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 July 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 1377 authors affiliated with 1347 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	1.14	Department of Economics, University of Chicago, Chicago
2	3.19	Cowles Foundation for Research in Economics, Yale University, New Haven
3	3.88	Department of Economics, University of California-San Diego (UCSD), La Jolla
4	5.6	Department of Economics, Oxford University, Oxford
5	5.92	Faculty of Economics, University of Cambridge, Cambridge
6	6.93	Stern School of Business, New York University, New York City
7	7.44	Department of Economics, Harvard University, Cambridge
8	7.86	Center for Research in Econometric Analysis of Time Series (CREATES), Aarhus Universitet, Aarhus
9	8.55	London School of Economics (LSE), London
10	8.96	Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit, Amsterdam
11	9.01	Department of Economics, School of Arts and Sciences, Columbia University, New York City
(12)	12.55	Economics Department, London School of Economics (LSE), London
12	12.87	Economics Department, Yale University, New Haven
13	14.88	Economics Department, Queen's University, Kingston
14	15.02	Department of Economics, Boston University, Boston
15	16.08	Department of Economics, Princeton University, Princeton
16	16.3	School of Finance and Economics, University of Technology, Sydney
17	16.63	Centro de Estudios Monetarios y Financieros (CEMFI), Madrid
18	17.72	Economics Department, Michigan State University, East Lansing
19	19.57	Department of Economics, University of Southern California, Los Angeles
20	19.92	Department of Economics, Duke University, Durham
(21)	20.05	Afdeling Ruimtelijke Economie, Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit, Amsterdam
21	20.43	Department of Economics, University of California-Berkeley, Berkeley
22	21.4	Department of Economics, University of Pennsylvania, Philadelphia
(23)	21.84	Volatility Institute, Stern School of Business, New York University, New York City
23	24.17	Economics Department, University of Wisconsin-Madison, Madison
24	24.68	Faculteit der Economische Wetenschappen, Erasmus Universiteit, Rotterdam
25	26.48	Department of Economics, Northwestern University, Evanston
26	26.49	Fakultät für Volkswirtschaftslehre, Universität Mannheim, Mannheim
27	26.9	Department of Economics, University of Toronto, Toronto
28	30.03	Department of Economics, University College London (UCL), London
29	30.68	Department of Economics, University of Warwick, Coventry
(30)	30.72	Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit, Rotterdam
30	31.66	Department of Economics, Boston College, Chestnut Hill
31	33.76	ECORE, Louvain-la-Neuve/Bruxelles
32	36.15	Wharton School of Business, University of Pennsylvania, Philadelphia
33	36.74	Institute for Fiscal Studies (IFS), London
(34)	37	Department of Economics, Business School, University of Auckland, Auckland
34	37	Business School, University of Auckland, Auckland
35	38.34	Department of Economics, McGill University, Montréal
36	38.67	Faculty of Business and Economics, Monash University, Clayton
(36)	38.67	Department of Econometrics and Business Statistics, Faculty of Business and Economics, Monash University, Clayton
37	38.84	Economics Department, Massachusetts Institute of Technology (MIT), Cambridge
38	39.8	European Central Bank, Frankfurt am Main
39	41.06	Center for Policy Research, Syracuse University, Syracuse
40	41.39	Økonomisk Institut, Københavns Universitet, København
41	43.61	Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam, Amsterdam
42	44.65	Departamento de Economía, Universidad Carlos III de Madrid, Madrid
(43)	46.16	Economics Group, Nuffield College, Department of Economics, Oxford University, Oxford
43	48.05	Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität, Berlin
(44)	49.17	Finance Department, Stern School of Business, New York University, New York City
44	53.05	Federal Reserve Board (Board of Governors of the Federal Reserve System), Washington
45	53.21	CentER for Economic Research, Universiteit van Tilburg, Tilburg
(46)	54.27	Center for Operations Research and Econometrics (CORE), ECORE, Louvain-la-Neuve
(46)	57.69	Department of Economics, London Business School (LBS), London
46	57.69	London Business School (LBS), London
47	58.98	Department of Economics, European University Institute, Firenze
