In general, there is no filing required if there is no "taxable" income. Monies gifted/ loaned by family members from home country do not count as income. However, depending on the country you are from , scholarships/ grants etc. may be treated as personal income ( need to check the Tax treaty between US and your country ).
Therefore, please tell which country are you from, when did you enter USA with J visa, where are you a researcher or student, is this your first stay in the USA for the years 2016, 2017 and 2018 ?
