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 August 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 1391 authors affiliated with 1365 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	1.05	Department of Economics, University of Chicago, Chicago
2	3.5	Cowles Foundation for Research in Economics, Yale University, New Haven
3	3.95	Department of Economics, University of California-San Diego (UCSD), La Jolla
4	5.69	Department of Economics, Oxford University, Oxford
5	5.96	Faculty of Economics, University of Cambridge, Cambridge
6	7.04	Stern School of Business, New York University, New York City
7	7.22	Center for Research in Econometric Analysis of Time Series (CREATES), Aarhus Universitet, Aarhus
8	7.41	Department of Economics, Harvard University, Cambridge
9	8.66	London School of Economics (LSE), London
10	9.14	Department of Economics, School of Arts and Sciences, Columbia University, New York City
11	9.63	Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit, Amsterdam
12	11.55	Economics Department, Yale University, New Haven
(13)	12.77	Economics Department, London School of Economics (LSE), London
13	14.8	Department of Economics, Boston University, Boston
14	14.89	Economics Department, Queen's University, Kingston
15	16.3	Department of Economics, Princeton University, Princeton
16	16.33	School of Finance and Economics, University of Technology, Sydney
17	16.92	Centro de Estudios Monetarios y Financieros (CEMFI), Madrid
18	17.9	Department of Economics, University of California-Berkeley, Berkeley
19	18.04	Economics Department, Michigan State University, East Lansing
20	19.72	Department of Economics, University of Southern California, Los Angeles
(21)	19.77	Afdeling Ruimtelijke Economie, Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit, Amsterdam
21	20.17	Department of Economics, Duke University, Durham
22	21.37	Department of Economics, University of Pennsylvania, Philadelphia
(23)	22.51	Volatility Institute, Stern School of Business, New York University, New York City
23	24.47	Faculteit der Economische Wetenschappen, Erasmus Universiteit, Rotterdam
24	25.27	Economics Department, University of Wisconsin-Madison, Madison
25	25.94	Fakultät für Volkswirtschaftslehre, Universität Mannheim, Mannheim
26	28.7	Department of Economics, University of Toronto, Toronto
27	28.79	Department of Economics, Northwestern University, Evanston
28	28.93	Department of Economics, University College London (UCL), London
(29)	30.93	Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit, Rotterdam
29	31.09	Department of Economics, University of Warwick, Coventry
30	32.28	Department of Economics, Boston College, Chestnut Hill
31	33.13	ECORE, Louvain-la-Neuve/Bruxelles
32	35.01	Institute for Fiscal Studies (IFS), London
33	36.61	Wharton School of Business, University of Pennsylvania, Philadelphia
(34)	37.68	Department of Economics, Business School, University of Auckland, Auckland
34	37.68	Business School, University of Auckland, Auckland
35	38.65	Faculty of Business and Economics, Monash University, Clayton
(35)	38.65	Department of Econometrics and Business Statistics, Faculty of Business and Economics, Monash University, Clayton
36	39.75	Department of Economics, McGill University, Montréal
37	40.13	European Central Bank, Frankfurt am Main
38	40.19	Economics Department, Massachusetts Institute of Technology (MIT), Cambridge
39	40.79	Department of Economics and Related Studies, University of York, York
40	42.14	Økonomisk Institut, Københavns Universitet, København
