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- P. Richard Hahn, Carlos M. Carvalho, Jingyu He and David Puelz (2016). Regularization and confounding in linear regression for treatment effect estimation. Bayesian Analysis.
- 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.
- Guanhao Feng, Jingyu He and Nicholas G. Polson. Deep Learning for Predicting Asset Returns.