Rachel Leah Childers
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donskerclass.bsky.social
Rachel Leah Childers
@donskerclass.bsky.social
2.5K followers 400 following 780 posts
Econometrics, Statistics, Computational Economics, etc
http://donskerclass.github.io
🇺🇲 in 🇨🇭. 🏳️‍⚧️
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donskerclass.bsky.social
Rachel Leah Childers @donskerclass.bsky.social · 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!
Details and signup at: donskerclass.github.io/OfficeHours....
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 (DSGE, heterogeneous agents, VARs, etc), can help with finance and applied micro (labor, development, health, etc), and can follow along with statistics problems in other areas. 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.
donskerclass.bsky.social
I'm running a reading group this semester on Mean Field Games, which economists call "heterogeneous agent models," for which mathematicians have a well-developed body of results that we should steal.

I wrote notes on mathematical preliminaries for meeting 1: donskerclass.github.io/misc/MFGMath...
UZH Macro/Finance Reading Group Fall 2026
UZH Macro/Finance Reading Group Fall 2026, Thursdays 12:15 Noon, Location: SOF-E15 Topic: Mean Field Games Organizers: Rachel Childers, Felix Kübler, et al Motivation: Mathematicians have develope...
docs.google.com
October 9, 2026 at 2:44 PM
donskerclass.bsky.social
Becker (1957)
sydney-bauer.com Sydney Bauer @sydney-bauer.com · 7d
You know trans women not getting jobs is just out of sheer bigotry because otherwise companies would be lining up to hire us at well below market rate as a cost saving move because I will take very little money to work a lot these days.
October 5, 2026 at 10:18 PM
donskerclass.bsky.social
Derenoncourt has done pioneering work on the distributional effects of policies on wealth doi.org/10.1093/qje/...
and wages doi.org/10.1093/qje/...
combining detailed micro data, historical context, and effective application of theory, inspiring all of us who work on economic heterogeneity. Brava!
September 30, 2026 at 1:07 PM
donskerclass.bsky.social
With the rising tide of slop papers, I can no longer mainline the raw nightly arXiv, so I decided to fight slop with slop and vibecode a recommender system based on my library and own interests and papers to sort and select new ones that I would care about. Now live at:
donskerclass.github.io/papers
Papers — Friday 25 September 2026
donskerclass.github.io
September 26, 2026 at 3:06 PM
Reposted by Rachel Leah Childers
mel.bzky.team
FINALLY SOME ACTIONABLE ADVICE
So you are looking for a masculine partner who is not overtly queer but will engage in queer sexual activity and is also an expert in international commerce? Sounds like you want a trade economist.
September 21, 2026 at 10:35 PM
donskerclass.bsky.social
My nuanced opinion on trans women in sports is:
God I wanna go see a tgirl baseball game so bad!
treegirl.it.com treegirl (halloween joke) @treegirl.it.com · 23d
GAME THREAD FOR THE CROSS-SEX CLASSIC
T4TBALL CHICAGO AND TGIRL BASEBALL NEW YORK PRESENT CHICAGO BEACHES VS BROOKLYN BONES
September 20, 2026 at 9:46 AM
donskerclass.bsky.social
Joyland was great.
Somehow one of the best trans movies of the past few years was produced by Malala.
angelperez.eurosky.social Devil "Blood Elf" Perez @angelperez.eurosky.social · Aug 23
here's why I don't really fuck with most of the transploitation wave movies: joyland. best movie I saw that year. if you watch this and go back through the others you will put your fist through a fucking wall, for the most part
Joyland - Official Trailer
YouTube video by Madman Films
youtu.be
August 25, 2026 at 11:02 AM
donskerclass.bsky.social
A nice tutorial on modern gradient-based MCMC samplers highlighting the link between continuous time theoretical analysis and issues that matter to practitioners.
This would have been ideal background for understanding modern developments in MCMC I saw at math.ethz.ch/fim/activiti...
From Continuous Dynamics to Practical Gradient-Based Samplers
