Field Rankings at IDEAS: Econometrics

This file is part of IDEAS, which uses RePEc data

Top 10% Institutions and Economists in the Field of Econometrics, as of March 2010

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 Econometrics, these are 1309 authors affiliated with 1305 institutions.
All authors classified in this field.

Top 10% institutions in the field of Econometrics

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-ECM (Econometrics).

Rank	Score	Institution
1	1.23	Department of Economics, University of Chicago, Chicago
2	2.86	Cowles Foundation for Research in Economics, Yale University, New Haven
3	4.86	Department of Economics, University of California-San Diego (UCSD), La Jolla
4	5.49	Department of Economics, Oxford University, Oxford
5	6.07	Faculty of Economics, University of Cambridge, Cambridge
6	6.5	Stern School of Business, New York University, New York City
7	7.17	Department of Economics, Harvard University, Cambridge
8	7.34	Center for Research in Econometric Analysis of Time Series (CREATES), Aarhus Universitet, Aarhus
9	8.43	London School of Economics (LSE), London
10	8.61	Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit, Amsterdam
11	9.94	Department of Economics, School of Arts and Sciences, Columbia University, New York City
12	10.28	Economics Department, Yale University, New Haven
(13)	11.94	Economics Department, London School of Economics (LSE), London
13	14.45	Department of Economics, Boston University, Boston
14	14.49	Economics Department, Queen's University, Kingston
15	15.99	Department of Economics, Princeton University, Princeton
16	16.6	Economics Department, Michigan State University, East Lansing
(17)	18.02	Afdeling Ruimtelijke Economie, Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit, Amsterdam
17	18.27	Centro de Estudios Monetarios y Financieros (CEMFI), Madrid
18	18.76	Department of Economics, University of Southern California, Los Angeles
19	19.44	Department of Economics, Duke University, Durham
(20)	20.09	Volatility Institute, Stern School of Business, New York University, New York City
20	20.2	Department of Economics, University of California-Berkeley, Berkeley
21	20.54	School of Finance and Economics, University of Technology, Sydney
22	23.48	Department of Economics, University of Pennsylvania, Philadelphia
23	23.8	Economics Department, University of Wisconsin-Madison, Madison
24	25.24	Department of Economics, Northwestern University, Evanston
25	25.9	Fakultät für Volkswirtschaftslehre, Universität Mannheim, Mannheim
26	27.41	Faculteit der Economische Wetenschappen, Erasmus Universiteit, Rotterdam
27	29.17	Department of Economics, University of Warwick, Coventry
28	30.77	Department of Economics, Boston College, Chestnut Hill
29	30.88	Wharton School of Business, University of Pennsylvania, Philadelphia
30	30.92	Department of Economics, University College London (UCL), London
31	31.46	Department of Economics, University of Toronto, Toronto
(32)	33.11	Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit, Rotterdam
32	36.42	Institute for Fiscal Studies (IFS), London
33	36.69	ECORE, Louvain/Bruxelles
34	37.93	Department of Economics, McGill University, Montréal
(35)	39.18	Department of Economics, Business School, University of Auckland, Auckland
35	39.18	Business School, University of Auckland, Auckland
36	40.14	Center for Policy Research, Syracuse University, Syracuse
37	40.47	Økonomisk Institut, Københavns Universitet, København
38	40.63	Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam, Amsterdam
39	41.04	Departamento de Economía, Universidad Carlos III de Madrid, Madrid
40	43.16	Faculty of Business and Economics, Monash University, Clayton
(40)	43.16	Department of Econometrics and Business Statistics, Faculty of Business and Economics, Monash University, Clayton
41	43.84	European Central Bank, Frankfurt am Main
(42)	44.65	Economics Group, Nuffield College, Department of Economics, Oxford University, Oxford
42	46.28	College of Business and Economics, Australian National University, Canberra
(42)	46.28	Research School of Economics, College of Business and Economics, Australian National University, Canberra
(43)	47.29	Finance Department, Stern School of Business, New York University, New York City
43	50.78	Economics Department, Massachusetts Institute of Technology (MIT), Cambridge
44	50.96	Economics Department, University of California-Davis, Davis
45	53.14	Federal Reserve Board (Board of Governors of the Federal Reserve System), Washington
46	56.67	CentER for Economic Research, Universiteit van Tilburg, Tilburg
(47)	56.82	Center for Operations Research and Econometrics (CORE), ECORE, Louvain-la-Neuve
47	57.02	Tinbergen Instituut, Amsterdam
