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 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 1477 authors affiliated with 1446 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	2.88	Cowles Foundation for Research in Economics, Yale University, New Haven
3	4.47	Department of Economics, University of California-San Diego (UCSD), La Jolla
4	5.3	Faculty of Economics, University of Cambridge, Cambridge
5	7.61	Department of Economics, Harvard University, Cambridge
6	7.85	Center for Research in Econometric Analysis of Time Series (CREATES), Aarhus Universitet, Aarhus
7	7.88	Stern School of Business, New York University, New York City
8	7.92	London School of Economics (LSE), London
9	8.51	Department of Economics, School of Arts and Sciences, Columbia University, New York City
10	8.85	Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit, Amsterdam
11	9.18	Economics Department, Yale University, New Haven
12	9.29	Department of Economics, Oxford University, Oxford
(13)	12.06	Economics Department, London School of Economics (LSE), London
13	12.45	Department of Economics, University of California-Berkeley, Berkeley
14	14.67	Department of Economics, Boston University, Boston
15	16.83	Department of Economics, Princeton University, Princeton
16	17	Economics Department, Queen's University, Kingston
17	17.18	Centro de Estudios Monetarios y Financieros (CEMFI), Madrid
18	18.24	Economics Department, Michigan State University, East Lansing
19	18.67	Faculteit der Economische Wetenschappen, Erasmus Universiteit, Rotterdam
(20)	19.56	Afdeling Ruimtelijke Economie, Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit, Amsterdam
20	20.17	Department of Economics, University of Southern California, Los Angeles
21	20.21	Department of Economics, Duke University, Durham
22	20.77	Department of Economics, University of Pennsylvania, Philadelphia
23	23.43	Fakultät für Volkswirtschaftslehre, Universität Mannheim, Mannheim
24	23.62	Economics Department, University of Wisconsin-Madison, Madison
(25)	23.9	Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit, Rotterdam
(25)	24.2	Volatility Institute, Stern School of Business, New York University, New York City
25	26.18	Department of Economics, Northwestern University, Evanston
(26)	27.73	Department of Economics, Business School, University of Auckland, Auckland
26	27.73	Business School, University of Auckland, Auckland
27	29.91	Department of Economics, Boston College, Chestnut Hill
28	30.93	Department of Economics, University of Toronto, Toronto
29	34.27	ECORE, Louvain-la-Neuve/Bruxelles
30	35.31	Department of Economics, University College London (UCL), London
31	36.65	Department of Economics, University of Warwick, Coventry
32	36.87	School of Finance and Economics, University of Technology, Sydney
33	37.25	Institute for Fiscal Studies (IFS), London
34	37.76	European Central Bank, Frankfurt am Main
35	37.84	Economics Department, Massachusetts Institute of Technology (MIT), Cambridge
36	39.5	Department of Economics and Related Studies, University of York, York
37	40.05	School of Economics, Faculty of Arts and Social Sciences, University of Sydney, Sydney
38	40.93	Wharton School of Business, University of Pennsylvania, Philadelphia
39	41.09	Department of Economics, McGill University, Montréal
40	42.25	Center for Policy Research, Syracuse University, Syracuse
41	43.93	Økonomisk Institut, Københavns Universitet, København
42	44.53	Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam, Amsterdam
43	45.53	CentER for Economic Research, Universiteit van Tilburg, Tilburg
44	45.76	Faculty of Business and Economics, Monash University, Clayton
45	45.88	Departamento de Economía, Universidad Carlos III de Madrid, Madrid
(46)	47.11	Department of Econometrics and Business Statistics, Faculty of Business and Economics, Monash University, Clayton
