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 February 2011

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 1461 authors affiliated with 1426 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	1.13	Department of Economics, University of Chicago, Chicago
2	2.66	Cowles Foundation for Research in Economics, Yale University, New Haven
3	4.78	Department of Economics, University of California-San Diego (UCSD), La Jolla
4	5.13	Faculty of Economics, University of Cambridge, Cambridge
5	7.57	Department of Economics, Harvard University, Cambridge
6	7.58	Center for Research in Econometric Analysis of Time Series (CREATES), Aarhus Universitet, Aarhus
7	7.78	London School of Economics (LSE), London
8	7.8	Stern School of Business, New York University, New York City
9	8.64	Department of Economics, School of Arts and Sciences, Columbia University, New York City
10	9.09	Economics Department, Yale University, New Haven
11	9.14	Department of Economics, Oxford University, Oxford
12	9.81	Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit, Amsterdam
(13)	11.92	Economics Department, London School of Economics (LSE), London
13	12.73	Department of Economics, University of California-Berkeley, Berkeley
14	14.76	Department of Economics, Boston University, Boston
15	16.51	Department of Economics, Princeton University, Princeton
16	16.83	Economics Department, Queen's University, Kingston
17	17.09	Centro de Estudios Monetarios y Financieros (CEMFI), Madrid
18	17.98	Economics Department, Michigan State University, East Lansing
(19)	19.31	Afdeling Ruimtelijke Economie, Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit, Amsterdam
19	19.96	Department of Economics, Duke University, Durham
20	20.33	Department of Economics, University of Southern California, Los Angeles
21	20.74	Department of Economics, University of Pennsylvania, Philadelphia
22	23.53	Economics Department, University of Wisconsin-Madison, Madison
(23)	24.05	Volatility Institute, Stern School of Business, New York University, New York City
23	24.67	Faculteit der Economische Wetenschappen, Erasmus Universiteit, Rotterdam
24	26.41	Fakultät für Volkswirtschaftslehre, Universität Mannheim, Mannheim
(25)	26.55	Department of Economics, Business School, University of Auckland, Auckland
25	26.55	Business School, University of Auckland, Auckland
26	26.85	Department of Economics, Northwestern University, Evanston
27	28.35	School of Finance and Economics, University of Technology, Sydney
28	28.42	Department of Economics, University of Toronto, Toronto
(29)	31.88	Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit, Rotterdam
29	32.71	Department of Economics, Boston College, Chestnut Hill
30	33.25	ECORE, Louvain-la-Neuve/Bruxelles
31	33.49	Department of Economics, University College London (UCL), London
32	34.04	Institute for Fiscal Studies (IFS), London
33	36.53	Department of Economics, University of Warwick, Coventry
34	38.07	European Central Bank, Frankfurt am Main
35	38.08	Department of Economics and Related Studies, University of York, York
36	39.01	Wharton School of Business, University of Pennsylvania, Philadelphia
37	39.49	Economics Department, Massachusetts Institute of Technology (MIT), Cambridge
38	39.66	Department of Economics, McGill University, Montréal
39	40.52	School of Economics, Faculty of Arts and Social Sciences, University of Sydney, Sydney
40	41.75	Center for Policy Research, Syracuse University, Syracuse
41	43.79	Økonomisk Institut, Københavns Universitet, København
42	44.56	Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam, Amsterdam
43	45.18	Faculty of Business and Economics, Monash University, Clayton
44	45.43	Departamento de Economía, Universidad Carlos III de Madrid, Madrid
45	45.99	CentER for Economic Research, Universiteit van Tilburg, Tilburg
