Rachel Leah Childers
LightNews LightNews
banner
donskerclass.bsky.social
Rachel Leah Childers
@donskerclass.bsky.social
2.4K followers 360 following 530 posts
Econometrics, Statistics, Computational Economics, etc
University of Zurich
http://donskerclass.github.io
🇺🇲 in 🇨🇭. 🏳️‍⚧️
Posts Replies Media Videos
Pinned
donskerclass.bsky.social
Rachel Leah Childers @donskerclass.bsky.social · 13d
Updated Fall time for free weekly open office hours for anyone in the world with Econometrics questions.
Wednesdays 3:30-5:30PM Central European Time (US EDT 10:30/EST 9:30AM) or by appointment; sign up and drop by!
Details and signup at: donskerclass.github.io/OfficeHours....
Free Weekly Econometrics Office Hours Email: rachelleahchilders@gmail.com or Sign up form: hhttps://forms.gle/tSk48w1msZgrCUqX8 Time: Wednesdays 3:30-5:30PM Central European Time (GMT +1) (US EDT 10:30AM-12:30PM/9:30-11:30AM EST) (or by appointment) Location: Zoom Link https://uzh.zoom.us/j/64132987908?pwd=OzmlySLA3A3cjZz6RX7ibIuLoeJayU.1 Who: Anyone. Grad students, researchers, government workers. Private sector is okay but in that case if your question requires work that exceeds the allotted time I may request to negotiate a consulting fee. What I can probably help with: Theory questions. Research design. Modeling. Particular expertise: Time series. Causal inference. Bayes. Structural approaches. Machine learning. Theory: Asymptotics. Statistical learning. Bayes/MCMC. Identification. Decision theory. Semiparametrics. Fields: I know most about macro (DSGE, heterogeneous agents, VARs, etc), but can follow along in finance and applied micro (labor, development, health, etc). Code: I think in R, can write Julia, and can get by in Python. I am likely to suggest you build a model in Stan. I know Stata but if it’s relevant to your question I suspect you can get better help elsewhere.
Reposted by Rachel Leah Childers
eugenevinitsky.bsky.social
The new Rosalía album is astonishing. Run to your nearest source of music
November 10, 2025 at 3:31 AM
donskerclass.bsky.social
Ethel Cain puts on a world-class live show.
Photo of Ethel Cain and band on stage, dramatically backlit, surrounded by branches and hanging vines.
November 4, 2025 at 10:49 PM
Reposted by Rachel Leah Childers
donskerclass.bsky.social
Updated Fall time for free weekly open office hours for anyone in the world with Econometrics questions.
Wednesdays 3:30-5:30PM Central European Time (US EDT 10:30/EST 9:30AM) or by appointment; sign up and drop by!
Details and signup at: donskerclass.github.io/OfficeHours....
Free Weekly Econometrics Office Hours Email: rachelleahchilders@gmail.com or Sign up form: hhttps://forms.gle/tSk48w1msZgrCUqX8 Time: Wednesdays 3:30-5:30PM Central European Time (GMT +1) (US EDT 10:30AM-12:30PM/9:30-11:30AM EST) (or by appointment) Location: Zoom Link https://uzh.zoom.us/j/64132987908?pwd=OzmlySLA3A3cjZz6RX7ibIuLoeJayU.1 Who: Anyone. Grad students, researchers, government workers. Private sector is okay but in that case if your question requires work that exceeds the allotted time I may request to negotiate a consulting fee. What I can probably help with: Theory questions. Research design. Modeling. Particular expertise: Time series. Causal inference. Bayes. Structural approaches. Machine learning. Theory: Asymptotics. Statistical learning. Bayes/MCMC. Identification. Decision theory. Semiparametrics. Fields: I know most about macro (DSGE, heterogeneous agents, VARs, etc), but can follow along in finance and applied micro (labor, development, health, etc). Code: I think in R, can write Julia, and can get by in Python. I am likely to suggest you build a model in Stan. I know Stata but if it’s relevant to your question I suspect you can get better help elsewhere.
October 28, 2025 at 5:40 PM
donskerclass.bsky.social
Updated Fall time for free weekly open office hours for anyone in the world with Econometrics questions.
Wednesdays 3:30-5:30PM Central European Time (US EDT 10:30/EST 9:30AM) or by appointment; sign up and drop by!
Details and signup at: donskerclass.github.io/OfficeHours....
Free Weekly Econometrics Office Hours Email: rachelleahchilders@gmail.com or Sign up form: hhttps://forms.gle/tSk48w1msZgrCUqX8 Time: Wednesdays 3:30-5:30PM Central European Time (GMT +1) (US EDT 10:30AM-12:30PM/9:30-11:30AM EST) (or by appointment) Location: Zoom Link https://uzh.zoom.us/j/64132987908?pwd=OzmlySLA3A3cjZz6RX7ibIuLoeJayU.1 Who: Anyone. Grad students, researchers, government workers. Private sector is okay but in that case if your question requires work that exceeds the allotted time I may request to negotiate a consulting fee. What I can probably help with: Theory questions. Research design. Modeling. Particular expertise: Time series. Causal inference. Bayes. Structural approaches. Machine learning. Theory: Asymptotics. Statistical learning. Bayes/MCMC. Identification. Decision theory. Semiparametrics. Fields: I know most about macro (DSGE, heterogeneous agents, VARs, etc), but can follow along in finance and applied micro (labor, development, health, etc). Code: I think in R, can write Julia, and can get by in Python. I am likely to suggest you build a model in Stan. I know Stata but if it’s relevant to your question I suspect you can get better help elsewhere.