46	49	Toulouse School of Economics (TSE), Toulouse
47	49.72	Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität, Berlin
(48)	53.5	Finance Department, Stern School of Business, New York University, New York City
48	53.79	School of Business and Economics, Maastricht University, Maastricht
49	54.93	Department of Economics, University of Kansas, Lawrence
50	56.31	Federal Reserve Board (Board of Governors of the Federal Reserve System), Washington
(51)	58.39	Center for Operations Research and Econometrics (CORE), ECORE, Louvain-la-Neuve
(51)	59.5	Department of Economics, London Business School (LBS), London
51	59.5	London Business School (LBS), London
52	61.86	School of Economics, University of Nottingham, Nottingham
53	64.24	Economics Department, University of Michigan, Ann Arbor
54	64.45	Department of Economics, European University Institute, Firenze
55	64.7	Institut für Volkswirtschaftslehre, Leuphana Universität Lüneburg, Lüneburg
56	65.02	Australian School of Business, University of New South Wales, Sydney
57	65.99	Department of Economics, University of California-Los Angeles (UCLA), Los Angeles
58	67.41	Department of Economics, Washington University, St. Louis
59	71.45	Department of Agricultural and Resource Economics, University of Maryland, College Park
(60)	71.9	Research and Statistics Group, Federal Reserve Bank of New York, New York City
60	71.9	Federal Reserve Bank of New York, New York City
(61)	72.24	Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston
61	72.24	Kellogg Graduate School of Management, Northwestern University, Evanston
62	72.26	Tinbergen Instituut, Amsterdam
63	72.31	Cambridge Finance, University of Cambridge, Cambridge
(64)	72.73	Afdeling Kwantitatieve Economie, Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam, Amsterdam
64	73.31	Oxford-Man Institute of Quantitative Finance, Oxford University, Oxford
65	74.44	Institute for the Study of Labor (IZA), Bonn
66	74.77	Department of Economics, Cornell University, Ithaca
66	74.77	Economics Department, University of California-Davis, Davis
(68)	75.51	Bendheim Center for Finance, Department of Economics, Princeton University, Princeton
68	75.66	Federal Reserve Bank of St. Louis, St. Louis
(69)	77.08	Research Division, Federal Reserve Bank of St. Louis, St. Louis
69	80.38	Department of Economics, Stanford University, Palo Alto
70	80.66	Faculty of Business and Economics, University of Melbourne, Melbourne
71	80.75	Economics Department, University of Strathclyde, Glasgow
72	82.26	Economics Department, Georgetown University, Washington
73	84.31	Dipartimento di Statistica "G. Parenti", Università degli Studi di Firenze, Firenze
74	84.68	Department of Economics, University of British Columbia, Vancouver
75	85	Economics Department, University of Essex, Colchester
(76)	85.9	Vakgroep Kwantitatieve Economie, School of Business and Economics, Maastricht University, Maastricht
76	86.39	Rady School of Management, University of California-San Diego (UCSD), La Jolla
77	86.47	Groupement de Recherche en Économie Quantitative d'Aix-Marseille (GREQAM), Marseille
78	89.4	Federal Reserve Bank of Cleveland, Cleveland
(78)	89.4	Economic Research, Federal Reserve Bank of Cleveland, Cleveland
79	92.64	College of Business and Economics, Australian National University, Canberra
(79)	92.64	Research School of Economics, College of Business and Economics, Australian National University, Canberra
80	94.44	Department of Economics, Johns Hopkins University, Baltimore
80	94.44	Facoltà di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia, Modena
(82)	94.57	Department of Economics, Faculty of Business and Economics, University of Melbourne, Melbourne
82	97.46	Singapore Management University, Singapore
(83)	98.24	School of Economics, Australian School of Business, University of New South Wales, Sydney