48	61.21	Department of Economics, Washington University, St. Louis
49	62.84	Department of Agricultural and Resource Economics, University of Maryland, College Park
50	63.7	Economics Department, University of Michigan, Ann Arbor
51	64.42	London Business School (LBS), London
52	65.34	School of Economics, University of Nottingham, Nottingham
(53)	66.02	Department of Economics, London Business School (LBS), London
(53)	66.23	Bendheim Center for Finance, Department of Economics, Princeton University, Princeton
(53)	66.55	Afdeling Kwantitatieve Economie, Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam, Amsterdam
(53)	68.94	Research and Statistics Group, Federal Reserve Bank of New York, New York City
53	68.94	Federal Reserve Bank of New York, New York City
54	69.16	Federal Reserve Bank of St. Louis, St. Louis
55	69.35	Department of Economics, University of Washington, Seattle
(56)	69.72	Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston
56	69.72	Kellogg Graduate School of Management, Northwestern University, Evanston
57	70.05	Groupement de Recherche en Économie Quantitative d'Aix-Marseille (GREQAM), Marseille
58	70.21	Department of Economics, European University Institute, Firenze
(59)	70.41	Economic Research, Federal Reserve Bank of St. Louis, St. Louis
59	73.24	Toulouse School of Economics (TSE), Toulouse
60	73.34	Economics Department, University of Strathclyde, Glasgow
61	74.34	Facoltà di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia, Modena
62	75.06	Institute for the Study of Labor (IZA), Bonn
63	75.25	Faculty of Economics and Commerce, University of Melbourne, Melbourne
(64)	76.21	Finance Department, Wharton School of Business, University of Pennsylvania, Philadelphia
64	76.96	Department of Economics, Stanford University, Palo Alto
65	77.4	Department of Economics and Related Studies, University of York, York
(66)	78.07	Dipartimento di Economia Politica, Facoltà di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia, Modena
(66)	78.55	Centre for Applied Macroeconomic Analysis (CAMA), Research School of Economics, College of Business and Economics, Australian National University, Canberra
66	79.26	Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität, Berlin
67	80.2	School of Business and Economics, Maastricht University, Maastricht
68	80.21	Economics Department, University of Essex, Colchester
69	81.25	Cambridge Finance, University of Cambridge, Cambridge
70	82.94	Singapore Management University, Singapore
71	83.34	Rady School of Management, University of California-San Diego (UCSD), La Jolla
72	85.35	Department of Economics, Johns Hopkins University, Baltimore
(73)	85.83	Department of Economics, Faculty of Economics and Commerce, University of Melbourne, Melbourne
(73)	86.41	Afdeling Econometrie, Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit, Amsterdam
(73)	89.76	School of Economics, Singapore Management University, Singapore
73	92.99	Dipartimento di Statistica "G. Parenti", Università degli Studi di Firenze, Firenze
74	93.7	Federal Reserve Bank of Kansas City, Kansas City
(74)	93.7	Economic Research, Federal Reserve Bank of Kansas City, Kansas City
75	95.47	Department of Economics, Queen Mary, London
76	96.61	Faculty of Economics, University of Tokyo, Tokyo
(77)	97.87	Centre for Microdata Methods and Practice (CEMMAP), Institute for Fiscal Studies (IFS), London
77	98.47	Economics, University of Manchester, Manchester
78	101.79	Economics Department, University of Arizona, Tucson
79	102.17	Department of Economics, University of British Columbia, Vancouver
80	103.58	Department of Agricultural and Resource Economics, North Carolina State University, Raleigh
81	103.7	Department of Economics, Rutgers University-New Brunswick, New Brunswick
82	105.77	Department of Economics, University of North Carolina-Chapel-Hill, Chapel Hill
(83)	107.18	Vakgroep Kwantitatieve Economie, School of Business and Economics, Maastricht University, Maastricht
83	107.19	Department of Economics, New York University, New York City
84	107.7	Département d'Économique, Université Laval, Québec
85	110.74	School of Business and Economics, University of Exeter, Exeter
86	111.29	Department of Statistics, University of Warwick, Coventry
87	111.79	Departament d'Economia i Empresa, Universitat Pompeu Fabra, Barcelona
88	113.13	Department of Economics, Emory University, Atlanta
89	117.5	Institut National de la Statistique et des Études Économiques (INSEE), Government of France, Paris
90	117.53	Harvard Business School, Harvard University, Cambridge
91	118.5	Department of Economics, University of Maryland, College Park
92	118.54	National Bureau of Economic Research (NBER), Cambridge