Gradient-based Markov chain Monte Carlo methods are often introduced as a catalog of algorithms: Hamiltonian Monte Carlo (HMC), the Metropolis-adjusted Langevin algorithm (MALA), the No-U-Turn Sampler...
arxiv.org
August 7, 2026 at 10:54 PM
donskerclass.bsky.social
"The Abyss" by the way, née The Abyssinian, is the name of the combination queer bar/performance venue/Ethiopian restaurant Mel took me out to in West Philadelphia. Recommended. Get the sambusas.
bayesianboy.bsky.social Mel Andrews @bayesianboy.bsky.social · Aug 4
Among the better words I have read in recent times.
August 5, 2026 at 1:29 PM
Reposted by Rachel Leah Childers
donskerclass.bsky.social
Due to a travel mishap, I have one night in Philadelphia starting now. What should I do in (almost) paradise?
August 3, 2026 at 7:38 PM
donskerclass.bsky.social
"How many selves are there? At least three. What are they? Don’t play games with me kid."
-Rafe on a game-theoretic model of the closet (among other things) by Benabou and Tirole.
July 31, 2026 at 11:27 AM
donskerclass.bsky.social
OK, it's time to fortify our set of baselines for an MCMC paper. What's the latest in fast/reliable samplers for nonlinear state space models? We have NUTS/HMC/SMC^2/a few variants of Particle Metropolis. There have to be some new update schemes or maybe GPU options worth trying.
July 31, 2026 at 7:32 AM
donskerclass.bsky.social
☹️
July 25, 2026 at 7:28 AM
Reposted by Rachel Leah Childers
dr-yang.bsky.social
Yuri forums even made it to his dissertation acknowledgement #girlslove #yuri #anime
July 24, 2026 at 12:16 PM
donskerclass.bsky.social
Inspirational: one of the new Fields Medalists is a himedanshi.
For comfort, Deng turned to manga. “I remember him at Courant. He was always holding a manga,” said Jalal Shatah(opens a new tab), a professor there who formerly chaired the math department. Deng particularly liked stories about deep friendship and romance and found himself drawn to a genre known as yuri, which focuses on those kinds of relationships between women — stories that “feel nice and warm and beautiful,” as he put it. They helped him be kinder to himself, “more comfortable with life.”
July 23, 2026 at 2:50 PM
donskerclass.bsky.social
Flash back to one time about 15 or 20 years ago when we happened to be in SF in June so my dad took me to Pride and at the festival he walked up to a booth and said "Oh, leather? Do you sell, like, a wallet or maybe a belt?" while I quietly died of embarrassment.
maxdubler.com Max Dubler 🏳️‍🌈 @maxdubler.com · Jun 28
Happy pride specifically to the supportive straight parents who bring their embarrassed teenage queer children to the San Francisco pride parade.
June 28, 2026 at 6:31 PM
donskerclass.bsky.social
New answer to "Which moments to match?" just dropped, by Andrews and Sanders economics.mit.edu/sites/defaul...
Pick parameter value \bar{theta} to fit your ideological goal, and then match moments in the following set, and you are guaranteed to get the result you want. 😬
The set of moment functions f(X) you can choose for the method of moments applied to a model with likelihood P_{\theta}, which will ensure that the parameter value which matches the moments is an arbitrary value \bar{\theta} chosen by the researcher is given by the set of all square integrable functions which are orthogonal to the linear span of the likelihood ratio of the true distribution P with respect to the model-implied distribution P_{\bar{\theta}} (after subtracting 1 from the likelihood ratio for centering). This set is nontrivial precisely when the model is mis-specified, meaning that the likelihood ratio of the data distribution with respect to the model implied distribution at \bar{\theta} is not equal to 1, with positive probability.
June 25, 2026 at 6:45 PM
Reposted by Rachel Leah Childers
donskerclass.bsky.social
BK: Taylor circularity ⇒ eigenvalues on edge of stability, π indeterminate along the stable manifold
FTPL: transversality in the bond market restores uniqueness via repricing to restore gov't solvency
Non-Ricardian: π pinned down by contemporary fiscal, Taylor coef doesn't determine stability
mtkonczal.bsky.social Mike Konczal @mtkonczal.bsky.social · Jun 23
Regular-brain: Kevin Warsh's first press conference was confusing.

