RePEc Click here to visit UConn Economics IDEAS

This file is part of IDEAS, which uses RePEc data

[ Papers | Articles | Software | Books | Chapters | Authors | Institutions | JEL Classification | NEP reports | Search | New papers by email | Author registration | Rankings | Volunteers | FAQ | Blog | Help! ]

Top 5% Institutions and Economists in the Field of Econometric Time Series, as of March 2008

These rankings take only into account institutions registered in EDIRC and authors registered with the RePEc Author Service and the institutions they claimed to be affiliated with. For Econometric Time Series, these are 623 authors affiliated with 778 institutions.
For the worldwide rankings, see here: top 5% authors or top 5% economics institutions.
More rankings.
All authors classified in this field.
The rankings below are aggregate rankings from 31 different ranking methods, excluding worst and best method. See links above for details.
The data presented here is experimental. It is based on a limited sample of the research output in Economics and Finance. Only material catalogued in RePEc is considered. For any citation based criterion, only works that could be parsed by the CitEc project are considered. For any ranking of people, only those registered with the RePEc Author Service can be taken into account. And for rankings of institutions, only those listed in EDIRC and claimed as affiliation by the respective, registered authors can be measured. Thus, this list is by no means based on a complete sample. You can help making this more comprehensive by encouraging more publications to be listed (instructions) and more authors to register (form). For more details on the various rankings that are available as well for documentation, follow this link.

Top 5% institutions in the field of Econometric Time Series

Please note that rankings can depend on the number of registered authors in the respective institutions. Subentities of ranked institutions do not increment the rank count and have their rank listed in parentheses. Register at the RePEc Author Service.

The scores of institutions in each field are determined by a weighted sum of all authors affiliated with the respective institutions. The weights are determined, for each author, by the proportion of all working papers announced in NEP that have also been announced in NEP-ETS (Econometric Time Series).
11.46National Bureau of Economic Research (NBER), Cambridge
22.17Cowles Foundation for Research in Economics, Yale University, New Haven
33.41Economics Department, Yale University, New Haven
43.46Department of Economics, University of California-San Diego (UCSD), La Jolla
55.59Business School, University of Auckland, Auckland
66.23Faculty of Economics, University of Cambridge, Cambridge
(7)6.76Department of Economics, Business School, University of Auckland, Auckland
78.76Department of Economics, University of Southern California, Los Angeles
88.85Department of Economics and Related Studies, University of York, York
99.73Institute for the Study of Labor (IZA), Bonn
1011.77Stern School of Business, New York University, New York City
1112.98CESifo, M√ľnchen
1213.35Department of Economics, Harvard University, Cambridge
1313.89Cambridge Finance, University of Cambridge, Cambridge
(14)13.98Finance Department, Stern School of Business, New York University, New York City
1414.95Department of Economics, New York University, New York City
1514.99Federal Reserve Board (Board of Governors of the Federal Reserve System), Washington
1615.69Department of Economics, Oxford University, Oxford
1716.16Department of Economics, Duke University, Durham
1820.03Department of Economics, Princeton University, Princeton
1920.82Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit, Amsterdam
2022.22Centre for Economic Policy Research (CEPR), London
2124.93London School of Economics (LSE), University of London, London
2227.66Centre for Applied Macroeconomic Analysis (CAMA),
2328.19Department of Economics, University of Chicago, Chicago
2428.37Department of Economics, University of Pennsylvania, Philadelphia
2528.85Department of Economics, Boston University, Boston
2629.04Graduate School of Business, University of Chicago, Chicago
2730.1Hoover Institution on War Revolution & Peace, Stanford University, Palo Alto
(28)30.92Economics Group, Nuffield College, Department of Economics, Oxford University, Oxford
2831.58Department of Economics, University of Warwick, Coventry
2932.42European Central Bank, Frankfurt am Main
3033.53Centro de Estudios Monetarios y Financieros (CEMFI), Madrid
(31)34.75Economics Department, London School of Economics (LSE), University of London, London
3134.86Department of Economics, Northwestern University, Evanston
3235.05Economics Department, Michigan State University, East Lansing
3336.81Economics Department, University of Wisconsin-Madison, Madison
3437.55Rimini Center for Economic Analysis (RCEA), Rimini
3540.74Department of Economics, School of Arts and Sciences, Columbia University, New York City
3641.11Faculteit der Economische Wetenschappen, Erasmus Universiteit, Rotterdam
(37)43.15Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit, Rotterdam
3745.95Tinbergen Instituut, Amsterdam
3846.84Finance Research Centre, Oxford University, Oxford

Top 5% authors in the field of Econometric Time Series

This ranking is based on registered authors only, and only those who are classified within this field. Authors can register at the RePEc Author Service.
1.1.38Peter C. B. Phillips
2.2.12M Hashem Pesaran
3.2.8Robert F. Engle
4.7.28Clive W. J. Granger
5.7.65Lars Peter Hansen
6.8.28Tim Bollerslev
7.8.34James H. Stock
8.8.91Donald W. K. Andrews
9.10.05Thomas J. Sargent
10.11.11Christopher Sims
11.11.7Pierre Perron
12.11.89Halbert White
13.13.84Francis X. Diebold
14.14.4Soren Johansen
15.14.79David F. Hendry
16.14.98Ben S. Bernanke
17.15.06Manuel Arellano
18.16.54Kenneth D. West
19.16.59Peter M. Robinson
20.16.93Jushan Bai
21.17.29Arnold Zellner
22.19.41Serena Ng
23.19.57James Hamilton
24.20.77J. Scott Armstrong
25.21.37Marc Nerlove
26.23.82Timo Teräsvirta
27.25.81Neil Shephard
28.26.17Graham Elliott
29.26.18Yacine Ait-Sahalia
30.27.69Lawrence Christiano
31.30.44Peter E. Rossi


We do our best, but we cannot exclude errors.