estimation and Inference of Alphas by Composite Quantile Regression” and Online Appendix.
“Misspecification and weak identification in asset pricing,” with F. Kleibergen.
“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.
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.
Ad-hoc reviewer for the Journal of Finance, Journal of Econometrics, Journal of Business & Economic Statistics, Management Science, Review of Finance, Journal of Financial Econometrics, Journal of Money, Credit and Banking, Economica, Econometric Reviews, Journal of Banking and Finance, Journal of Empirical Finance, Econometrics and Statistics, 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, 2024 - 2025.
Departmental faculty recruitment committee, Tsinghua University, 2011 - 2013; Kennesaw State University, 2017 - 2019, 2020 - 2021, 2024 - 2025.