(46)	46.55	Department of Econometrics and Business Statistics, Faculty of Business and Economics, Monash University, Clayton
46	48.2	Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität, Berlin
47	53.93	School of Business and Economics, Maastricht University, Maastricht
(48)	54.38	Finance Department, Stern School of Business, New York University, New York City
48	54.96	Department of Economics, University of Kansas, Lawrence
(49)	55.32	Center for Operations Research and Econometrics (CORE), ECORE, Louvain-la-Neuve
49	55.33	Federal Reserve Board (Board of Governors of the Federal Reserve System), Washington
(50)	60.85	Department of Economics, London Business School (LBS), London
50	60.85	London Business School (LBS), London
51	60.95	School of Economics, University of Nottingham, Nottingham
52	62.53	Economics Department, University of Michigan, Ann Arbor
53	63.36	Department of Economics, European University Institute, Firenze
54	64.04	Institut für Volkswirtschaftslehre, Leuphana Universität Lüneburg, Lüneburg
55	65.24	Department of Economics, University of California-Los Angeles (UCLA), Los Angeles
56	65.96	Department of Economics, Washington University, St. Louis
57	69.38	Cambridge Finance, University of Cambridge, Cambridge
58	69.47	Toulouse School of Economics (TSE), Toulouse
59	70.88	Department of Agricultural and Resource Economics, University of Maryland, College Park
60	71.1	Department of Economics, Cornell University, Ithaca
(61)	71.52	Research and Statistics Group, Federal Reserve Bank of New York, New York City
61	71.52	Federal Reserve Bank of New York, New York City
62	71.97	Oxford-Man Institute of Quantitative Finance, Oxford University, Oxford
(63)	71.99	Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston
63	71.99	Kellogg Graduate School of Management, Northwestern University, Evanston
(64)	72.31	Afdeling Kwantitatieve Economie, Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam, Amsterdam
64	73.91	Federal Reserve Bank of St. Louis, St. Louis
65	74.19	Tinbergen Instituut, Amsterdam
66	74.49	Economics Department, University of California-Davis, Davis
(67)	75.33	Research Division, Federal Reserve Bank of St. Louis, St. Louis
(67)	76.48	Bendheim Center for Finance, Department of Economics, Princeton University, Princeton
67	76.99	Institute for the Study of Labor (IZA), Bonn
68	77.75	Groupement de Recherche en Économie Quantitative d'Aix-Marseille (GREQAM), Marseille
69	78.23	Department of Economics, Stanford University, Palo Alto
70	79.93	Economics Department, Georgetown University, Washington
71	80.9	Economics Department, University of Strathclyde, Glasgow
72	81.46	Department of Economics, University of Washington, Seattle
73	82.76	Rady School of Management, University of California-San Diego (UCSD), La Jolla
74	83.2	Economics Department, University of Essex, Colchester
75	83.84	Dipartimento di Statistica "G. Parenti", Università degli Studi di Firenze, Firenze
76	84.58	Faculty of Business and Economics, University of Melbourne, Melbourne
(77)	85.66	Vakgroep Kwantitatieve Economie, School of Business and Economics, Maastricht University, Maastricht
77	87.94	Department of Economics, University of British Columbia, Vancouver
78	88.93	College of Business and Economics, Australian National University, Canberra
(78)	88.93	Research School of Economics, College of Business and Economics, Australian National University, Canberra
79	92.97	Department of Economics, Johns Hopkins University, Baltimore
80	95.87	Federal Reserve Bank of Cleveland, Cleveland
(80)	95.87	Economic Research, Federal Reserve Bank of Cleveland, Cleveland
(81)	98.11	Department of Economics, Faculty of Business and Economics, University of Melbourne, Melbourne
81	98.4	Singapore Management University, Singapore
