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 March 2009

This page shows one of the many rankings computed with RePEc data. They are based on data about authors who have registered with the RePEc Author Service, institutions listed on EDIRC, bibliographic data collected by RePEc, citation analysis performed by CitEc and popularity data compiled by LogEc. To find more rankings, historical data and detailed methodology, click here. Or see the ranking FAQ. For Econometric Time Series, these are 723 authors affiliated with 871 institutions.
All authors classified in this field.

Top 5% institutions in the field of Econometric Time Series

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).

Rank	Score	Institution
1	1.36	Department of Economics, University of California-San Diego (UCSD), La Jolla
2	3.35	Stern School of Business, New York University, New York City
3	4.78	Center for Research in Econometric Analysis of Time Series (CREATES), Aarhus Universitet, Aarhus
4	4.93	Cowles Foundation for Research in Economics, Yale University, New Haven
(5)	5.13	Finance Department, Stern School of Business, New York University, New York City
5	6.34	Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit, Amsterdam
6	6.77	Faculty of Economics, University of Cambridge, Cambridge
7	8.27	Department of Economics, Harvard University, Cambridge
8	8.43	Department of Economics, Duke University, Durham
9	9.52	Department of Economics, New York University, New York City
10	12.01	Department of Economics, Princeton University, Princeton
11	12.47	Department of Economics, Oxford University, Oxford
12	13.31	Federal Reserve Board (Board of Governors of the Federal Reserve System), Washington
13	14.29	Department of Economics, University of Chicago, Chicago
(14)	14.36	Afdeling Ruimtelijke Economie, Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit, Amsterdam
14	14.52	Business School, University of Auckland, Auckland
15	15.27	Economics Department, Yale University, New Haven
(16)	15.79	Department of Economics, Business School, University of Auckland, Auckland
16	16.23	London School of Economics (LSE), University of London, London
17	16.26	Department of Economics, University of Pennsylvania, Philadelphia
18	18.97	Department of Economics, Boston University, Boston
(19)	20.37	Economics Department, London School of Economics (LSE), University of London, London
19	20.73	Department of Economics, University of Southern California, Los Angeles
20	21.15	Centro de Estudios Monetarios y Financieros (CEMFI), Madrid
21	22.05	Economics Department, Michigan State University, East Lansing
22	23.2	Department of Economics, School of Arts and Sciences, Columbia University, New York City
(23)	25.27	Economic Research, Federal Reserve Bank of St. Louis, St. Louis
22	25.27	Federal Reserve Bank of St. Louis, St. Louis
24	25.69	Economics Department, University of Wisconsin-Madison, Madison
25	27.56	Department of Economics, University of Warwick, Coventry
26	28.22	Økonomisk Institut, Københavns Universitet, København
27	28.3	Booth School of Business, University of Chicago, Chicago
28	28.39	Department of Economics, Northwestern University, Evanston
29	29.64	Faculteit der Economische Wetenschappen, Erasmus Universiteit, Rotterdam
(30)	31.78	Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit, Rotterdam
30	32.74	Wharton School of Business, University of Pennsylvania, Philadelphia
31	34.48	European Central Bank, Frankfurt am Main
32	34.83	Federal Reserve Bank of New York, New York City
(33)	37.76	Research and Statistics Group, Federal Reserve Bank of New York, New York City
33	42.14	Department of Agricultural and Resource Economics, University of Maryland, College Park
(34)	43.63	Department of Econometrics and Business Statistics, Faculty of Business and Economics, Monash University, Clayton
33	43.63	Faculty of Business and Economics, Monash University, Clayton
35	43.99	Departamento de Economía, Universidad Carlos III de Madrid, Madrid
(36)	44.15	Economics Group, Nuffield College, Department of Economics, Oxford University, Oxford
36	44.46	School of Economics, University of Nottingham, Nottingham
37	48.51	Kellogg Graduate School of Management, Northwestern University, Evanston
38	49.52	Faculty of Business, Queensland University of Technology, Brisbane
39	49.62	Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam, Amsterdam
40	50.52	Economics Department, Queen's University, Kingston
(41)	50.54	Bendheim Center for Finance, Department of Economics, Princeton University, Princeton
41	52.31	Department of Agricultural and Resource Economics, University of California-Berkeley, Berkeley
(42)	52.53	Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston
42	53.23	Department of Economics, European University Institute, Firenze
43	53.47	Hoover Institution on War Revolution & Peace, Stanford University, Palo Alto

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.	1.62	Peter C. B. Phillips
2.	2.05	Robert F. Engle
3.	2.48	M Hashem Pesaran
4.	5.09	Tim Bollerslev
5.	7.36	Clive W. J. Granger
6.	8.47	Lars Peter Hansen
7.	8.75	James H. Stock
8.	10.14	Thomas J. Sargent
9.	10.66	Donald W. K. Andrews
10.	10.89	Christopher Sims
11.	11.07	Halbert White
12.	12.93	Pierre Perron
13.	13.36	Francis X. Diebold
14.	14.72	Peter M. Robinson
15.	14.81	Arnold Zellner
16.	15.38	Soren Johansen
17.	15.62	David F. Hendry
18.	16.14	Manuel Arellano
19.	16.35	Jushan Bai
20.	17.56	Kenneth D. West
21.	18.37	James Hamilton
22.	19.12	Ben S. Bernanke
23.	19.39	Serena Ng
24.	19.45	Timo Teräsvirta
25.	21.33	Marc Nerlove
26.	23.35	J. Scott Armstrong
27.	24.29	Torben G. Andersen
28.	26.02	Neil Shephard
29.	28.21	Lawrence Christiano
30.	28.25	Adrian Rodney Pagan
31.	28.62	Graham Elliott
32.	29.08	Andrew C. Harvey
33.	29.39	Peter E. Rossi
34.	31.11	Yacine Ait-Sahalia
35.	35.62	Allan Timmermann
36.	35.79	George Tauchen

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.

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.