2026 Econometrics Summer School Cambridge - With Jeffrey Wooldridge and Melvin Weeks

Don't miss our in-person summer school at the University of Cambridge, hosted at the scenic and modern Churchill College, featuring courses on Difference in Differences, Machine Learning and Causal Inference

Course Dates: 20 – 24 July 2026

Location: Churchill College, University of Cambridge

Delivered By:

	Dr. Melvyn Weeks
	Prof. Jeffrey Wooldridge

Overview

Join us this July in Cambridge for a 5-day in-person Econometrics Summer School designed to equip researchers, analysts, and policy professionals with cutting-edge tools for causal inference and machine learning using Stata.

Hosted at Churchill College, the summer school brings together a community of researchers, students, and professionals from around the globe and offers a rare opportunity to study cutting-edge methods in causal inference and machine learning in one of the world’s most prestigious academic centres.

Participants will not only benefit from expert-led instruction and hands-on Stata sessions, but also experience life in a Cambridge college—with optional on-site accommodation available. In the evenings, participants will have the opportunity to unwind with fellow attendees over a drink or explore the vibrant university town with its winding lanes, bookshops, and riverside walks. Stay tuned for more updates on evening social activities organised for all attendees.

Course Structure

Course One: An Introduction to Causal Inference and Difference-in-Differences using Stata

Instructor: Professor Jeffrey Wooldridge (University of Michigan)
Duration: 2.5 Days
Level: Intermediate–Advanced

This course provides a rigorous introduction to causal inference using the potential outcomes framework. You’ll explore both traditional and modern estimation techniques for treatment effects in cross-sectional and panel data settings.

Topics Include:

• Regression adjustment, inverse probability weighting, and matching
• Doubly robust methods and covariate balancing techniques
• Local average treatment effect (LATE) and LATT estimation
• Control function methods with heterogeneous treatment effects
• Difference-in-differences (DiD): leads/lags, staggered adoption, parallel trends testing
• Advanced DiD topics: clustered standard errors, few groups, rolling methods

Course Two: Causal Inference and Machine Learning using Stata

Instructor: Dr. Melvyn Weeks (University of Cambridge)
Duration: Days 2.5–5
Level: Advanced

This course explores the intersection of machine learning and causal inference, helping participants move beyond prediction-focused applications to unlock the full potential of ML in policy and economics research.

Topics Include:

• Contrasting econometrics and machine learning: Breiman’s “two cultures”
• Ensemble methods: bagging, random forests, regularisation, averaging
• ML for causal inference: double-robust methods, double-debiased Lasso, orthogonalisation
• Frisch-Waugh-Lovell theorem & Lasso for treatment effect estimation
• Parametric vs nonparametric methods in treatment effects
• Managing high-dimensional data and sample splitting

New for 2025: Generative AI & Unstructured Data

Intro to LLMs (e.g., GPT-4, BERT).

Evening Panel Discussion & Reception – Day 3

All attendees are invited to a panel discussion featuring both instructors, with additional guests from academia and industry. This will be followed by a drinks reception, offering a relaxed setting for networking and discussion.

Why Attend?

• Learn directly from Jeffrey Wooldridge, one of the most cited econometricians in the world
• Explore machine learning for causal inference with Melvyn Weeks, an expert on applied econometrics and ML
• Gain hands-on experience with Stata
• Develop skills applicable across academia, policy, and industry
• Build your professional network in the unique atmosphere of Cambridge

Accommodation

Participants may choose whether to register for the school either inclusive or non-inclusive of accommodation. Accommodation is provided at Churchill College, University of Cambridge and all rooms are double rooms allowing single occupancy.

Accommodation is included for the evenings between course days. Those who book on the whole school will receive all 4 nights.

If you require accommodation for either 19 July or 24 July, please contact us, we may also be able to arrange this onsite subject to availability and additional cost.

Delivered By

Dr. Melvyn Weeks
University of Cambridge

Prof. Jeffrey Wooldridge
Michigan State University

Contact Us

Email us at info@timberlake.co.uk or call +44 (0)20 8697 3377.