(83)	100.41	Afdeling Econometrie, Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit, Amsterdam
(83)	101.57	Dipartimento di Economia Politica, Facoltà di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia, Modena
(83)	104.22	Economics Group, Nuffield College, Department of Economics, Oxford University, Oxford
(83)	104.34	Center for Analytic Economics, Department of Economics, Cornell University, Ithaca
(83)	105.2	School of Economics, Singapore Management University, Singapore
83	107.45	Department of Agricultural and Resource Economics, North Carolina State University, Raleigh
84	109.03	Department of Economics, University of Maryland, College Park
85	110.53	Department of Economics, Rutgers University-New Brunswick, New Brunswick
86	110.89	Economics Department, University of Arizona, Tucson
87	110.91	National Bureau of Economic Research (NBER), Cambridge
88	111.04	Facoltà di Economia, Università degli Studi di Roma "Tor Vergata", Roma
89	111.15	Institut National de la Statistique et des Études Économiques (INSEE), Government of France, Paris
90	111.69	School of Economics and Finance, Queen Mary, London
(91)	112.97	Centre de Recherche en Économie et Statistique (CREST), Institut National de la Statistique et des Études Économiques (INSEE), Government of France, Paris
91	114.48	Economics, University of Manchester, Manchester
(92)	114.66	Department of Economics, Tepper School of Business Administration, Carnegie Mellon University, Pittsburgh
92	114.66	Tepper School of Business Administration, Carnegie Mellon University, Pittsburgh
93	114.78	Department of Economics, University of North Carolina-Chapel-Hill, Chapel Hill
94	115.04	Dipartimento di Economia Politica, Università Commerciale Luigi Bocconi, Milano
(95)	117.36	Centre for Microdata Methods and Practice (CEMMAP), Institute for Fiscal Studies (IFS), London
95	117.61	Sveriges Riksbank, Stockholm
96	117.7	Federal Reserve Bank of Atlanta, Atlanta
(97)	118.67	Finance Department, Wharton School of Business, University of Pennsylvania, Philadelphia
(97)	120.29	ESRC Centre for the Microeconomic Analysis of Public Policy (CPP), Institute for Fiscal Studies (IFS), London
97	123.57	Department of Economics & Finance, Institut für Höhere Studien (IHS), Wien
98	123.62	Business School, University of Exeter, Exeter
99	123.98	Wirtschaftswissenschaftlicher Fachbereich, Rheinische Friedrich-Wilhelms-Universität, Bonn
100	125.25	Department of Statistics, University of Warwick, Coventry
101	125.61	Harvard Business School, Harvard University, Cambridge
102	128.84	Department of Economics, Hebrew University of Jerusalem, Jerusalem
103	130.4	Department of Economics, University of California-Santa Barbara (UCSB), Santa Barbara
104	130.74	Bank of Canada, Ottawa
105	131.23	Department of Economics, McMaster University, Hamilton
106	134.26	Federal Reserve Bank of Chicago, Chicago
107	135.26	Department of Economics, Mathematics and Statistics, Birkbeck College, London
(108)	135.48	Dipartimento di Studi Economico-Finanziari e Metodi Quantitativi (SEFEMEQ), Facoltà di Economia, Università degli Studi di Roma "Tor Vergata", Roma
108	135.78	Federal Reserve Bank of Minneapolis, Minneapolis
(109)	136.52	Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE), Toulouse
(109)	136.98	Business, Government and the International Economy (BGIE) Unit, Harvard Business School, Harvard University, Cambridge
109	139.25	Banca d'Italia, Roma
110	139.33	Faculteit der Economische Wetenschappen, Universiteit van Tilburg, Tilburg
111	140.39	Faculty of Economics, University of Tokyo, Tokyo
112	140.92	Kennedy School of Government, Harvard University, Cambridge
113	141.87	Department of Economics, New York University, New York City
114	144.48	Département d'Économique, Université Laval, Québec
115	144.6	Goizueta Business School, Emory University, Atlanta
(116)	145.7	Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität, Berlin
