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

DOWNLOADS
Rank 42,460

SSRN RANKINGS

Top 42,460

in Total Papers Downloads

1,090

SSRN CITATIONS
Rank 33,855

SSRN RANKINGS

Top 33,855

in Total Papers Citations

7

CROSSREF CITATIONS

13

Scholarly Papers (8)

Actions:
Email selected abstracts
1.

Prediction versus Inducement and the Informational Efficiency of Going Concern Opinions

Downloads 174 ( 73,240)
Citation 5

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 174 (184,683)
Citation 1

Abstract:

Loading...

2.

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 Chicago - Booth School of Business, Arizona State University (ASU) - School of Mathematical and Statistical Sciences and University of Texas at Austin - Red McCombs School of Business
Downloads 235 (139,718)
Citation 2

Abstract:

Loading...

3.

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 Chicago - Booth School of Business, Arizona State University (ASU) - School of Mathematical and Statistical Sciences and University of Texas at Austin - Red McCombs School of Business
Downloads 201 (162,143)
Citation 2

Abstract:

Loading...

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

4.

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 Chicago - Booth School of Business, Arizona State University (ASU) - School of Mathematical and Statistical Sciences and University of Texas at Austin - Red McCombs School of Business
Downloads 168 (190,335)

Abstract:

Loading...

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

5.

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 - Red McCombs School of Business
Downloads 161 (197,452)
Citation 15

Abstract:

Loading...

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

6.

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 69 (354,506)
Citation 1

Abstract:

Loading...

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

7.

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 - Red McCombs School of Business, University of Chicago - Booth School of Business - Econometrics and Statistics and University of Chicago - Booth School of Business
Downloads 64 (368,727)
Citation 3

Abstract:

Loading...

linear regression, regularization, treatment effect estimation, shrinkage

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, University at Buffalo, SUNY - Department of Marketing and Duke University - Fuqua School of Business
Downloads 18 (569,446)

Abstract:

Loading...

behavioral game theory, hierarchical modeling, partial identification