October 28, 2025 at 5:40 PM
donskerclass.bsky.social
NYC recommendations for a short trip tomorrow and Sunday? Looking for art, plays, LGBT nightlife, or econ/math/stats/CS seminars.
October 22, 2025 at 3:01 PM
donskerclass.bsky.social
A nice Sunday:
- Morning run
- Shop for foundation at Sephora
- Write short lit review on particle filters
- Research meeting: find 2x2 matrix explanations for functional analytic ideas
- Trans lesbian girl gang teaches me how to skateboard
- Vegan döner
- Pharmacy for bandages and ice packs
October 20, 2025 at 1:03 PM
donskerclass.bsky.social
"A/S/L", also by @jeannethornton.bsky.social, in contrast, was written about and for downwardly-mobile 30-something women who used to be Boy Scouts and "pretended" to be girls in Final Fantasy IRC chatrooms, eg, precisely me.
I cried continuously without stopping for the entire last half. A+
donskerclass.bsky.social Rachel Leah Childers @donskerclass.bsky.social · Aug 13
PSA: "Summer Fun" by Jeanne Thornton is included free on Audible until 8/26. I didn't think from the synopsis, a book about a trans fan of a band that's a thinly veiled stand-in for the Beach Boys, that it would be for me, but I'm halfway through and now I think it might be the great American novel.
October 18, 2025 at 8:05 PM
donskerclass.bsky.social
For a more reliable source to answer "what was the most foundational work in weak identification (and much more) over the past several decades?" I can think of no better place than the Cowles 2025 Conference on Econometrics Celebrating Don Andrews that I will attend next week.
October 18, 2025 at 9:02 AM
Reposted by Rachel Leah Childers
maiamindel.bsky.social
New Substack post: the Nobel Prize goes to an economic historian and two economists of growth trying to answer the question, where do new technologies come from?

someunpleasant.substack.com/p/growing-th...
Growing the Field
What is the 2025 Nobel Prize in Economics about?
someunpleasant.substack.com
October 13, 2025 at 11:39 AM
donskerclass.bsky.social
Valid inference w/ LLM-simulated data:

1. Take subsample of texts, extract variables
2. Construct moments identifying param on those variables
3. Ask LLM to simulate variables on sample & remaining texts
4. Use same moments w/ simulated variables
5. Combine moments, estimate jointly w/ 2-step GMM
yewonbyun.bsky.social Emily Byun @yewonbyun.bsky.social · Oct 10
💡Can we trust synthetic data for statistical inference?

We show that synthetic data (e.g., LLM simulations) can significantly improve the performance of inference tasks. The key intuition lies in the interactions between the moment residuals of synthetic data and those of real data
October 10, 2025 at 4:14 PM
donskerclass.bsky.social
Everybody wants to join me at Universität Zürich now, huh.
Herzlich willkommen in der Schweiz, Esther and Abhijit!
econ.uzh.ch Department of Economics @Universität Zürich 🇨🇭 @econ.uzh.ch · Oct 10
We are thrilled to welcome Esther Duflo and Abhijit Banerjee as the new Lemann Foundation Professors to our department, beginning in the summer of 2026.
October 10, 2025 at 11:34 AM
donskerclass.bsky.social
Dynamic investment under rational expectations: Yale preparing press materials in advance for Sveriges Riksbank season.
yaleeconomics.bsky.social yaleeconomics.bsky.social @yaleeconomics.bsky.social · Oct 6
To celebrate Professor Steve Berry and his lifetime of accomplishments, we interviewed many colleagues and students and wrote about the lasting impact of his work, in the words of those who know him best: tobin.yale.edu/news/250930/...
The Lasting Impact of Steve Berry’s Work — Through the Eyes of Colleagues and Students
tobin.yale.edu
October 6, 2025 at 12:35 PM
donskerclass.bsky.social
For today's meeting of the UZH ML+Macro Finance reading group, I read about Forward-Backward Stochastic Differential Equations. Among other things, these allow for a stochastic version of Pontryagin's maximum principle for optimal control along a path.
Some notes I made explaining how they work:
donskerclass.github.io
October 2, 2025 at 2:32 PM
Reposted by Rachel Leah Childers
emmiemalone.bsky.social
I’ve been training my whole life for this moment
A screenshot of an article published in popular science. It reads: “First known wild 'grue jay' hybrid spotted in Texas. Green and blue jays are crossing paths as temperatures rise.”
September 22, 2025 at 5:12 AM
donskerclass.bsky.social
I was incredibly glad to catch #jasmine4t on tour last night! They put on an amazing live show, including new tracks from the extended album, out today!