116	148.4	Department of Economics, George Washington University, Washington
(117)	148.45	Groupe de Recherche en Économie Mathématique et Quantitative (GREMAQ), Toulouse School of Economics (TSE), Toulouse
117	149.83	Rimini Center for Economic Analysis (RCEA), Rimini
118	149.96	Department of Economics, University of Washington, Seattle
119	150.55	Institute for Research on Poverty, University of Wisconsin-Madison, Madison
120	150.63	School of Economics and Political Science, Universität St. Gallen, Sankt Gallen
121	150.77	Department of Economics, Brigham Young University, Provo
(122)	151.72	Centre for Applied Macroeconomic Analysis (CAMA), Research School of Economics, College of Business and Economics, Australian National University, Canberra
122	152.76	Bank of England, London
123	154.28	Department of Economics, University of California-Riverside, Riverside
124	154.43	Division of Economics, Seoul National University, Seoul
(125)	155.98	Microeconometrics Unit, Department of Economics, Faculty of Business and Economics, University of Melbourne, Melbourne
125	157.27	School of Economics, Finance and Management, University of Bristol, Bristol
126	158.82	Department of Economics, University of Notre Dame, South Bend
127	160.68	Solvay Brussels School of Economics and Management, Université Libre de Bruxelles, Bruxelles
(128)	161.62	Econometrics Laboratory, Department of Economics, University of California-Berkeley, Berkeley
(128)	162.66	Research Program on Forecasting, Department of Economics, George Washington University, Washington
128	166.62	Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ), Montréal
129	168	Centre de Recerca en Economia Internacional (CREI), Barcelona
130	168.03	Harris School of Public Policy, University of Chicago, Chicago
131	169.98	Economics Department, Brown University, Providence
132	170.28	Innocenzo Gasparini Institute for Economic Research (IGIER), Università Commerciale Luigi Bocconi, Milano
(133)	172.96	Departement Econometrie & Operations Research, Faculteit der Economische Wetenschappen, Universiteit van Tilburg, Tilburg
133	173.97	Department of Economics, Emory University, Atlanta
134	174.87	HEC Montréal (École des Hautes Études Commerciales), Montréal
135	175.77	School of Economics, University of Queensland, Brisbane
136	176.35	Department of Economics, Leicester University, Leicester
(137)	176.75	European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management, Université Libre de Bruxelles, Bruxelles
(137)	176.8	Economics Department, Stern School of Business, New York University, New York City
137	179.03	Faculty of Economics, Keio University, Tokyo
138	179.92	Department of Economics, University of Illinois at Urbana-Champaign, Urbana-Champaign
(139)	181.18	Institut für Statistik und Ökonometrie (ISÖ), Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität, Berlin
139	182.39	International Monetary Fund (IMF), Washington
140	183.18	Dipartimento di Economia, Facoltà di Scienze Statistiche, Università degli Studi di Roma "La Sapienza", Roma
141	183.64	Erasmus Research Institute of Management (ERIM), Erasmus Universiteit, Rotterdam
142	184.53	Faculty of Law and Management, La Trobe University, Bundoora
(142)	184.53	School of Economics and Finance, Faculty of Law and Management, La Trobe University, Bundoora
143	185.71	Anderson Graduate School of Management, University of California-Los Angeles (UCLA), Los Angeles
(144)	186.82	Global Economics & Management Group, Anderson Graduate School of Management, University of California-Los Angeles (UCLA), Los Angeles
(144)	187.39	Economic Growth Center, Economics Department, Yale University, New Haven
144	188.65	Department of Economics, Iowa State University, Ames

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.	3.62	M Hashem Pesaran
4.	5.15	James H. Stock
5.	5.57	Donald W. K. Andrews
6.	6.17	Robert F. Engle