48	59.39	School of Business and Economics, Maastricht University, Maastricht
49	60.41	Economics Department, University of Michigan, Ann Arbor
50	61.07	Department of Economics, Washington University, St. Louis
51	63.96	Tinbergen Instituut, Amsterdam
52	64.96	Department of Agricultural and Resource Economics, University of Maryland, College Park
53	65.08	Toulouse School of Economics (TSE), Toulouse
54	67.35	Economics Department, University of California-Davis, Davis
(55)	68.58	Bendheim Center for Finance, Department of Economics, Princeton University, Princeton
55	69.32	School of Economics, University of Nottingham, Nottingham
(56)	69.82	Research and Statistics Group, Federal Reserve Bank of New York, New York City
56	69.82	Federal Reserve Bank of New York, New York City
57	70.06	Economics Department, University of Strathclyde, Glasgow
(58)	70.24	Afdeling Kwantitatieve Economie, Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam, Amsterdam
58	70.57	Department of Economics, Stanford University, Palo Alto
(59)	71.45	Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston
59	71.45	Kellogg Graduate School of Management, Northwestern University, Evanston
60	71.76	Federal Reserve Bank of St. Louis, St. Louis
(61)	73.6	Research Division, Federal Reserve Bank of St. Louis, St. Louis
61	74.99	Groupement de Recherche en Économie Quantitative d'Aix-Marseille (GREQAM), Marseille
62	75.09	Institute for the Study of Labor (IZA), Bonn
63	75.26	College of Business and Economics, Australian National University, Canberra
(63)	75.26	Research School of Economics, College of Business and Economics, Australian National University, Canberra
64	77.23	Department of Economics, University of Washington, Seattle
65	77.84	Faculty of Business and Economics, University of Melbourne, Melbourne
66	77.87	Cambridge Finance, University of Cambridge, Cambridge
67	80.06	Economics Department, University of Essex, Colchester
68	80.79	Dipartimento di Statistica "G. Parenti", Università degli Studi di Firenze, Firenze
69	81.31	Rady School of Management, University of California-San Diego (UCSD), La Jolla
70	85.45	Department of Economics, Johns Hopkins University, Baltimore
71	86.48	Facoltà di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia, Modena
72	86.93	Federal Reserve Bank of Kansas City, Kansas City
(72)	86.93	Economic Research, Federal Reserve Bank of Kansas City, Kansas City
73	88.19	Department of Economics and Related Studies, University of York, York
(74)	90.33	Vakgroep Kwantitatieve Economie, School of Business and Economics, Maastricht University, Maastricht
(74)	90.58	Afdeling Econometrie, Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit, Amsterdam
(74)	90.73	Department of Economics, Faculty of Business and Economics, University of Melbourne, Melbourne
(74)	91.6	Dipartimento di Economia Politica, Facoltà di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia, Modena
(74)	94.01	Centre for Microdata Methods and Practice (CEMMAP), Institute for Fiscal Studies (IFS), London
74	94.53	Department of Economics, University of British Columbia, Vancouver
75	95.22	Faculty of Economics, University of Tokyo, Tokyo
76	95.92	Department of Economics, University of Maryland, College Park
77	96.46	National Bureau of Economic Research (NBER), Cambridge
78	97.26	Faculty of Business, Queensland University of Technology, Brisbane
79	97.59	Singapore Management University, Singapore
80	97.99	Department of Economics, Queen Mary, London
81	98.83	Department of Economics, Emory University, Atlanta
(82)	100.11	Institut für Statistik und Ökonometrie (ISÖ), Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität, Berlin
82	101.14	Department of Agricultural and Resource Economics, North Carolina State University, Raleigh
83	101.37	Economics Department, University of Arizona, Tucson
84	102.71	Department of Economics, Rutgers University-New Brunswick, New Brunswick
(85)	104.52	Department of Economics, Tepper School of Business Administration, Carnegie Mellon University, Pittsburgh
85	104.52	Tepper School of Business Administration, Carnegie Mellon University, Pittsburgh
(86)	104.62	School of Economics, Singapore Management University, Singapore
(86)	104.73	School of Economics and Finance, Faculty of Business, Queensland University of Technology, Brisbane
86	105.39	Dipartimento di Economia Politica, Università Commerciale Luigi Bocconi, Milano