Galaxy-brain: That press conference was circular.

Universe-brain: That was indeterminate, it failed
Blanchard-Kahn conditions.

The confusion financial markets felt coming out of that press conference derives from economic logic.
June 23, 2026 at 4:29 PM
donskerclass.bsky.social
I went to this show last night entirely based on Maia's reputation as a hacker and was somehow unsurprised to find she's an amazing DJ as well. A+ 💯💯
crimew.gay maia arson crimew 🏴 @crimew.gay · Jun 19
craxziest mix of my life so far, holy shit.

getting called back on stage for an encore as a dj is insane, thanks 4 the energy zürich <3
June 20, 2026 at 9:59 AM
donskerclass.bsky.social
A helpful clarifying note from Greg Kaplan on uniqueness in the New Keynesian model under different fiscal and monetary rules, and comparison with the non-Ricardian case. Continuous time gives closed forms that simplify the analysis a lot.
static1.squarespace.com/static/5d694...
Phase diagrams of the Representative Agent New Keynesian model in continuous time in the passive monetary active fiscal regime, linearized on the left and global (under Rotemberg pricing) on the right. In both there is a saddle point normalized values of output Y=1, inflation pi=0. There is a 1d stable manifold in the Y,pi space which converges to this saddle. For a given initial debt, any point (y,pi) on this submanifold is stable. However, a government debt equation, which evolves autonomously from the (Y,pi) subsystem with Ricardian consumers, requires stable values of these variables and so selects the saddle point as unique initial condition in order to not blow up over time, a condition known as the fiscal theory of inflation (which in discrete time selects the price level, hence the "Fiscal Theory of the Price Level"). Kaplan notes that this selection is implied by transversality for the consumers holding the debt, so is a unique equilibrium at least under a boundedness restriction for (Y_t,pi_t) and not an external equilibrium refinement. In the paper he discusses why economists other than John Cochrane have been reluctant to consider this setting as plausible, and discusses the non-Ricardian case where B enters the Euler equation and picks out a similar solution under purely local criteria, though global uniqueness is still only a conjecture for that case.
June 15, 2026 at 2:05 PM
donskerclass.bsky.social
I had a lovely first day at the ETH conference on Scalable MCMC Sampling! I'm looking forward to the next 2 days of digging deep into sampling methods.
Schedule
All lectures take place in room HG F 3.
math.ethz.ch
June 1, 2026 at 8:30 PM
donskerclass.bsky.social
Causal graphs may look complicated, but they simplify checking the bestiary of failure modes in DiD with time-varying covariates. Worry when you have feedback from outcomes to covariates, treatment, or outcome, and worry about long term effects with treatment->covariate feedback. Essential reading!
mcknaus.bsky.social Michael Knaus @mcknaus.bsky.social · Apr 16
We illustrate why outcome dynamics rule out PT, unless more restrictions are imposed.

Y0 becomes a dilemma node that can only block one of two open paths between D and ΔYt
May 12, 2026 at 11:03 AM
donskerclass.bsky.social
Springtime Saturday skateboarding. 🛹
Me riding a skateboard in a park. I have on a blue dress with white polka dots, leggings and off-brand skate shoes. My arms are out because I'm still learning to balance. Me on a skateboard, with hair in my face despite the hair tie. Me riding on a skateboard near some train tracks. Me from behind, skating downhill.
April 18, 2026 at 6:25 PM
donskerclass.bsky.social
Well-deserved recognition for @ludwigstraub.bsky.social! His work w/ coauthors on "sequence-space" methods has transformed computation, empirics, and policy analysis in macro, offering a model representation which is general, intuitive, computationally tractable, and amenable to empirical testing.
April 7, 2026 at 5:13 PM