(82)	98.48	Center for Analytic Economics, Department of Economics, Cornell University, Ithaca
(82)	98.88	Centre for Microdata Methods and Practice (CEMMAP), Institute for Fiscal Studies (IFS), London
82	99.5	Facoltà di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia, Modena
(83)	99.84	Afdeling Econometrie, Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit, Amsterdam
(83)	100.13	Economics Group, Nuffield College, Department of Economics, Oxford University, Oxford
(83)	105.77	ESRC Centre for the Microeconomic Analysis of Public Policy (CPP), Institute for Fiscal Studies (IFS), London
(83)	106.08	School of Economics, Singapore Management University, Singapore
83	106.49	Department of Agricultural and Resource Economics, North Carolina State University, Raleigh
84	106.7	Economics Department, University of Arizona, Tucson
85	107.51	Facoltà di Economia, Università degli Studi di Roma "Tor Vergata", Roma
86	107.6	Department of Economics, University of Maryland, College Park
87	107.92	National Bureau of Economic Research (NBER), Cambridge
(88)	108.15	Dipartimento di Economia Politica, Facoltà di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia, Modena
88	109.82	Economics, University of Manchester, Manchester
89	109.83	Institut National de la Statistique et des Études Économiques (INSEE), Government of France, Paris
90	109.98	Dipartimento di Economia Politica, Università Commerciale Luigi Bocconi, Milano
91	111.16	Department of Economics, University of North Carolina-Chapel-Hill, Chapel Hill
(92)	111.66	Centre de Recherche en Économie et Statistique (CREST), Institut National de la Statistique et des Études Économiques (INSEE), Government of France, Paris
92	112.1	Department of Economics, Rutgers University-New Brunswick, New Brunswick
(93)	113.29	Department of Economics, Tepper School of Business Administration, Carnegie Mellon University, Pittsburgh
93	113.29	Tepper School of Business Administration, Carnegie Mellon University, Pittsburgh
94	114.82	Sveriges Riksbank, Stockholm
(95)	115.71	Finance Department, Wharton School of Business, University of Pennsylvania, Philadelphia
95	115.91	School of Economics and Finance, Queen Mary, London
96	118.13	Federal Reserve Bank of Atlanta, Atlanta
97	121.91	School of Business and Economics, University of Exeter, Exeter
98	123.62	Department of Statistics, University of Warwick, Coventry
99	124.72	Department of Economics & Finance, Institut für Höhere Studien (IHS), Wien
100	124.78	Harvard Business School, Harvard University, Cambridge
101	125.09	Wirtschaftswissenschaftlicher Fachbereich, Rheinische Friedrich-Wilhelms-Universität, Bonn
102	129.31	Department of Economics, Hebrew University of Jerusalem, Jerusalem
103	131	Bank of Canada, Ottawa
104	131.23	Department of Economics, McMaster University, Hamilton
(105)	131.28	Dipartimento di Studi Economico-Finanziari e Metodi Quantitativi (SEFEMEQ), Facoltà di Economia, Università degli Studi di Roma "Tor Vergata", Roma
105	131.64	Federal Reserve Bank of Chicago, Chicago
106	132.93	Federal Reserve Bank of Minneapolis, Minneapolis
(107)	133.34	Business, Government and the International Economy (BGIE) Unit, Harvard Business School, Harvard University, Cambridge
107	133.43	Department of Economics, Mathematics and Statistics, Birkbeck College, London
(108)	133.79	Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE), Toulouse
108	135.5	Faculteit der Economische Wetenschappen, Universiteit van Tilburg, Tilburg
109	137.2	Australian School of Business, University of New South Wales, Sydney
110	137.39	Banca d'Italia, Roma
111	137.78	Faculty of Economics, University of Tokyo, Tokyo
112	139.74	Goizueta Business School, Emory University, Atlanta
113	140.8	Kennedy School of Government, Harvard University, Cambridge