87	105.81	Economics, University of Manchester, Manchester
(88)	106.35	Finance Department, Wharton School of Business, University of Pennsylvania, Philadelphia
88	110.08	Department of Economics, New York University, New York City
89	110.47	Department of Economics, University of North Carolina-Chapel-Hill, Chapel Hill
90	111.02	Département d'Économique, Université Laval, Québec
91	114.35	Institut National de la Statistique et des Études Économiques (INSEE), Government of France, Paris
92	116.18	School of Business and Economics, University of Exeter, Exeter
(93)	116.52	Centre de Recherche en Économie et Statistique (CREST), Institut National de la Statistique et des Études Économiques (INSEE), Government of France, Paris
93	117.84	Harvard Business School, Harvard University, Cambridge
94	118.34	Department of Statistics, University of Warwick, Coventry
95	119.33	Department of Economics, University of California-Los Angeles (UCLA), Los Angeles
96	123.48	Faculteit der Economische Wetenschappen, Universiteit van Tilburg, Tilburg
97	123.74	Bank of Canada, Ottawa
98	124.76	Federal Reserve Bank of Minneapolis, Minneapolis
(99)	125.6	Business, Government and the International Economy (BGIE) Unit, Harvard Business School, Harvard University, Cambridge
99	125.82	Department of Economics, Leicester University, Leicester
100	126.52	Department of Economics, McMaster University, Hamilton
(101)	126.92	Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE), Toulouse
101	127.32	Facoltà di Economia, Università degli Studi di Roma "Tor Vergata", Roma
102	127.66	Department of Economics, Birkbeck College, London
103	127.85	Department of Economics & Finance, Institut für Höhere Studien (IHS), Wien
104	128.52	Australian School of Business, University of New South Wales, Sydney
105	128.59	Department of Economics, Hebrew University of Jerusalem, Jerusalem
106	128.91	Sveriges Riksbank, Stockholm
107	130.84	Bank of England, London
108	136.8	Goizueta Business School, Emory University, Atlanta
109	137.24	Economics Department, Georgetown University, Washington
110	140.05	Rimini Center for Economic Analysis (RCEA), Rimini
(111)	140.39	Centre for Applied Macroeconomic Analysis (CAMA), Research School of Economics, College of Business and Economics, Australian National University, Canberra
111	140.49	Federal Reserve Bank of Chicago, Chicago
112	140.82	Kennedy School of Government, Harvard University, Cambridge
113	141.44	Department of Economics, University of California-Riverside, Riverside
114	143.57	Innocenzo Gasparini Institute for Economic Research (IGIER), Università Commerciale Luigi Bocconi, Milano
115	143.65	Desautels Faculty of Management, McGill University, Montréal
116	144.2	Institute for Research on Poverty, University of Wisconsin-Madison, Madison
(117)	145.2	Centre for Microeconometrics, Department of Economics, Faculty of Business and Economics, University of Melbourne, Melbourne
117	145.63	Department of Economics, George Washington University, Washington
118	147.87	Department of Economics, University of Notre Dame, South Bend
119	148.1	Banca d'Italia, Roma
120	148.16	HEC Montréal (École des Hautes Études Commerciales), Montréal
(121)	148.59	Research Program on Forecasting, Department of Economics, George Washington University, Washington
121	149.21	School of Economics, Finance and Management, University of Bristol, Bristol
122	150.26	Economics Department, Brown University, Providence
123	151.01	School of Economics and Finance, La Trobe University, Bundoora
124	152.76	Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ), Montréal
125	157.09	Wirtschaftswissenschaftlicher Fachbereich, Rheinische Friedrich-Wilhelms-Universität, Bonn
(126)	158.33	Dipartimento di Studi Economico-Finanziari e Metodi Quantitativi (SEFEMEQ), Facoltà di Economia, Università degli Studi di Roma "Tor Vergata", Roma
126	158.69	Department of Economics, Brigham Young University, Provo
127	160.42	Harris School of Public Policy, University of Chicago, Chicago
128	161.98	Booth School of Business, University of Chicago, Chicago
(129)	166.83	Economics Department, Stern School of Business, New York University, New York City
129	167.22	Erasmus Research Institute of Management (ERIM), Erasmus Universiteit, Rotterdam
(130)	168.67	Departement Econometrie & Operations Research, Faculteit der Economische Wetenschappen, Universiteit van Tilburg, Tilburg