Set list for jasmine.4.t's show in Zurich last night, given to me by the band afterwards Skin on Skin Tall Girl Breaking In Reverse Find Ur Pppl I Can't Believe I Don't Think Kitchen You Are The Morning Tesco Elephant Woman Did U No
September 12, 2025 at 11:01 AM
donskerclass.bsky.social
Meta-discourse point: under DeGroot learning, signals from multiple sources are reinforced, regardless of whether such information is downstream of a common source (see e.g. stanford.edu/~arungc/CLX....) "Tagging" signals appears to reduce this bias (Möbius et al 2015) but is rarely done.
Figure 7: Information aggregation in naïve model. From "Treasure Hunt: Social Learning in the Field" by Möbius, Phan, Szeidl https://www.markusmobius.org/sites/default/files/markusmobius/files/treasure_03_01_2015_0.pdf Lefthand figure: "No multiple paths" Diagram of directed graph with arrows C->B, B->A, D->A, with root nodes C, D highlighted. Arrows depict transmission of independent signals from B, C, and D to A, which in total are counted once each. Righthand figure: "Multiple paths" Diagram of directed graph with arrows C->B, B->A, D->A, and now also C->D with nodes C, D highlighted. Arrows depict transmission of independent signals from B, C, and D to A. Because both B and D are downstream of C and upstream of A, the signal from A contributes along both paths. Under naive (DeGroot) learning, signals from correlated sources are not discounted, so A "double counts" the signal from C. Identities of A, B, C, and D may be filled in by the reader.
September 5, 2025 at 3:59 PM
Reposted by Rachel Leah Childers
betanalpha.bsky.social
But the whole point of computer science and machine learning is to confuse operations and the implementations. 🤣
August 30, 2025 at 5:50 PM
Reposted by Rachel Leah Childers
tylerjamesburch.com
anybody have favorite resources for learning about decision making under uncertainty/reinforcement learning for someone with sheer curiosity and not a ton of time?
August 19, 2025 at 7:19 PM
donskerclass.bsky.social
Does anyone have a favorite short intro to Reinforcement Learning? I'm putting together some instructional materials. Book chapters, articles, tutorials, etc. Preferably on the applied side over theoretical. #MLSky #Statsky
August 19, 2025 at 6:26 PM
donskerclass.bsky.social
Not finding anything here: does anybody have references on properties of Kernel Mean Embeddings of Kernel Mean Embeddings (or some other numerically tractable nonparametric representation of random measures)?
There's work on higher-order KMEs for stochastic processes, but this should be simpler.
Higher Order Kernel Mean Embeddings to Capture Filtrations of Stochastic Processes
Stochastic processes are random variables with values in some space of paths. However, reducing a stochastic process to a path-valued random variable ignores its filtration, i.e. the flow of informati...
arxiv.org
August 15, 2025 at 3:42 PM
donskerclass.bsky.social
PSA: "Summer Fun" by Jeanne Thornton is included free on Audible until 8/26. I didn't think from the synopsis, a book about a trans fan of a band that's a thinly veiled stand-in for the Beach Boys, that it would be for me, but I'm halfway through and now I think it might be the great American novel.
August 13, 2025 at 5:10 PM
donskerclass.bsky.social
Etiquette question for German speakers: Am I supposed to go to the restroom labeled "alle Geschlechter" or the one labeled "FLINTA"?
If it's "FINTA" instead, does it depend on how gay I'm feeling that day, or just how dykey my outfit is?
August 8, 2025 at 8:44 AM
Reposted by Rachel Leah Childers
unswecon.bsky.social
We are proud to have our very own @economeager.bsky.social as part of the first ever human MCMC chain traversing the space of all possible names and genders. We feel sincere congratulations are in order to Rafe, Rachel Leah and all other Bayesians involved.
donskerclass.bsky.social Rachel Leah Childers @donskerclass.bsky.social · Aug 4
We are currently engaged in a vast MCMC scheme iterating through names and genders among all the Bayesian econometricians. As in HMC, approximate conservation laws are important for maintaining invariance. Please be patient while we converge.
August 4, 2025 at 6:24 AM
donskerclass.bsky.social
Re BLS news, a few years ago I resigned from a CBO position before starting because I worried that regardless of what I did, the presence of someone like me would be used to impugn the credibility of a highly professional, nonpartisan agency. I can't know, but I can't say I made the wrong decision.
August 2, 2025 at 4:04 PM
donskerclass.bsky.social
Professional Update: I am now a Senior Research Associate (postdoc) at the Department of Finance, Universität Zürich, sponsored by Felix Kübler and Yucheng Yang on a grant through the Swiss NSF!

I'm looking forward to being part of the Computational Economics community in Switzerland and Europe!
SNSF Data Portal
The Swiss National Science Foundation's Data Portal presents interactive Key Figures, facts on funded projects and involved people in the Grant Search and the COVID-19 project registry, Dataset downlo...
data.snf.ch
July 31, 2025 at 4:33 PM