@DonskerClass profile picture
Rachel Leah Childers @DonskerClass

Econometrics, Statistics, Computational Macroeconomics, Confusion. (Mostly the last.)

Joined June 2013
  • Tweets 1,563
  • Following 648
  • Followers 2,645
93 Photos and videos
For Spring semester, I'm bringing back free weekly open office hours for anyone in the world with Econometrics questions. Tuesdays 4-6 PM Central European Time (US EST 10AM-12PM) or by appointment; sign up and drop by!
Free Weekly Econometrics Office Hours Email: rachelleahchilders@gmail.com or Sign up form: https://forms.gle/tSk48w1msZgrCUqX8 Time: Tuesdays 4:00-6:00PM Central European Time (GMT 1) (US Eastern Standard Time 10:00AM-12:00PM) (or by appointment) Location: Zoom Link https://uzh.zoom.us/j/62894466032?pwd=M28RFSrc44buAIJtPdvBEeYAIcClip.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, can help with finance and applied micro (labor, development, health, etc), and can follow other fields.

ALT Free Weekly Econometrics Office Hours Email: rachelleahchilders@gmail.com or Sign up form: https://forms.gle/tSk48w1msZgrCUqX8 Time: Tuesdays 4:00-6:00PM Central European Time (GMT 1) (US Eastern Standard Time 10:00AM-12:00PM) (or by appointment) Location: Zoom Link https://uzh.zoom.us/j/62894466032?pwd=M28RFSrc44buAIJtPdvBEeYAIcClip.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, can help with finance and applied micro (labor, development, health, etc), and can follow other fields.

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Rachel Leah Childers retweeted
Yucheng Yang
@YuchengYang1993
May 23
It's a wrap! Very proud to have hosted a fantastic workshop on new methods & models in macro. Two days, ten terrific talks, many lively debates on new models, computation, AI, rational expectation & RL, state/sequence/path space, and beyond. A thread on the talks & frontier🧵
Yucheng Yang
@YuchengYang1993
May 12
Very much looking forward to the 𝐙𝐮𝐫𝐢𝐜𝐡 𝐐𝐮𝐚𝐧𝐭𝐢𝐭𝐚𝐭𝐢𝐯𝐞 𝐌𝐚𝐜𝐫𝐨 𝐖𝐨𝐫𝐤𝐬𝐡𝐨𝐩 next week! Excited to welcome an outstanding group of macroeconomists pushing the very frontier: Tom Sargent, @ben_moll, @a_auclert, @MarlonAzinovic, and many others! @Florian_Scheuer @comp_simon
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Rachel Leah Childers retweeted
Rachel Leah Childers@DonskerClass
Feb 2
For Spring semester, I'm bringing back free weekly open office hours for anyone in the world with Econometrics questions. Tuesdays 4-6 PM Central European Time (US EST 10AM-12PM) or by appointment; sign up and drop by!
Free Weekly Econometrics Office Hours Email: rachelleahchilders@gmail.com or Sign up form: https://forms.gle/tSk48w1msZgrCUqX8 Time: Tuesdays 4:00-6:00PM Central European Time (GMT 1) (US Eastern Standard Time 10:00AM-12:00PM) (or by appointment) Location: Zoom Link https://uzh.zoom.us/j/62894466032?pwd=M28RFSrc44buAIJtPdvBEeYAIcClip.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, can help with finance and applied micro (labor, development, health, etc), and can follow other fields.

ALT Free Weekly Econometrics Office Hours Email: rachelleahchilders@gmail.com or Sign up form: https://forms.gle/tSk48w1msZgrCUqX8 Time: Tuesdays 4:00-6:00PM Central European Time (GMT 1) (US Eastern Standard Time 10:00AM-12:00PM) (or by appointment) Location: Zoom Link https://uzh.zoom.us/j/62894466032?pwd=M28RFSrc44buAIJtPdvBEeYAIcClip.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, can help with finance and applied micro (labor, development, health, etc), and can follow other fields.

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For Spring semester, I'm bringing back free weekly open office hours for anyone in the world with Econometrics questions. Tuesdays 4-6 PM Central European Time (US EST 10AM-12PM) or by appointment; sign up and drop by!
Free Weekly Econometrics Office Hours Email: rachelleahchilders@gmail.com or Sign up form: https://forms.gle/tSk48w1msZgrCUqX8 Time: Tuesdays 4:00-6:00PM Central European Time (GMT 1) (US Eastern Standard Time 10:00AM-12:00PM) (or by appointment) Location: Zoom Link https://uzh.zoom.us/j/62894466032?pwd=M28RFSrc44buAIJtPdvBEeYAIcClip.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, can help with finance and applied micro (labor, development, health, etc), and can follow other fields.

ALT Free Weekly Econometrics Office Hours Email: rachelleahchilders@gmail.com or Sign up form: https://forms.gle/tSk48w1msZgrCUqX8 Time: Tuesdays 4:00-6:00PM Central European Time (GMT 1) (US Eastern Standard Time 10:00AM-12:00PM) (or by appointment) Location: Zoom Link https://uzh.zoom.us/j/62894466032?pwd=M28RFSrc44buAIJtPdvBEeYAIcClip.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, can help with finance and applied micro (labor, development, health, etc), and can follow other fields.