130	170.97	Faculty of Economics, Keio University, Tokyo
131	170.99	Department of Economics, University of Illinois at Urbana-Champaign, Urbana-Champaign
132	171.16	Anderson Graduate School of Management, University of California-Los Angeles (UCLA), Los Angeles
(133)	172.29	Global Economics & Management Group, Anderson Graduate School of Management, University of California-Los Angeles (UCLA), Los Angeles
(133)	173.75	Finance & Economics Department, Graduate School of Business, Columbia University, New York City
133	173.75	Graduate School of Business, Columbia University, New York City
134	174.02	Volkswirtschaftliche Abteilung, Universität St. Gallen, Sankt Gallen

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.	2.8	Peter C. B. Phillips
3.	3.42	M Hashem Pesaran
4.	4.62	James H. Stock
5.	5.14	Robert F. Engle
6.	5.24	Donald W. K. Andrews
7.	8.58	Clive W. J. Granger †
8.	8.69	Halbert White
9.	9.36	Pierre Perron
10.	10.18	Peter Nijkamp
11.	12.06	David F. Hendry
12.	13.13	James MacKinnon
13.	13.42	Manuel Arellano
14.	15.11	Tim Bollerslev
15.	15.5	Kenneth D. West
16.	17.49	Jushan Bai
17.	18.19	Michael McAleer
18.	18.37	Christopher Sims
19.	18.44	Gerard J. van den Berg
20.	19.75	Peter M. Robinson
21.	20.82	John Geweke
22.	22.88	Guido Imbens
23.	24.03	Adrian Rodney Pagan
24.	26.62	Oliver Bruce Linton
25.	26.83	Soren Johansen
26.	27	Peter Schmidt
27.	27.08	Massimiliano Marcellino
28.	27.57	Lars Peter Hansen
29.	28.96	Serena Ng
30.	30.15	Francis X. Diebold
31.	31.23	Neil Shephard
32.	31.3	Richard Blundell
33.	31.64	Andrew C. Harvey
34.	32.08	Graham Elliott
35.	32.83	Jean-Marie Dufour
36.	33.46	Russell Davidson
37.	34.23	Marc Nerlove
38.	34.58	Arthur Lewbel
39.	35.26	Wolfgang Karl Härdle
40.	36.16	Lucrezia Reichlin
41.	36.74	Richard J. Smith
42.	37.42	Christian S. Gourieroux
43.	39.23	Lawrence Christiano
44.	40.41	Neil R. Ericsson
45.	43.16	Badi H. Baltagi
46.	44.63	Timo Teräsvirta
47.	44.77	Yacine Ait-Sahalia
48.	45.01	James Hamilton
49.	46.49	Allan Timmermann
50.	50.01	Werner Ploberger
51.	50.15	Gary Koop
52.	50.23	Joshua D Angrist
53.	50.95	Stephen Roy Bond
54.	51.61	Michael Peter Clements
55.	51.7	Torben G. Andersen
56.	55.31	Andrew Chesher
57.	56.96	Helmut Lütkepohl
58.	58.12	Steven Berry
59.	61.19	Martin Browning
60.	62.43	Cheng Hsiao
61.	63.42	Todd Clark
62.	64.05	Mario Forni
63.	64.63	Kenneth Frank Wallis
64.	65.3	Marc Hallin
65.	65.75	Robert Taylor
66.	68.61	Allan W. Gregory
67.	71.26	Norman Rasmus Swanson
68.	71.74	Ole E. Barndorff-Nielsen
69.	72.23	Frank Schorfheide
70.	72.89	Atsushi Inoue
71.	73.58	Timothy Vogelsang
72.	75.42	Enrique Sentana
73.	75.82	Mark Steel
74.	75.87	James E. H. Davidson
75.	76.38	Richard T. Baillie
76.	76.6	Alastair Hall
77.	76.64	Lutz Kilian
78.	77.12	Eric Ghysels
79.	77.35	Marco Lippi
80.	77.63	Chihwa Kao
81.	78.39	Fabio Canova
82.	78.84	Edward Vytlacil
83.	81.25	Hidehiko Ichimura
84.	82.82	Siem Jan Koopman
85.	83.6	Carlos Velasco
86.	87.07	Leopold Simar
87.	87.72	Peter Reinhard Hansen
88.	89.01	Elie Tamer
89.	90	Frank Windmeijer
90.	90.96	Robert F. Stambaugh
91.	92.2	Aman Ullah
92.	96.33	Steven N. Durlauf
93.	96.34	Roberto S. Mariano
94.	96.43	Jay Shanken
95.	97.22	Han Hong
96.	97.89	Luc Bauwens
97.	99.38	Alberto Abadie
98.	100.14	Thomas Lemieux
99.	101.92	Geert Ridder
100.	102.24	Victor Chernozhukov
101.	103.18	Adonis Yatchew
102.	103.18	Frank Kleibergen
103.	103.41	Michael McCracken
104.	105.62	Alain Monfort
105.	106.26	Kenneth Train
106.	108.02	Nelson C. Mark
107.	109.94	Jan F. Kiviet
108.	110.12	Eric Zivot
109.	111.59	Agustin Maravall
110.	114.31	Marcus J. Chambers
111.	114.5	Andrew Patton
112.	116.13	Jesus Gonzalo
113.	116.6	Douglas Kenneth Pearce
114.	119.59	James McDonald
115.	120.88	Masao Ogaki
116.	121.21	Hyungsik Roger Moon
117.	121.64	Jean-Michel Zakoian
118.	122.77	Arnold Zellner
119.	123.79	Don Harding
120.	124.59	Donggyu Sul
121.	124.68	Keisuke Hirano
122.	126.66	Marcelo J. Moreira
123.	126.81	Terry J Fitzgerald
124.	127.23	Jeffrey Scott Racine
125.	127.88	Domenico Giannone
126.	128.81	Bent Nielsen
127.	129.64	Chris D Orme
128.	129.86	Willard G. Manning
129.	131.63	Richard Startz
130.	134.56	Zhijie Xiao
131.	135.72	Tommaso Proietti
132.	135.73	Robert J. Kohn
133.	136.4	Herman K. van Dijk
134.	137.54	Mehmet Caner
135.	138.1	Asger Lunde
136.	138.6	Kevin D. Hoover
137.	140.31	Kajal Lahiri

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.