P. Richard Hahn

Arizona State University (ASU) - School of Mathematical and Statistical Sciences

Associate Professor

Tempe, AZ 85287-1804

United States

  • Arizona State University (ASU) - School of Mathematical and Statistical Sciences

SCHOLARLY PAPERS

8

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1,758

TOTAL CITATIONS
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in Total Papers Citations

37

Scholarly Papers (8)

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1.

Prediction versus Inducement and the Informational Efficiency of Going Concern Opinions

Downloads 364 (71,813)
Citation 2

Prediction versus Inducement and the Informational Efficiency of Going Concern Opinions

Number of pages: 48 Posted: 03 Jul 2016 Last Revised: 03 Nov 2016
Joseph Gerakos, P. Richard Hahn, Andrei Kovrijnykh and Frank Zhou
Tuck School of Business at Dartmouth College, Arizona State University (ASU) - School of Mathematical and Statistical Sciences, Arizona State University (ASU) and University of Pennsylvania - The Wharton School
Downloads 364 (163,192)
Citation 2

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2.

Portfolio Selection for Individual Passive Investing

Number of pages: 41 Posted: 05 Jul 2017 Last Revised: 30 Jul 2019
David Puelz, P. Richard Hahn and Carlos M. Carvalho
University of Texas at Austin - McCombs School of Business, Arizona State University (ASU) - School of Mathematical and Statistical Sciences and University of Texas at Austin - McCombs School of Business
Downloads 298 (204,045)

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Bayesian methods, dynamic portfolio selection, decision theory, model selection

3.

Bayesian Regression Tree Models for Causal Inference: Regularization, Confounding, and Heterogeneous Effects

Number of pages: 31 Posted: 06 Oct 2017 Last Revised: 22 Jul 2018
P. Richard Hahn, Jared Murray and Carlos M. Carvalho
Arizona State University (ASU) - School of Mathematical and Statistical Sciences, University of Texas at Austin - Red McCombs School of Business and University of Texas at Austin - McCombs School of Business
Downloads 273 (223,302)
Citation 22

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causal inference, treatment effects, heterogeneous effects, subgroup effects, tree methods, Bayesian, nonparametric regression, nonlinear regression

4.

Variable Selection in Seemingly Unrelated Regressions with Random Predictors

Bayesian Analysis, Volume 12, Number 4 (2017), 969-989. https://projecteuclid.org/euclid.ba/1488855633
Number of pages: 21 Posted: 29 May 2016 Last Revised: 15 Oct 2018
David Puelz, P. Richard Hahn and Carlos M. Carvalho
University of Texas at Austin - McCombs School of Business, Arizona State University (ASU) - School of Mathematical and Statistical Sciences and University of Texas at Austin - McCombs School of Business
Downloads 269 (226,612)
Citation 2

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5.

Sparse Mean-Variance Portfolios: A Penalized Utility Approach

Number of pages: 24 Posted: 10 Feb 2016 Last Revised: 27 Dec 2016
David Puelz, P. Richard Hahn and Carlos M. Carvalho
University of Texas at Austin - McCombs School of Business, Arizona State University (ASU) - School of Mathematical and Statistical Sciences and University of Texas at Austin - McCombs School of Business
Downloads 245 (248,784)
Citation 3

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portfolio optimization, passive investing, mean-variance optimization, decoupling shrinkage and selection

6.

Regularization and Confounding in Linear Regression for Treatment Effect Estimation

Bayesian Analysis Volume 13, Number 1 (2018), 163-182. https://projecteuclid.org/euclid.ba/1484103680
Number of pages: 20 Posted: 08 Feb 2016 Last Revised: 15 Oct 2018
P. Richard Hahn, Carlos M. Carvalho, Jingyu He and David Puelz
Arizona State University (ASU) - School of Mathematical and Statistical Sciences, University of Texas at Austin - McCombs School of Business, City University of Hong Kong (CityU) and University of Texas at Austin - McCombs School of Business
Downloads 110 (492,655)
Citation 7

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linear regression, regularization, treatment effect estimation, shrinkage

7.

A Bayesian Partial Identification Approach to Inferring the Prevalance of Accounting Misconduct

Hahn, P. Richard, Jared S. Murray, and Ioanna Manolopoulou. "A Bayesian partial identification approach to inferring the prevalence of accounting misconduct." Journal of the American Statistical Association (2016): 1-37, Forthcoming
Number of pages: 40 Posted: 10 Feb 2016
P. Richard Hahn, Jared Murray and Ioanna Manolopoulou
Arizona State University (ASU) - School of Mathematical and Statistical Sciences, University of Texas at Austin - Red McCombs School of Business and University College London - Department of Statistical Science
Downloads 107 (502,584)
Citation 1

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Bayesian inference, nonlinear regression, partial identification, sampling bias, sensitivity analysis, set identification

8.

A Bayesian Hierarchical Model for Inferring Player Strategy Types in a Number Guessing Game

The Annals of Applied Statistics, 2015, Vol. 9, No. 3, 1459–1483.
Number of pages: 25 Posted: 08 Feb 2016
P. Richard Hahn, Indranil Goswami and Carl F. Mela
Arizona State University (ASU) - School of Mathematical and Statistical Sciences, State University of New York (SUNY) - Department of Marketing and Duke University - Fuqua School of Business
Downloads 92 (556,509)

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behavioral game theory, hierarchical modeling, partial identification