114	142.2	Department of Economics, New York University, New York City
115	142.43	Département d'Économique, Université Laval, Québec
(116)	143.06	Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität, Berlin
116	146.25	Rimini Center for Economic Analysis (RCEA), Rimini
117	146.98	Department of Economics, Brigham Young University, Provo
118	147.24	Institute for Research on Poverty, University of Wisconsin-Madison, Madison
(119)	147.44	Centre for Applied Macroeconomic Analysis (CAMA), Research School of Economics, College of Business and Economics, Australian National University, Canberra
119	148.02	Volkswirtschaftliche Abteilung, Universität St. Gallen, Sankt Gallen
120	149.99	Department of Economics, University of California-Riverside, Riverside
121	151.69	Bank of England, London
122	151.89	Innocenzo Gasparini Institute for Economic Research (IGIER), Università Commerciale Luigi Bocconi, Milano
123	152.18	Economics Department, Brown University, Providence
124	152.75	Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ), Montréal
125	153.27	School of Economics, Finance and Management, University of Bristol, Bristol
126	155.7	Department of Economics, George Washington University, Washington
(127)	156.01	Centre for Microeconometrics, Department of Economics, Faculty of Business and Economics, University of Melbourne, Melbourne
127	156.37	Department of Economics, University of Notre Dame, South Bend
(128)	158.56	Research Program on Forecasting, Department of Economics, George Washington University, Washington
(128)	159.01	Econometrics Laboratory, Department of Economics, University of California-Berkeley, Berkeley
128	159.64	HEC Montréal (École des Hautes Études Commerciales), Montréal
129	167.3	Harris School of Public Policy, University of Chicago, Chicago
130	168.24	Department of Economics, Emory University, Atlanta
131	170.19	Solvay Brussels School of Economics and Management, Université Libre de Bruxelles, Bruxelles
(132)	170.89	Departement Econometrie & Operations Research, Faculteit der Economische Wetenschappen, Universiteit van Tilburg, Tilburg
(132)	172.77	Economics Department, Stern School of Business, New York University, New York City
132	173.9	Department of Economics, University of Illinois at Urbana-Champaign, Urbana-Champaign
133	174.13	School of Economics and Finance, La Trobe University, Bundoora
134	175.28	School of Economics, University of Queensland, Brisbane
135	175.41	Department of Economics, Leicester University, Leicester
(136)	176.6	Institut für Statistik und Ökonometrie (ISÖ), Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität, Berlin
136	178.27	International Monetary Fund (IMF), Washington
137	183.5	Anderson Graduate School of Management, University of California-Los Angeles (UCLA), Los Angeles
138	183.56	Faculty of Economics, Keio University, Tokyo
(139)	183.68	European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management, Université Libre de Bruxelles, Bruxelles
139	183.76	Department of Economics, North Carolina State University, Raleigh
140	184.53	Economics, University of Texas-Dallas, Dallas
(141)	184.72	Global Economics & Management Group, Anderson Graduate School of Management, University of California-Los Angeles (UCLA), Los Angeles
(141)	184.72	Economic Growth Center, Economics Department, Yale University, New Haven
141	184.83	Centre de Recerca en Economia Internacional (CREI), Barcelona
142	186.25	Dipartimento di Economia, Facoltà di Scienze Statistiche, Università degli Studi di Roma "La Sapienza", Roma

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.	1.23	James J. Heckman
2.	2.06	Peter C. B. Phillips
3.	3.58	M Hashem Pesaran
4.	5.05	James H. Stock
5.	5.43	Donald W. K. Andrews
6.	6.05	Robert F. Engle
7.	9.34	Halbert White
8.	9.4	Pierre Perron