41	42.75	Center for Policy Research, Syracuse University, Syracuse
42	44.3	Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam, Amsterdam
43	44.96	Departamento de Economía, Universidad Carlos III de Madrid, Madrid
(44)	46.98	Economics Group, Nuffield College, Department of Economics, Oxford University, Oxford
44	48.17	Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität, Berlin
(45)	50.57	Finance Department, Stern School of Business, New York University, New York City
45	51.71	CentER for Economic Research, Universiteit van Tilburg, Tilburg
(46)	53.02	Center for Operations Research and Econometrics (CORE), ECORE, Louvain-la-Neuve
46	54	Federal Reserve Board (Board of Governors of the Federal Reserve System), Washington
(47)	57.24	Department of Economics, London Business School (LBS), London
47	57.24	London Business School (LBS), London
48	59.42	School of Business and Economics, Maastricht University, Maastricht
49	59.65	Economics Department, University of Michigan, Ann Arbor
50	60.84	Department of Economics, European University Institute, Firenze
51	61.33	Institut für Volkswirtschaftslehre, Leuphana Universität Lüneburg, Lüneburg
52	63.17	Department of Economics, Washington University, St. Louis
53	64.86	Tinbergen Instituut, Amsterdam
54	66.64	Toulouse School of Economics (TSE), Toulouse
55	66.83	Department of Agricultural and Resource Economics, University of Maryland, College Park
56	68.77	Economics Department, University of California-Davis, Davis
(57)	70.31	Afdeling Kwantitatieve Economie, Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam, Amsterdam
(57)	70.55	Bendheim Center for Finance, Department of Economics, Princeton University, Princeton
(57)	70.74	Research and Statistics Group, Federal Reserve Bank of New York, New York City
57	70.74	Federal Reserve Bank of New York, New York City
58	71.07	School of Economics, University of Nottingham, Nottingham
59	72.12	Federal Reserve Bank of St. Louis, St. Louis
(60)	72.21	Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston
60	72.21	Kellogg Graduate School of Management, Northwestern University, Evanston
61	72.36	Department of Economics, Stanford University, Palo Alto
(62)	73.48	Research Division, Federal Reserve Bank of St. Louis, St. Louis
62	76.12	Institute for the Study of Labor (IZA), Bonn
63	76.34	College of Business and Economics, Australian National University, Canberra
(63)	76.34	Research School of Economics, College of Business and Economics, Australian National University, Canberra
64	76.77	Groupement de Recherche en Économie Quantitative d'Aix-Marseille (GREQAM), Marseille
65	77.73	Cambridge Finance, University of Cambridge, Cambridge
66	79.2	Department of Economics, University of Washington, Seattle
67	79.27	Faculty of Business and Economics, University of Melbourne, Melbourne
68	80.67	Economics Department, University of Strathclyde, Glasgow
69	82.22	Economics Department, University of Essex, Colchester
70	83.13	Rady School of Management, University of California-San Diego (UCSD), La Jolla
71	83.71	Dipartimento di Statistica "G. Parenti", Università degli Studi di Firenze, Firenze
72	85.18	Facoltà di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia, Modena
(73)	85.31	Centre for Microdata Methods and Practice (CEMMAP), Institute for Fiscal Studies (IFS), London
73	88.36	Federal Reserve Bank of Kansas City, Kansas City
(73)	88.36	Economic Research, Federal Reserve Bank of Kansas City, Kansas City
74	89.7	Department of Economics, Johns Hopkins University, Baltimore
(75)	89.77	Vakgroep Kwantitatieve Economie, School of Business and Economics, Maastricht University, Maastricht
