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