下記の手順で行けました!
# gemfile
gem 'webpacker'
# terminal
$ bundle install
$ ./bin/rails webpacker:install
$ ./bin/rails webpacker:install:react
# application.html.haml
= javascript_pack_tag 'hello_react'
参考記事
https://learnetto.com/tutorials/how-to-use-react-with-the-webpacker-gem-and-rails-5-1
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