93	119.42	Department of Economics, University of California-Los Angeles (UCLA), Los Angeles
94	119.46	Faculty of Business, Queensland University of Technology, Brisbane
95	119.62	Department of Economics, Leicester University, Leicester
(96)	122.09	Centre de Recherche en Économie et Statistique (CREST), Institut National de la Statistique et des Études Économiques (INSEE), Government of France, Paris
96	122.35	Faculteit der Economische Wetenschappen, Universiteit van Tilburg, Tilburg
97	122.83	HEC Montréal (École des Hautes Études Commerciales), Montréal
98	123.42	Department of Economics, McMaster University, Hamilton
(99)	125.57	Business, Government and the International Economy (BGIE) Unit, Harvard Business School, Harvard University, Cambridge
99	126.23	Department of Economics, Birkbeck College, London
100	126.84	Graduate School of Business, Columbia University, New York City
101	127.23	Bank of England, London
102	127.96	Sveriges Riksbank, Stockholm
103	128.26	Goizueta Business School, Emory University, Atlanta
(104)	128.31	School of Economics and Finance, Faculty of Business, Queensland University of Technology, Brisbane
104	128.72	Department of Economics & Finance, Institut für Höhere Studien (IHS), Wien
(105)	131.36	Finance & Economics Department, Graduate School of Business, Columbia University, New York City
105	131.99	Facoltà di Economia, Università degli Studi di Roma "Tor Vergata", Roma
(106)	132.36	Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE), Toulouse
(106)	133.07	Department of Economics and Econometrics, Faculty of Economics, University of Notre Dame, South Bend
106	133.07	Faculty of Economics, University of Notre Dame, South Bend
(107)	133.49	European Centre for Advanced Research in Economics and Statistics (ECARES), ECORE, Bruxelles
107	134	Department of Economics, Hebrew University of Jerusalem, Jerusalem
108	134.74	Australian School of Business, University of New South Wales, Sydney
109	136.29	Erasmus Research Institute of Management (ERIM), Erasmus Universiteit, Rotterdam
110	137.43	Department of Economics, George Washington University, Washington
111	137.54	Desautels Faculty of Management, McGill University, Montréal
112	138.08	Department of Economics, University of California-Riverside, Riverside
113	138.27	Department of Agricultural and Resource Economics, University of California-Berkeley, Berkeley
(114)	140.27	Research Program on Forecasting, Department of Economics, George Washington University, Washington
(114)	141.7	Department of Economics, Tepper School of Business Administration, Carnegie Mellon University, Pittsburgh
114	141.7	Tepper School of Business Administration, Carnegie Mellon University, Pittsburgh
115	142.66	Federal Reserve Bank of Minneapolis, Minneapolis
116	143.04	Kennedy School of Government, Harvard University, Cambridge
(117)	143.67	Centre for Microeconometrics, Department of Economics, Faculty of Economics and Commerce, University of Melbourne, Melbourne
117	144.43	Institute for Research on Poverty, University of Wisconsin-Madison, Madison
118	145.39	Department of Economics, Ohio State University, Columbus
119	149.88	Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ), Montréal
(120)	151.09	Institut für Statistik und Ökonometrie (ISÖ), Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität, Berlin
120	152.2	Banca d'Italia, Roma
121	152.28	Booth School of Business, University of Chicago, Chicago
122	155.75	Harris School of Public Policy, University of Chicago, Chicago
123	156	Wirtschaftswissenschaftlicher Fachbereich, Rheinische Friedrich-Wilhelms-Universität, Bonn
124	156.87	Dipartimento di Economia Politica, Università Commerciale Luigi Bocconi, Milano
125	157.87	Economics Department, Brown University, Providence
126	158.38	Department of Economics, Brigham Young University, Provo
(127)	160.29	Economics Department, Stern School of Business, New York University, New York City
(127)	163.35	Dipartimento di Studi Economico-Finanziari e Metodi Quantitativi (SEFEMEQ), Facoltà di Economia, Università degli Studi di Roma "Tor Vergata", Roma
(127)	166.48	Departement Econometrie & Operations Research, Faculteit der Economische Wetenschappen, Universiteit van Tilburg, Tilburg
127	166.51	Anderson Graduate School of Management, University of California-Los Angeles (UCLA), Los Angeles
(128)	167.8	Global Economics & Management Group, Anderson Graduate School of Management, University of California-Los Angeles (UCLA), Los Angeles
128	168.54	Federal Reserve Bank of Atlanta, Atlanta
129	169.87	Department of Economics, University of Illinois at Urbana-Champaign, Urbana-Champaign
130	170.43	Department of Economics, State University of New York-Albany (SUNY), Albany

