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 November 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 681 authors affiliated with 823 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.	1.72	Peter C. B. Phillips
2.	2.41	M Hashem Pesaran
3.	2.58	Robert F. Engle
4.	4.47	Tim Bollerslev
5.	7.51	James H. Stock
6.	7.75	Lars Peter Hansen
7.	7.75	Clive W. J. Granger
8.	9.78	Donald W. K. Andrews
9.	9.9	Thomas J. Sargent
10.	11.42	Christopher Sims
11.	13.03	Pierre Perron
12.	13.18	Francis X. Diebold
13.	13.39	Halbert White
14.	14.46	Soren Johansen
15.	14.75	Arnold Zellner
16.	15.36	Peter M. Robinson
17.	16.25	David F. Hendry
18.	16.59	James Hamilton
19.	16.74	Manuel Arellano
20.	17.16	Jushan Bai
21.	18.21	Kenneth D. West
22.	18.52	Serena Ng
23.	18.81	Ben S. Bernanke
24.	19.95	Timo Teräsvirta
25.	21.69	Marc Nerlove
26.	22.33	J. Scott Armstrong
27.	23.49	Torben G. Andersen
28.	26.09	Neil Shephard
29.	27.89	Lawrence Christiano
30.	28.9	Graham Elliott
31.	29.42	Andrew C. Harvey
32.	30.05	Peter E. Rossi
33.	30.68	Yacine Ait-Sahalia
34.	31.83	Adrian Rodney Pagan

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	1.21	National Bureau of Economic Research (NBER), Cambridge
2	2.97	Cowles Foundation for Research in Economics, Yale University, New Haven
3	3.68	Department of Economics, University of California-San Diego (UCSD), La Jolla
4	4.36	Economics Department, Yale University, New Haven
5	4.51	Center for Research in Econometric Analysis of Time Series (CREATES), Aarhus Universitet, Aarhus
6	7.24	Business School, University of Auckland, Auckland
7	7.53	Faculty of Economics, University of Cambridge, Cambridge
(8)	8.46	Department of Economics, Business School, University of Auckland, Auckland
8	10.06	Department of Economics and Related Studies, University of York, York
9	10.61	Department of Economics, University of Southern California, Los Angeles
10	10.64	Stern School of Business, New York University, New York City
11	11.35	Tinbergen Instituut, Amsterdam
12	11.47	Department of Economics, Duke University, Durham
13	11.83	Institute for the Study of Labor (IZA), Bonn
(14)	13.89	Finance Department, Stern School of Business, New York University, New York City
14	15.18	CESifo, München
15	15.22	Cambridge Finance, University of Cambridge, Cambridge
16	15.72	Department of Economics, Harvard University, Cambridge
17	16.21	Department of Economics, New York University, New York City
18	16.7	Department of Economics, Oxford University, Oxford
19	17.04	Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit, Amsterdam
20	23.09	Department of Economics, Princeton University, Princeton
21	23.85	Centre for Economic Policy Research (CEPR), London
22	24.27	Federal Reserve Board (Board of Governors of the Federal Reserve System), Washington
23	26.66	London School of Economics (LSE), University of London, London
24	27.17	Department of Economics, University of Chicago, Chicago
25	28.24	Department of Economics, University of Pennsylvania, Philadelphia
26	30.12	Centre for Applied Macroeconomic Analysis (CAMA), Canberra
27	30.18	Graduate School of Business, University of Chicago, Chicago
28	32.35	Hoover Institution on War Revolution & Peace, Stanford University, Palo Alto
29	32.52	Rimini Center for Economic Analysis (RCEA), Rimini
(30)	32.58	Economics Group, Nuffield College, Department of Economics, Oxford University, Oxford
30	32.93	Department of Economics, University of Warwick, Coventry
31	32.97	Department of Economics, Boston University, Boston
(32)	33.19	Afdeling Ruimtelijke Economie, Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit, Amsterdam
32	35.24	Department of Economics, School of Arts and Sciences, Columbia University, New York City
33	35.72	Økonomisk Institut, Københavns Universitet, København
34	37.11	Economics Department, Michigan State University, East Lansing
(35)	37.22	Economics Department, London School of Economics (LSE), University of London, London
35	38.11	Centro de Estudios Monetarios y Financieros (CEMFI), Madrid
36	40.33	Department of Economics, Northwestern University, Evanston
37	40.41	European Central Bank, Frankfurt am Main
(38)	40.44	Economic Research, Federal Reserve Bank of St. Louis, St. Louis
37	40.44	Federal Reserve Bank of St. Louis, St. Louis
39	41.45	Economics Department, University of Wisconsin-Madison, Madison
40	45.72	Faculteit der Economische Wetenschappen, Erasmus Universiteit, Rotterdam
(41)	47.98	Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit, Rotterdam
41	49.36	Finance Research Centre, Oxford University, Oxford