(75)	90.33	Dipartimento di Economia Politica, Facoltà di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia, Modena
(75)	92.38	Afdeling Econometrie, Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit, Amsterdam
(75)	92.69	Department of Economics, Faculty of Business and Economics, University of Melbourne, Melbourne
75	93.18	Department of Economics, University of British Columbia, Vancouver
76	96.58	National Bureau of Economic Research (NBER), Cambridge
77	97.56	Department of Economics, University of Maryland, College Park
78	97.88	Singapore Management University, Singapore
79	98.37	Faculty of Business, Queensland University of Technology, Brisbane
80	99.78	Department of Economics, Emory University, Atlanta
81	100.14	Department of Economics, Queen Mary, London
82	101.66	Economics Department, University of Arizona, Tucson
(83)	103.14	Institut für Statistik und Ökonometrie (ISÖ), Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität, Berlin
83	103.64	Department of Economics, Rutgers University-New Brunswick, New Brunswick
84	104.83	Department of Agricultural and Resource Economics, North Carolina State University, Raleigh
85	105.48	Economics, University of Manchester, Manchester
(86)	105.52	School of Economics, Singapore Management University, Singapore
86	106.2	Dipartimento di Economia Politica, Università Commerciale Luigi Bocconi, Milano
(87)	106.69	School of Economics and Finance, Faculty of Business, Queensland University of Technology, Brisbane
(87)	107.24	Department of Economics, Tepper School of Business Administration, Carnegie Mellon University, Pittsburgh
87	107.24	Tepper School of Business Administration, Carnegie Mellon University, Pittsburgh
(88)	107.49	Finance Department, Wharton School of Business, University of Pennsylvania, Philadelphia
88	111.07	Department of Economics, New York University, New York City
89	112.48	Département d'Économique, Université Laval, Québec
90	112.82	Department of Economics, University of North Carolina-Chapel-Hill, Chapel Hill
91	115.95	Institut National de la Statistique et des Études Économiques (INSEE), Government of France, Paris
92	117.04	School of Business and Economics, University of Exeter, Exeter
(93)	118.22	Centre de Recherche en Économie et Statistique (CREST), Institut National de la Statistique et des Études Économiques (INSEE), Government of France, Paris
93	120.96	Harvard Business School, Harvard University, Cambridge
94	121.93	Department of Economics, University of California-Los Angeles (UCLA), Los Angeles
95	122.4	Department of Statistics, University of Warwick, Coventry
96	123.2	Faculty of Economics, University of Tokyo, Tokyo
97	124.49	Department of Economics, McMaster University, Hamilton
98	124.6	Bank of Canada, Ottawa
99	125.76	Department of Economics, Leicester University, Leicester
100	126.96	Department of Economics & Finance, Institut für Höhere Studien (IHS), Wien
101	127.16	Federal Reserve Bank of Minneapolis, Minneapolis
(102)	127.44	Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE), Toulouse
102	128.12	Sveriges Riksbank, Stockholm
103	129.14	Department of Economics, Birkbeck College, London
(104)	129.25	Business, Government and the International Economy (BGIE) Unit, Harvard Business School, Harvard University, Cambridge
104	129.9	Department of Economics, Hebrew University of Jerusalem, Jerusalem
105	130.63	Facoltà di Economia, Università degli Studi di Roma "Tor Vergata", Roma
106	130.85	Australian School of Business, University of New South Wales, Sydney