7.	8.13	Halbert White
8.	8.4	Clive W. J. Granger †
9.	9.59	Pierre Perron
10.	10.53	Peter Nijkamp
11.	12.93	Guido Imbens
12.	14.73	Manuel Arellano
13.	15.07	Tim Bollerslev
14.	15.19	David F. Hendry
15.	15.29	Kenneth D. West
16.	15.74	James MacKinnon
17.	17.4	Jushan Bai
18.	17.65	Michael McAleer
19.	17.71	Gerard J. van den Berg
20.	19.69	Christopher Sims
21.	19.82	Peter M. Robinson
22.	20.98	John Geweke
23.	22.33	William Arnold Barnett
24.	25.17	Adrian Rodney Pagan
25.	25.62	Lars Peter Hansen
26.	26.35	Andrew C. Harvey
27.	27.07	Massimiliano Marcellino
28.	28.12	Peter Schmidt
29.	29.15	Soren Johansen
30.	29.17	Oliver Bruce Linton
31.	29.88	Serena Ng
32.	30.11	Francis X. Diebold
33.	33.5	Neil Shephard
34.	33.75	Richard Blundell
35.	33.77	Wolfgang Karl Härdle
36.	34.73	Lucrezia Reichlin
37.	35.33	Graham Elliott
38.	35.54	Jean-Marie Dufour
39.	35.97	Marc Nerlove
40.	36.3	Arthur Lewbel
41.	36.69	Richard J. Smith
42.	38.34	Russell Davidson
43.	40.65	Badi H. Baltagi
44.	41.21	Lawrence J. Christiano
45.	41.53	Neil R. Ericsson
46.	42.88	Christian S. Gourieroux
47.	42.96	Joshua D Angrist
48.	46.48	Yacine Ait-Sahalia
49.	47.28	Timo Teräsvirta
50.	49.52	Torben G. Andersen
51.	50.36	Gary Koop
52.	51.74	Stephen Roy Bond
53.	51.86	Allan Timmermann
54.	52.6	Werner Ploberger
55.	54.21	Leslie George Godfrey
56.	55.58	Andrew Chesher
57.	55.65	Todd Clark
58.	56.14	Helmut Lütkepohl
59.	61.46	Martin Browning
60.	62.47	Marc Hallin
61.	62.75	Steven Berry
62.	63.97	Cheng Hsiao
63.	65.45	Ole E. Barndorff-Nielsen
64.	65.62	Kenneth Frank Wallis
65.	66.49	Mario Forni
66.	67.23	Allan W. Gregory
67.	68.42	Frank Schorfheide
68.	68.49	Robert Taylor
69.	73.23	Lutz Kilian
70.	73.6	Norman Rasmus Swanson
71.	74.03	Marco Lippi
72.	74.91	Michael Peter Clements
73.	75.36	Timothy Vogelsang
74.	75.46	Nicholas M. Kiefer
75.	75.82	Atsushi Inoue
76.	75.82	Eric Ghysels
77.	76	Mark Steel
78.	77.27	Richard T. Baillie
79.	78.26	Enrique Sentana
80.	78.57	Fabio Canova
81.	79.3	James E. H. Davidson
82.	80.33	Alastair Hall
83.	81.02	Chihwa Kao
84.	86.03	Hidehiko Ichimura
85.	86.36	Elie Tamer
86.	87.57	Frank Kleibergen
87.	87.95	Frank Windmeijer
88.	88.5	Siem Jan Koopman
89.	91.49	Carlos Velasco
90.	92.63	Peter Reinhard Hansen
91.	92.81	Steven N. Durlauf
92.	94.18	Michael McCracken
93.	94.43	Robert F. Stambaugh
94.	94.48	Roberto S. Mariano
95.	95.5	Rosa Liliana Matzkin
96.	95.52	Jay Shanken
97.	97.29	Edward Vytlacil
98.	97.44	Leopold Simar
99.	97.88	Aman Ullah
100.	101.36	Luc Bauwens
101.	102.12	Alberto Abadie
102.	102.62	Zhijie Xiao
103.	103.51	Han Hong
104.	103.63	Geert Ridder
105.	104.76	Victor Chernozhukov
106.	106.04	Kenneth Train
107.	106.24	Adonis Yatchew
108.	107.34	Thomas Lemieux
109.	110.29	Nelson C. Mark
110.	110.49	Alain Monfort
111.	111.49	Jesus Gonzalo
112.	112.16	Agustin Maravall
113.	112.77	Philip Hans Franses
114.	113.02	Eric Zivot
115.	113.32	Jan F. Kiviet
116.	116.87	Douglas Kenneth Pearce
117.	120.21	Jeffrey Scott Racine
118.	121.66	Jean-Michel Zakoian
119.	122.75	James McDonald
120.	123.07	Herman K. van Dijk
121.	124.84	Andrew Patton
122.	124.87	Domenico Giannone
123.	125.06	Terry J Fitzgerald
124.	127.02	Donggyu Sul
125.	128.6	Keisuke Hirano
126.	129.57	Masao Ogaki
127.	130.27	Giorgio Calzolari
128.	130.35	Hyungsik Roger Moon
129.	130.77	Marcelo J. Moreira
130.	132.62	William A. Brock
131.	133.49	Kevin D. Hoover
132.	134.3	Benedikt M Pötscher
133.	135.1	Chris D Orme
134.	135.29	Tommaso Proietti
135.	135.3	Willard G. Manning
136.	135.49	Morten Ørregaard Nielsen
137.	138.41	João M.C. Santos Silva
138.	139.25	Richard Startz
139.	139.65	Enno Mammen
140.	140.84	David H. Papell
141.	141.59	Marcus J. Chambers
142.	142.66	Mehmet Caner
143.	143.25	Bent Nielsen
144.	143.25	Robert J. Kohn
145.	144.47	Nour Meddahi
146.	145.5	Francis Vella
147.	146.93	Don Harding

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.