Rachel Leah Childers
@donskerclass.bsky.social
Econometrics, Statistics, Computational Economics, etc
University of Zurich
http://donskerclass.github.io
🇺🇲 in 🇨🇭. 🏳️⚧️
University of Zurich
http://donskerclass.github.io
🇺🇲 in 🇨🇭. 🏳️⚧️
Pinned
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....
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....
Reposted by Rachel Leah Childers
FWIW, there are data-based covariate selection procedures that allow for the possibility that some variables are mediators, not confounders. I even have one, though by now there are quite a few. All still require assumptions, and sometimes you get partial ID, but we can do better than ignoring it.
Local Causal Discovery for Estimating Causal Effects
Even when the causal graph underlying our data is unknown, we can use observational data to narrow down the possible values that an average treatment effect (ATE) can take by (1) identifying the graph...
arxiv.org
November 14, 2025 at 10:17 PM
FWIW, there are data-based covariate selection procedures that allow for the possibility that some variables are mediators, not confounders. I even have one, though by now there are quite a few. All still require assumptions, and sometimes you get partial ID, but we can do better than ignoring it.
Reposted by Rachel Leah Childers
Is it true that I have completely lost my battle to make Double Machine Learning mean "cross-fitting Neyman orthogonal moments with an ML first stage" and not "a partially linear model fit by that procedure"?
People should often be doing the former, useful thing, rarely the latter.
People should often be doing the former, useful thing, rarely the latter.
November 14, 2025 at 10:12 PM
Is it true that I have completely lost my battle to make Double Machine Learning mean "cross-fitting Neyman orthogonal moments with an ML first stage" and not "a partially linear model fit by that procedure"?
People should often be doing the former, useful thing, rarely the latter.
People should often be doing the former, useful thing, rarely the latter.
Reposted by Rachel Leah Childers
The new Rosalía album is astonishing. Run to your nearest source of music
November 10, 2025 at 3:31 AM
The new Rosalía album is astonishing. Run to your nearest source of music
Ethel Cain puts on a world-class live show.
November 4, 2025 at 10:49 PM
Ethel Cain puts on a world-class live show.
Reposted by Rachel Leah Childers
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....
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....
October 28, 2025 at 5:40 PM
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....
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....
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....
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....
October 28, 2025 at 5:40 PM
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....
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....
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
NYC recommendations for a short trip tomorrow and Sunday? Looking for art, plays, LGBT nightlife, or econ/math/stats/CS seminars.
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
- 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
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
- 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
"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+
I cried continuously without stopping for the entire last half. A+
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
"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+
I cried continuously without stopping for the entire last half. A+
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
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.
Reposted by Rachel Leah Childers
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...
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
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...
someunpleasant.substack.com/p/growing-th...
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
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
💡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
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
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
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
Everybody wants to join me at Universität Zürich now, huh.
Herzlich willkommen in der Schweiz, Esther and Abhijit!
Herzlich willkommen in der Schweiz, Esther and Abhijit!
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
Everybody wants to join me at Universität Zürich now, huh.
Herzlich willkommen in der Schweiz, Esther and Abhijit!
Herzlich willkommen in der Schweiz, Esther and Abhijit!
Dynamic investment under rational expectations: Yale preparing press materials in advance for Sveriges Riksbank season.
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
Dynamic investment under rational expectations: Yale preparing press materials in advance for Sveriges Riksbank season.
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:
Some notes I made explaining how they work:
donskerclass.github.io
October 2, 2025 at 2:32 PM
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:
Some notes I made explaining how they work:
Reposted by Rachel Leah Childers
I’ve been training my whole life for this moment
September 22, 2025 at 5:12 AM
I’ve been training my whole life for this moment
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!
September 12, 2025 at 11:01 AM
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!
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.
September 5, 2025 at 3:59 PM
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.
Reposted by Rachel Leah Childers
But the whole point of computer science and machine learning is to confuse operations and the implementations. 🤣
August 30, 2025 at 5:50 PM
But the whole point of computer science and machine learning is to confuse operations and the implementations. 🤣
Reposted by Rachel Leah Childers
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
anybody have favorite resources for learning about decision making under uncertainty/reinforcement learning for someone with sheer curiosity and not a ton of time?
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.
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
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.
There's work on higher-order KMEs for stochastic processes, but this should be simpler.
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
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.
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?
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
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?
If it's "FINTA" instead, does it depend on how gay I'm feeling that day, or just how dykey my outfit is?
Reposted by Rachel Leah Childers
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.
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
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.