9.	9.91	Clive W. J. Granger †
10.	10.63	Peter Nijkamp
11.	12.94	Guido Imbens
12.	14.23	Manuel Arellano
13.	14.58	Tim Bollerslev
14.	15.04	David F. Hendry
15.	15.16	James MacKinnon
16.	15.27	Kenneth D. West
17.	16.86	Jushan Bai
18.	17.61	Michael McAleer
19.	18.24	Gerard J. van den Berg
20.	18.77	Christopher Sims
21.	19.81	Peter M. Robinson
22.	21.46	John Geweke
23.	22.85	William Arnold Barnett
24.	24.86	Adrian Rodney Pagan
25.	25.31	Lars Peter Hansen
26.	25.44	Massimiliano Marcellino
27.	26.73	Andrew C. Harvey
28.	28.46	Peter Schmidt
29.	28.77	Soren Johansen
30.	29.47	Serena Ng
31.	29.88	Francis X. Diebold
32.	30.78	Oliver Bruce Linton
33.	32.11	Richard Blundell
34.	32.63	Russell Davidson
35.	33.68	Neil Shephard
36.	33.69	Arthur Lewbel
37.	33.84	Jean-Marie Dufour
38.	34.42	Wolfgang Karl Härdle
39.	35.44	Lucrezia Reichlin
40.	35.84	Graham Elliott
41.	36.05	Marc Nerlove
42.	36.12	Christian S. Gourieroux
43.	36.55	Richard J. Smith
44.	41.39	Badi H. Baltagi
45.	41.81	Neil R. Ericsson
46.	41.97	Lawrence J. Christiano
47.	42.26	Joshua D Angrist
48.	47.37	Yacine Ait-Sahalia
49.	47.85	Timo Teräsvirta
50.	50.17	Torben G. Andersen
51.	51.94	Stephen Roy Bond
52.	52.06	Gary Koop
53.	52.17	Allan Timmermann
54.	52.59	Werner Ploberger
55.	54.37	Leslie George Godfrey
56.	56.23	Andrew Chesher
57.	56.51	Helmut Lütkepohl
58.	56.54	Steven Berry
59.	58.29	Martin Browning
60.	59.11	Todd Clark
61.	62.84	Cheng Hsiao
62.	63.25	Marc Hallin
63.	64.83	Kenneth Frank Wallis
64.	65.09	Ole E. Barndorff-Nielsen
65.	67.57	Allan W. Gregory
66.	69.05	Robert Taylor
67.	71.53	Lutz Kilian
68.	72.14	Mario Forni
69.	72.36	Frank Schorfheide
70.	73.61	Marco Lippi
71.	74.6	Michael Peter Clements
72.	74.82	Eric Ghysels
73.	75.49	Timothy Vogelsang
74.	75.85	Atsushi Inoue
75.	75.99	Mark Steel
76.	76.01	Norman Rasmus Swanson
77.	76.06	Nicholas M. Kiefer
78.	77.36	Richard T. Baillie
79.	77.53	Enrique Sentana
80.	78.11	Fabio Canova
81.	78.49	James E. H. Davidson
82.	78.97	Alastair Hall
83.	79.36	Chihwa Kao
84.	85.41	Hidehiko Ichimura
85.	85.86	Leopold Simar
86.	85.87	Frank Kleibergen
87.	86.18	Frank Windmeijer
88.	87.68	Elie Tamer
89.	88.61	Siem Jan Koopman
90.	90.29	Carlos Velasco
91.	93.09	Michael McCracken
92.	93.22	Roberto S. Mariano
93.	93.38	Steven N. Durlauf
94.	93.43	Robert F. Stambaugh
95.	93.71	Jay Shanken
96.	94.15	Peter Reinhard Hansen
97.	96.26	Edward Vytlacil
98.	96.59	Aman Ullah
99.	97.59	Rosa Liliana Matzkin
100.	98.35	Luc Bauwens
101.	101.83	Han Hong
102.	103.49	Geert Ridder
103.	103.51	Thomas Lemieux
104.	103.68	Alberto Abadie
105.	104.65	Victor Chernozhukov
106.	106.67	Adonis Yatchew
107.	108.27	Kenneth Train
108.	108.62	Agustin Maravall
109.	109.24	Jesus Gonzalo
110.	110.27	Nelson C. Mark
111.	110.9	Alain Monfort
112.	111.12	Jan F. Kiviet
113.	111.49	Eric Zivot
114.	115.35	Douglas Kenneth Pearce
115.	120.75	James McDonald
116.	120.96	Jean-Michel Zakoian
117.	123.42	Jeffrey Scott Racine
118.	125.69	Tommaso Proietti
119.	126.04	Terry J Fitzgerald
120.	126.79	Donggyu Sul
121.	126.86	Masao Ogaki
122.	127.53	Domenico Giannone
123.	128.38	Keisuke Hirano
124.	129.84	Hyungsik Roger Moon
125.	129.99	Andrew Patton
126.	130.16	William A. Brock
127.	133.31	Kevin D. Hoover
128.	133.35	Giorgio Calzolari
129.	133.68	João M.C. Santos Silva
130.	133.84	Benedikt M Pötscher
131.	134.23	Chris D Orme
132.	134.28	Bent Nielsen
133.	135.03	Herman K. van Dijk
134.	136.62	Richard Startz
135.	136.71	Willard G. Manning
136.	137.33	Marcelo J. Moreira
137.	138.49	Don Harding
138.	139.09	Marcus J. Chambers
139.	139.4	Asger Lunde
140.	140.42	Jean-Pierre Urbain
141.	140.77	Robert J. Kohn
142.	141.97	Mehmet Caner
143.	142.16	Francis Vella
144.	142.9	Morten Ørregaard Nielsen
145.	146.02	Simon Potter
146.	147.57	Jonathan H. Wright

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.