107	131.21	Bank of England, London
108	131.74	Economics Department, Brown University, Providence
109	132.58	Faculteit der Economische Wetenschappen, Universiteit van Tilburg, Tilburg
110	132.95	Economics Department, Georgetown University, Washington
111	135.5	Goizueta Business School, Emory University, Atlanta
112	136.63	Kennedy School of Government, Harvard University, Cambridge
113	137.81	Federal Reserve Bank of Chicago, Chicago
(114)	140.46	Centre for Applied Macroeconomic Analysis (CAMA), Research School of Economics, College of Business and Economics, Australian National University, Canberra
114	141.88	Institute for Research on Poverty, University of Wisconsin-Madison, Madison
115	144.48	Innocenzo Gasparini Institute for Economic Research (IGIER), Università Commerciale Luigi Bocconi, Milano
116	144.73	School of Economics, Finance and Management, University of Bristol, Bristol
117	145.2	Department of Economics, University of California-Riverside, Riverside
118	145.37	Department of Economics, George Washington University, Washington
119	146.9	Desautels Faculty of Management, McGill University, Montréal
120	147.17	Rimini Center for Economic Analysis (RCEA), Rimini
(121)	147.44	Centre for Microeconometrics, Department of Economics, Faculty of Business and Economics, University of Melbourne, Melbourne
(121)	148.24	Research Program on Forecasting, Department of Economics, George Washington University, Washington
121	149.58	Banca d'Italia, Roma
122	151.01	School of Economics and Finance, La Trobe University, Bundoora
(123)	151.24	Econometrics Laboratory, Department of Economics, University of California-Berkeley, Berkeley
123	151.33	HEC Montréal (École des Hautes Études Commerciales), Montréal
124	153.24	Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ), Montréal
125	153.51	Department of Economics, University of Notre Dame, South Bend
126	157.29	Wirtschaftswissenschaftlicher Fachbereich, Rheinische Friedrich-Wilhelms-Universität, Bonn
127	159.65	Department of Economics, Brigham Young University, Provo
(128)	161.02	Dipartimento di Studi Economico-Finanziari e Metodi Quantitativi (SEFEMEQ), Facoltà di Economia, Università degli Studi di Roma "Tor Vergata", Roma
128	162.62	Harris School of Public Policy, University of Chicago, Chicago
129	166.02	Department of Economics, University of Illinois at Urbana-Champaign, Urbana-Champaign
(130)	167.95	Departement Econometrie & Operations Research, Faculteit der Economische Wetenschappen, Universiteit van Tilburg, Tilburg
(130)	168.01	Economics Department, Stern School of Business, New York University, New York City
130	171.57	Faculty of Economics, Keio University, Tokyo
131	172.13	Volkswirtschaftliche Abteilung, Universität St. Gallen, Sankt Gallen
132	173.24	Solvay Brussels School of Economics and Management, Université Libre de Bruxelles, Bruxelles
133	176.04	Hoover Institution on War Revolution & Peace, Stanford University, Palo Alto
134	178.29	Anderson Graduate School of Management, University of California-Los Angeles (UCLA), Los Angeles
135	178.89	Economics, University of Texas-Dallas, Dallas
(136)	179.46	Global Economics & Management Group, Anderson Graduate School of Management, University of California-Los Angeles (UCLA), Los Angeles
136	179.61	Erasmus Research Institute of Management (ERIM), Erasmus Universiteit, Rotterdam

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.	1.17	James J. Heckman
2.	2.84	Peter C. B. Phillips
3.	3.39	M Hashem Pesaran
4.	4.71	James H. Stock
5.	5.09	Robert F. Engle
6.	5.18	Donald W. K. Andrews
7.	8.76	Clive W. J. Granger †
