Field Rankings at IDEAS: Econometric Time Series

This file is part of IDEAS, which uses RePEc data

Top 5% Institutions and Economists in the Field of Econometric Time Series, as of April 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 630 authors affiliated with 784 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.

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.

Rank	Score	Author
1.	1.36	Peter C. B. Phillips
2.	2.03	M Hashem Pesaran
3.	2.84	Robert F. Engle
4.	7.53	Clive W. J. Granger
5.	8	Lars Peter Hansen
6.	8.08	Tim Bollerslev
7.	8.78	James H. Stock
8.	9.65	Christopher Sims
9.	9.76	Thomas J. Sargent
10.	10.87	Pierre Perron
11.	11.07	Donald W. K. Andrews
12.	11.38	Halbert White
13.	13.13	Francis X. Diebold
14.	14.83	Peter M. Robinson
15.	14.89	David F. Hendry
16.	15.04	Manuel Arellano
17.	15.65	Kenneth D. West
18.	16.25	Ben S. Bernanke
19.	16.86	Arnold Zellner
20.	18.51	Serena Ng
21.	19.01	Soren Johansen
22.	19.61	Jushan Bai
23.	19.85	James Hamilton
24.	20.68	J. Scott Armstrong
25.	21.28	Marc Nerlove
26.	24.41	Timo Teräsvirta
27.	25.99	Neil Shephard
28.	26.53	Graham Elliott
29.	27.53	Yacine Ait-Sahalia
30.	28.16	Lawrence Christiano
31.	29.01	Peter E. Rossi

Credits:

Citations from CitEc project by José Manuel Barrueco Cruz, University of Valencia, Spain. Hardware provided by Technical University of Valencia, Spain.
Abstract views and downloads statistics from LogEc project by Sune Karlsson, Örebro University, Sweden.
Author registration by Ivan Kumanov, Minsk, Belarus.
Institutions database and ranking computations by Christian Zimmermann, University of Connecticut.
RePEc has been initiated by Thomas Krichel, Long Island University.

We do our best, but we cannot exclude errors.

Rank	Score	Institution
1	1.3	National Bureau of Economic Research (NBER), Cambridge
2	2.48	Cowles Foundation for Research in Economics, Yale University, New Haven
3	3.49	Department of Economics, University of California-San Diego (UCSD), La Jolla
4	3.72	Economics Department, Yale University, New Haven
5	5.8	Business School, University of Auckland, Auckland
6	6.14	Faculty of Economics, University of Cambridge, Cambridge
(7)	6.95	Department of Economics, Business School, University of Auckland, Auckland
7	8.5	Department of Economics, University of Southern California, Los Angeles
8	9.15	Department of Economics and Related Studies, University of York, York
9	9.76	Institute for the Study of Labor (IZA), Bonn
10	12.21	Stern School of Business, New York University, New York City
11	12.89	CESifo, München
12	13.93	Cambridge Finance, University of Cambridge, Cambridge
13	13.97	Tinbergen Instituut, Amsterdam
(14)	14.63	Finance Department, Stern School of Business, New York University, New York City
14	14.74	Department of Economics, Harvard University, Cambridge
15	15.2	Federal Reserve Board (Board of Governors of the Federal Reserve System), Washington
16	16.66	Department of Economics, Oxford University, Oxford
17	16.83	Department of Economics, New York University, New York City
18	17.5	Department of Economics, Duke University, Durham
19	19.82	Department of Economics, Princeton University, Princeton
20	22.58	Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit, Amsterdam
21	22.73	Centre for Economic Policy Research (CEPR), London
22	24.42	London School of Economics (LSE), University of London, London
23	26.93	Department of Economics, University of Chicago, Chicago
24	28.02	Department of Economics, University of Pennsylvania, Philadelphia
25	28.5	Centre for Applied Macroeconomic Analysis (CAMA),
26	28.51	Department of Economics, Boston University, Boston
27	29.19	Graduate School of Business, University of Chicago, Chicago
28	30.63	Department of Economics, University of Warwick, Coventry
29	30.65	Hoover Institution on War Revolution & Peace, Stanford University, Palo Alto
(30)	32.12	Economics Group, Nuffield College, Department of Economics, Oxford University, Oxford
30	33.54	European Central Bank, Frankfurt am Main
31	34.06	Centro de Estudios Monetarios y Financieros (CEMFI), Madrid
(32)	34.3	Economics Department, London School of Economics (LSE), University of London, London
32	35.54	Department of Economics, Northwestern University, Evanston
33	35.93	Economics Department, Michigan State University, East Lansing
34	36.71	Economics Department, University of Wisconsin-Madison, Madison
35	38.85	Rimini Center for Economic Analysis (RCEA), Rimini
36	40.53	Department of Economics, School of Arts and Sciences, Columbia University, New York City
(37)	42.77	Afdeling Ruimtelijke Economie, Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit, Amsterdam
37	43.1	Faculteit der Economische Wetenschappen, Erasmus Universiteit, Rotterdam
(38)	45.17	Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit, Rotterdam
38	46.78	Finance Research Centre, Oxford University, Oxford
39	47.53	Australian School of Business, University of New South Wales, Sydney