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Sign up for free open Econometrics office hours at donskerclass.github.io/Offic…
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Go see Emily to learn about principled ways to use synthetic data!
Emily Byun
@yewonbyun_
3 Dec 2025
I’m at NeurIPS this week (12/2-12/8) to present our work on when/how synthetic data (e.g., LLM simulations) can help scientists make inferences with less real data, improving the efficiency of costly experiments. Come by Poster #904 on Thursday 4:30PM (Exhibit Hall C,D,E)!🙂
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Rachel Leah Childers retweeted
Yucheng Yang
@YuchengYang1993
1 Dec 2025
We are very proud to present our outstanding 2025/26 cohort of job market candidates from the @UZH_en Department of Finance/Swiss Finance Institute! ✨✨✨✨✨ df.uzh.ch/en/studies/phd/peo… Please find their research interests and job market papers below👇👇👇
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I will be at University of Tübingen on Tuesday Dec 2, and at NeuRIPS in San Diego Dec 3-8 spreading the good word of the Generalized Method of Moments in the age of AI. Econometrics lovers come say hi!
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Rachel Leah Childers retweeted
Rachel Leah Childers@DonskerClass
28 Oct 2025
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!
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).

ALT 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).

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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!
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).

ALT 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).

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Econometrics Free Open Office Hours details and signup at: donskerclass.github.io/Offic…
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Valid inference w/ LLM-simulated data: 1. Take subsample of texts, extract vars 2. Construct moments identifying param on those vars 3. Ask LLM to simulate vars on sample & remaining texts 4. Use same moments w/ simulated vars 5. Combine moments, estimate jointly w/ 2-step GMM
Emily Byun
@yewonbyun_
9 Oct 2025
💡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 moments of synthetic data and those of real data
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Working on this project to understand how LLM simulation data could contribute to drawing valid scientific conclusions from real world data, led by @yewonbyun_ with @shantanug7, was a great learning experience. Happy to see it forthcoming at #NeurIPS2025
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For today's meeting, 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/misc/…

Yucheng Yang
@YuchengYang1993
29 Sep 2025
Excited to kick off the Zurich 𝐌𝐚𝐜𝐡𝐢𝐧𝐞 𝐋𝐞𝐚𝐫𝐧𝐢𝐧𝐠 𝐌𝐚𝐜𝐫𝐨 𝐅𝐢𝐧𝐚𝐧𝐜𝐞 𝐑𝐞𝐚𝐝𝐢𝐧𝐠 𝐆𝐫𝐨𝐮𝐩, organized with @DonskerClass & Felix Kubler! Faculty/students @UZH_en & @ETH_en will meet weekly to discuss both core CS papers and frontier economic applications.
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Rachel Leah Childers retweeted
Yucheng Yang
@YuchengYang1993
6 Aug 2025
Thrilled to share that Rachel Childers @DonskerClass has joined @UZH_en as a Senior Research Associate! Her pioneering work on heterogeneous agent models with machine learning & perturbation methods has inspired much recent work. Welcome to Zurich, Rachel! donskerclass.github.io/

Rachel Leah Childers

donskerclass.github.io
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For the Spring semester, I am restarting my free weekly open office-hours for anyone in the world with Econometrics questions. Wednesdays 10-12 AM Eastern or by appointment; sign up and drop by!
Free Weekly Econometrics Office Hours Email: rachelleahchilders@gmail.com or Sign up form: https://forms.gle/XS55FASiGGHqAZKa6 Time: Wednesdays 10:00-12:00AM Eastern US (or by appointment) Location: Zoom Link https://bowdoin.zoom.us/j/96039587180 Who: Anyone. Grad students, researchers, government workers. 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 applied micro (labor, development, health, etc) & some finance. 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.

ALT Free Weekly Econometrics Office Hours Email: rachelleahchilders@gmail.com or Sign up form: https://forms.gle/XS55FASiGGHqAZKa6 Time: Wednesdays 10:00-12:00AM Eastern US (or by appointment) Location: Zoom Link https://bowdoin.zoom.us/j/96039587180 Who: Anyone. Grad students, researchers, government workers. 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 applied micro (labor, development, health, etc) & some finance. 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.

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Link for Open Econometrics Office Hours details and sign-up: donskerclass.github.io/Offic…
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My traditional end-of-year review: some papers I read and liked in 2024. donskerclass.github.io/post/…

Papers I Liked 2024 | Rachel Leah Childers

This has been another year where I felt like I slacked on my reading, and that probably is genuinely true for the tumultuous last half, but my read folder lists 154, so I can pick out a few that I...

donskerclass.github.io
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New work by @shantanug7, @zacharylipton, and me on adaptively combining data sources for general semiparametric models. Think "design of experiments" but replace "experiments" with anything you can estimate by semiparametric GMM.
Stat.ML Papers@StatMLPapers
6 Nov 2024
Online Data Collection for Efficient Semiparametric Inference ift.tt/ofdAv3l
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I'm restarting open Econometrics Office Hours this week, now from @BowdoinCollege, where I am visiting this year. Open to anyone anywhere needing econometrics help! Now Wednesdays 10-12 AM Eastern or by appointment.
Free Weekly Econometrics Office Hours Email: davidbchilders@gmail.com or Sign up form: https://forms.gle/yVz8RtVALDXTmv5u7 Time: Wednesdays 10:00-12:00AM Eastern US (or by appointment) Location: Zoom Link https://bowdoin.zoom.us/j/7322488068 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

ALT Free Weekly Econometrics Office Hours Email: davidbchilders@gmail.com or Sign up form: https://forms.gle/yVz8RtVALDXTmv5u7 Time: Wednesdays 10:00-12:00AM Eastern US (or by appointment) Location: Zoom Link https://bowdoin.zoom.us/j/7322488068 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

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Sign up for open Econometrics office hours at forms.gle/yVz8RtVALDXTmv5u7

Econometric Consulting Office Hours

Request form to sign up for Econometrics consulting office hours and to provide any info you want about your question.

docs.google.com
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Perhaps alternately/also go to Michael's office hours if you have a serious Bayesian question: he's the best in the business. x.com/betanalpha/status/1830…
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