1. P. Richard Hahn, Carlos M. Carvalho, Jingyu He and David Puelz (2016). Regularization and confounding in linear regression for treatment effect estimation. Bayesian Analysis, forthcoming.
  2. P. Richrad Hahn, Jingyu He and Hedibert Lopes (2016). Bayesian factor model shrinkage for linear IV regression with many instruments. Journal of Business and Economic Statistics, forthcoming.
  3. P. Richrad Hahn, Jingyu He and Hedibert Lopes (2018). Efficient sampling for Gaussian linear regression with arbitrary priors. Journal of Computational and Graphical Statistics, forthcoming. R package : bayeslm, Demo Script.


  1. Guanhao Feng, Jingyu He and Nicholas G. Polson. Deep Learning for Predicting Asset Returns.



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    The University of Chicago
    Booth School of Business
    5807 S Woodlawn Ave
    Chicago, IL 60637, USA
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