Top 10% authors in the field of Econometrics

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.	1.2	James J. Heckman
2.	2.69	Peter C. B. Phillips
3.	3.61	M Hashem Pesaran
4.	4.67	James H. Stock
5.	4.87	Robert F. Engle
6.	5.17	Donald W. K. Andrews
7.	8.04	Clive W. J. Granger †
8.	8.82	Halbert White
9.	9.11	Pierre Perron
10.	9.68	Peter Nijkamp
11.	11.28	David F. Hendry
12.	12.15	James MacKinnon
13.	14.39	Tim Bollerslev
14.	14.51	Manuel Arellano
15.	15.47	Kenneth D. West
16.	17.24	Jushan Bai
17.	17.99	Gerard J. van den Berg
18.	18.36	Christopher Sims
19.	18.42	Peter M. Robinson
20.	21.02	Adrian Rodney Pagan
21.	21.82	Michael McAleer
22.	22.45	Guido Imbens
23.	25.72	Oliver Bruce Linton
24.	25.86	Peter Schmidt
25.	26.42	Soren Johansen
26.	27.47	Francis X. Diebold
27.	27.88	Serena Ng
28.	27.96	Neil Shephard
29.	29.16	John Geweke
30.	29.91	Andrew C. Harvey
31.	30.49	Russell Davidson
32.	30.63	Jean-Marie Dufour
33.	30.92	Richard Blundell
34.	31.31	Graham Elliott
35.	31.66	Marc Nerlove
36.	33.48	Arthur Lewbel
37.	35.02	Richard J. Smith
38.	36.09	Lawrence Christiano
39.	37.2	Neil R. Ericsson
40.	39.14	Badi H. Baltagi
41.	39.45	Timo Teräsvirta
42.	40.36	Lucrezia Reichlin
43.	41.15	Yacine Ait-Sahalia
44.	45.66	Allan Timmermann
45.	46.62	Werner Ploberger
46.	47.38	Michael Peter Clements
47.	49	Gary Koop
48.	50.21	Torben G. Andersen
49.	50.87	Mario Forni
50.	51.21	Stephen Roy Bond
51.	51.68	Christian S. Gourieroux
52.	52.8	Steven Berry
53.	53.58	Massimiliano Marcellino
54.	55.09	Helmut Lütkepohl
55.	55.38	Joshua D Angrist
56.	58.81	Martin Browning
57.	58.93	Robert Taylor
58.	60.77	Kenneth Frank Wallis
59.	61.03	Cheng Hsiao
60.	61.08	Todd Clark
61.	62.74	Andrew Chesher
62.	63.66	Alastair Hall
63.	63.69	Ole E. Barndorff-Nielsen
64.	65.89	Timothy Vogelsang
65.	69.11	Mark Steel
66.	69.76	Norman Rasmus Swanson
67.	70.27	James E. H. Davidson
68.	70.32	Richard T. Baillie
69.	70.9	Atsushi Inoue
70.	71.2	Eric Ghysels
71.	71.47	Frank Schorfheide
72.	71.97	Allan W. Gregory
73.	72.95	Chihwa Kao
74.	74.2	Marco Lippi
75.	74.5	Hidehiko Ichimura
76.	75.83	Lutz Kilian
77.	77.45	Edward Vytlacil
78.	80.02	Siem Jan Koopman
79.	80.32	Enrique Sentana
80.	81.46	Robert F. Stambaugh
81.	81.75	Carlos Velasco
82.	82.16	Wolfgang Karl Härdle
83.	83.79	Peter Reinhard Hansen
84.	84.64	Elie Tamer
85.	85.85	Jay Shanken
86.	86.06	Marc Hallin
87.	87.97	Aman Ullah
88.	89.58	Steven N. Durlauf
89.	90.69	Roberto S. Mariano
90.	91.85	Jesus Gonzalo
91.	92.28	Leopold Simar
92.	92.87	Nelson C. Mark
93.	96.25	Frank Windmeijer
94.	96.49	Geert Ridder
95.	97.31	Michael McCracken
96.	98.45	Kenneth Train
97.	99.05	Alberto Abadie
98.	99.29	Eric Zivot
99.	99.46	Masao Ogaki
100.	99.69	Frank Kleibergen
101.	99.73	Luc Bauwens
102.	100.29	Alain Monfort
103.	103.95	Jan F. Kiviet
104.	106.67	Fabio Canova
105.	107.02	Richard Startz
106.	108.01	Douglas Kenneth Pearce
107.	108.32	Marcus J. Chambers
108.	108.43	Andrew Patton
109.	110.66	Adonis Yatchew
110.	111.06	Han Hong
111.	113.06	Agustin Maravall
112.	113.24	Arnold Zellner
113.	113.57	Hyungsik Roger Moon
114.	114.05	Terry J Fitzgerald
115.	115.34	Philip Hans Franses
116.	115.5	James McDonald
117.	118.1	Jeffrey Scott Racine
118.	119.91	Donggyu Sul
119.	120.22	Bent Nielsen
120.	120.89	Marcelo J. Moreira
121.	121.67	Chris D Orme
122.	122.67	Rob J Hyndman
123.	124.77	Herman K. van Dijk
124.	124.77	Zhijie Xiao
125.	125.08	Jean-Michel Zakoian
126.	126.05	Don Harding
127.	126.14	Keisuke Hirano
128.	127.04	Asger Lunde
129.	129.56	Dick van Dijk
130.	129.81	Tom McCurdy

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 Instituto Valenciano de Investigaciones Económicas (IVIE), 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.