Rachel Leah Childers

Universität Zürich, Department of Finance

About

In my research I combine approaches from Econometrics, Machine Learning, and High-dimensional Statistics to devise performant and theoretically sound methods for computation, estimation, and decision-making in structured, high-dimensional, dynamic environments, with applications to macroeconomics and causal inference.

I love helping people with their econometric questions, and host weekly econometrics office hours, open to anyone in the world, currently Wed 10-12am Central European Summer Time (GMT+2) each week or by appointment: details and signup.

Interests

Econometrics
Machine Learning
Macroeconomics
Computational Economics

Education

PhD in Economics, 2016

Yale University

Research

Yewon Byun, Shantanu Gupta, Zachary C. Lipton, Rachel Leah Childers, Bryan Wilder (2025). Using Imperfect Synthetic Data in Downstream Inference Tasks. Submitted.

Preprint

Shantanu Gupta, Zachary C. Lipton, Rachel Childers (2024). Online Data Collection for Efficient Semiparametric Inference.

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Helen Zhou, Audrey Huang, Kamyar Azizzadenesheli, Rachel Childers, Zachary C. Lipton (2024). Timing as an Action: Learning When to Observe and Act. AISTATS 2024.

Preprint PDF Code Poster

Shantanu Gupta, Rachel Childers, Zachary C. Lipton (2023). Local Causal Discovery for Estimating Causal Effects. CLeaR 2023.

Preprint PDF Code

Rachel Childers, Jesús Fernández-Villaverde, Jesse Perla, Christopher Rackauckas, Peifan Wu (2022). Differentiable State Space Models and Hamiltonian Monte Carlo Estimation. Submitted.

PDF Code NBER WP30573

Rachel Childers (2022). Automated Solution of Heterogeneous Agent Models.

PDF Code Poster

Shantanu Gupta, Zachary C. Lipton, Rachel Childers (2021). Efficient Online Estimation of Causal Effects by Deciding What to Observe. NeuRIPS 2021.

Preprint PDF Code

Shantanu Gupta, Zachary C. Lipton, Rachel Childers (2021). Estimating Treatment Effects with Observed Confounders and Mediators. UAI 2021.

Preprint

Rachel Childers, Keshav Dogra (2019). Perturbation Methods for Incomplete Markets Economies.

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Rachel Childers (2018). Solution of Rational Expectations Models with Function Valued States. R&R at Econometrica.

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Rachel Childers (2016). Computational Methods for Economic Models with Function Valued States. PhD Thesis.