8.	9.24	Pierre Perron
9.	9.42	Halbert White
10.	10.2	Peter Nijkamp
11.	11.9	David F. Hendry
12.	13.2	Manuel Arellano
13.	13.34	James MacKinnon
14.	14.92	Tim Bollerslev
15.	15.8	Kenneth D. West
16.	17.33	Michael McAleer
17.	17.74	Gerard J. van den Berg
18.	17.76	Jushan Bai
19.	18.62	Christopher Sims
20.	19.59	Peter M. Robinson
21.	20.41	John Geweke
22.	21.8	Guido Imbens
23.	24.3	Adrian Rodney Pagan
24.	26.84	Massimiliano Marcellino
25.	27.15	Oliver Bruce Linton
26.	27.35	Soren Johansen
27.	27.86	Lars Peter Hansen
28.	28.32	Peter Schmidt
29.	28.9	Serena Ng
30.	29.38	Graham Elliott
31.	29.95	Francis X. Diebold
32.	31.56	Richard Blundell
33.	31.99	Andrew C. Harvey
34.	32.35	Neil Shephard
35.	33.29	Jean-Marie Dufour
36.	33.67	Russell Davidson
37.	34.52	Marc Nerlove
38.	34.93	Arthur Lewbel
39.	35.58	Lucrezia Reichlin
40.	36.23	Wolfgang Karl Härdle
41.	36.38	Richard J. Smith
42.	37.66	Christian S. Gourieroux
43.	40.98	Neil R. Ericsson
44.	42.61	Timo Teräsvirta
45.	42.95	Lawrence J. Christiano
46.	43.38	Andrew Chesher
47.	44.04	Badi H. Baltagi
48.	45.42	James Hamilton
49.	46.03	Yacine Ait-Sahalia
50.	47.78	Allan Timmermann
51.	50.26	Joshua D Angrist
52.	51.4	Stephen Roy Bond
53.	51.5	Werner Ploberger
54.	52.01	Torben G. Andersen
55.	52.1	Michael Peter Clements
56.	52.29	Gary Koop
57.	54.97	Leslie George Godfrey
58.	57.51	Helmut Lütkepohl
59.	58.75	Steven Berry
60.	58.91	Martin Browning
61.	62.5	Cheng Hsiao
62.	62.92	Mario Forni
63.	64.34	Todd Clark
64.	64.65	Ole E. Barndorff-Nielsen
65.	65.78	Kenneth Frank Wallis
66.	66.09	Robert Taylor
67.	66.21	Marc Hallin
68.	70.12	Allan W. Gregory
69.	70.98	Norman Rasmus Swanson
70.	73.5	Frank Schorfheide
71.	74.11	Timothy Vogelsang
72.	75.45	Atsushi Inoue
73.	76.02	James E. H. Davidson
74.	76.31	Lutz Kilian
75.	77.96	Richard T. Baillie
76.	78.17	Marco Lippi
77.	78.25	Alastair Hall
78.	78.82	Mark Steel
79.	79.28	Enrique Sentana
80.	79.35	Eric Ghysels
81.	79.77	Chihwa Kao
82.	80.19	Fabio Canova
83.	80.44	Hidehiko Ichimura
84.	81.92	Siem Jan Koopman
85.	84.21	Frank Kleibergen
86.	84.24	Elie Tamer
87.	85.03	Frank Windmeijer
88.	85.41	Edward Vytlacil
89.	85.82	Leopold Simar
90.	86.14	Carlos Velasco
91.	88.82	Peter Reinhard Hansen
92.	91.89	Robert F. Stambaugh
93.	94.56	Jay Shanken
94.	94.76	Luc Bauwens
95.	94.93	Steven N. Durlauf
96.	95.01	Aman Ullah
97.	97.67	Roberto S. Mariano
98.	98.4	Victor Chernozhukov
99.	99.3	Thomas Lemieux
100.	99.75	Han Hong
101.	101.12	Alberto Abadie
102.	102.78	Geert Ridder
103.	105.14	Michael McCracken
104.	106.69	Kenneth Train
105.	107.34	Alain Monfort
106.	111.85	Eric Zivot
107.	112.1	Nelson C. Mark
108.	112.42	Jan F. Kiviet
109.	113.45	Jesus Gonzalo
110.	113.46	Agustin Maravall
111.	113.7	Douglas Kenneth Pearce
112.	114.86	Marcus J. Chambers
113.	115.41	Adonis Yatchew
114.	118	Andrew Patton
115.	121.07	James McDonald
116.	122.04	Masao Ogaki
117.	123.38	Jean-Michel Zakoian
118.	123.53	Don Harding
119.	123.87	Jeffrey Scott Racine
120.	124.31	Hyungsik Roger Moon
121.	125.23	Keisuke Hirano
122.	125.42	Bent Nielsen
123.	126.71	Domenico Giannone
124.	127.18	Donggyu Sul
125.	130.3	Terry J Fitzgerald
126.	130.36	Chris D Orme
127.	130.95	Marcelo J. Moreira
128.	131.89	Willard G. Manning
129.	132.99	Herman K. van Dijk
130.	133.82	Richard Startz
131.	133.96	Zhijie Xiao
132.	137.71	Kevin D. Hoover
133.	137.78	Tommaso Proietti
134.	140.05	Robert J. Kohn
135.	140.13	Asger Lunde
136.	142.11	Kajal Lahiri
137.	144.15	Giorgio Calzolari
138.	144.48	Mehmet Caner
139.	145.1	Morten Ørregaard Nielsen

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.