Field Rankings at IDEAS: Econometrics

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This file is part of IDEAS, which uses RePEc data

Top 10% Institutions and Economists in the Field of Econometrics, as of May 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 1501 authors affiliated with 1478 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	1.2	Department of Economics, University of Chicago, Chicago
2	2.59	Cowles Foundation for Research in Economics, Yale University, New Haven
3	4.68	Department of Economics, University of California-San Diego (UCSD), La Jolla
4	5.22	Faculty of Economics, University of Cambridge, Cambridge
5	7.02	Center for Research in Econometric Analysis of Time Series (CREATES), Aarhus Universitet, Aarhus
6	7.5	Department of Economics, Harvard University, Cambridge
7	7.85	Stern School of Business, New York University, New York City
8	8.07	Department of Economics, Oxford University, Oxford
9	8.46	London School of Economics (LSE), London
10	8.76	Economics Department, Yale University, New Haven
11	8.89	Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit, Amsterdam
(12)	12.06	Economics Department, London School of Economics (LSE), London
12	12.22	Department of Economics, University of California-Berkeley, Berkeley
13	14.08	Department of Economics, Boston University, Boston
14	14.13	Department of Economics, School of Arts and Sciences, Columbia University, New York City
15	16.45	Economics Department, Queen's University, Kingston
16	16.5	Department of Economics, Princeton University, Princeton
17	16.66	Centro de Estudios Monetarios y Financieros (CEMFI), Madrid
18	19.17	Economics Department, Michigan State University, East Lansing
19	19.33	Faculteit der Economische Wetenschappen, Erasmus Universiteit, Rotterdam
(20)	19.74	Afdeling Ruimtelijke Economie, Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit, Amsterdam
20	19.8	Department of Economics, Duke University, Durham
21	20.05	Department of Economics, University of Southern California, Los Angeles
22	21.07	Department of Economics, University of Pennsylvania, Philadelphia
23	23.85	Economics Department, University of Wisconsin-Madison, Madison
24	24.06	Fakultät für Volkswirtschaftslehre, Universität Mannheim, Mannheim
(25)	24.1	Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit, Rotterdam
(25)	24.43	Volatility Institute, Stern School of Business, New York University, New York City
25	24.65	Department of Economics, Northwestern University, Evanston
(26)	27.32	Department of Economics, Business School, University of Auckland, Auckland
26	27.32	Business School, University of Auckland, Auckland
27	30.72	Department of Economics, Boston College, Chestnut Hill
28	32.32	Department of Economics, University of Toronto, Toronto
29	32.71	ECORE, Louvain-la-Neuve/Bruxelles
30	34	Department of Economics, University College London (UCL), London
31	37.25	Department of Economics, University of Warwick, Coventry
31	37.25	European Central Bank, Frankfurt am Main
33	37.59	Department of Economics and Related Studies, University of York, York
34	38.06	Economics Department, Massachusetts Institute of Technology (MIT), Cambridge
35	38.36	School of Finance and Economics, University of Technology, Sydney
36	40.53	Institute for Fiscal Studies (IFS), London
37	41.38	School of Economics, Faculty of Arts and Social Sciences, University of Sydney, Sydney
38	42.39	Department of Economics, McGill University, Montréal
39	42.63	Wharton School of Business, University of Pennsylvania, Philadelphia
40	43.69	Faculty of Business and Economics, Monash University, Clayton
41	44.18	Center for Policy Research, Syracuse University, Syracuse
42	44.59	Økonomisk Institut, Københavns Universitet, København
(43)	45.79	Department of Econometrics and Business Statistics, Faculty of Business and Economics, Monash University, Clayton
43	46.73	Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam, Amsterdam
44	46.87	Toulouse School of Economics (TSE), Toulouse
45	47.72	Barcelona Graduate School of Economics (Barcelona GSE), Barcelona
46	49.43	CentER for Economic Research, Universiteit van Tilburg, Tilburg
47	49.67	Departamento de Economía, Universidad Carlos III de Madrid, Madrid
48	50.74	Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität, Berlin
49	53.59	School of Business and Economics, Maastricht University, Maastricht
50	55.69	Department of Economics, University of Kansas, Lawrence
(51)	55.85	Finance Department, Stern School of Business, New York University, New York City
51	56.83	Federal Reserve Board (Board of Governors of the Federal Reserve System), Washington
(52)	59	Center for Operations Research and Econometrics (CORE), ECORE, Louvain-la-Neuve
52	60.85	Economics Department, University of Michigan, Ann Arbor
53	61.11	Australian School of Business, University of New South Wales, Sydney
(54)	61.6	Department of Economics, London Business School (LBS), London
54	61.6	London Business School (LBS), London
55	62.4	School of Economics, University of Nottingham, Nottingham
56	63.75	Department of Economics, Indiana University, Bloomington
57	65.45	Department of Economics, European University Institute, Firenze
58	65.6	Institut für Volkswirtschaftslehre, Leuphana Universität Lüneburg, Lüneburg
59	66.86	Department of Economics, University of California-Los Angeles (UCLA), Los Angeles
60	69.14	Department of Economics, Washington University, St. Louis
(61)	69.97	China Economics and Management Academy, Central University of Finance and Economics (CUFE), Beijing
61	69.97	Central University of Finance and Economics (CUFE), Beijing
(62)	72.68	Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston
62	72.68	Kellogg Graduate School of Management, Northwestern University, Evanston
63	73.39	Oxford-Man Institute of Quantitative Finance, Oxford University, Oxford
64	74.03	Cambridge Finance, University of Cambridge, Cambridge
65	74.13	Tinbergen Instituut, Amsterdam
66	74.88	Department of Economics, Cornell University, Ithaca
(67)	75.33	Research and Statistics Group, Federal Reserve Bank of New York, New York City
67	75.33	Federal Reserve Bank of New York, New York City
68	75.35	Department of Agricultural and Resource Economics, University of Maryland, College Park
(69)	76.31	Afdeling Kwantitatieve Economie, Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam, Amsterdam
(69)	77.48	Bendheim Center for Finance, Department of Economics, Princeton University, Princeton
69	77.72	Institute for the Study of Labor (IZA), Bonn
70	78.81	Department of Economics, Stanford University, stanford
71	79.12	Economics Department, University of California-Davis, Davis
72	80.21	Rady School of Management, University of California-San Diego (UCSD), La Jolla
72	80.21	Federal Reserve Bank of St. Louis, St. Louis
(74)	81.81	Research Division, Federal Reserve Bank of St. Louis, St. Louis
74	82.7	Economics Department, University of Strathclyde, Glasgow
75	83.87	Economics Department, University of Arizona, Tucson
(76)	84.15	Vakgroep Kwantitatieve Economie, School of Business and Economics, Maastricht University, Maastricht
76	87.43	Dipartimento di Statistica "G. Parenti", Università degli Studi di Firenze, Firenze
(77)	88.8	School of Economics, Australian School of Business, University of New South Wales, Sydney
77	89.93	Economics Department, Georgetown University, Washington
78	90.4	Groupement de Recherche en Économie Quantitative d'Aix-Marseille (GREQAM), Marseille
79	91.2	Department of Economics, University of Nevada-Las Vegas, Las Vegas
80	91.34	Department of Economics, University of British Columbia, Vancouver
81	94.44	Economics Department, University of Essex, Colchester
82	94.45	College of Business and Economics, Australian National University, Canberra
(83)	95.94	Research School of Economics, College of Business and Economics, Australian National University, Canberra
83	101	Faculty of Business and Economics, University of Melbourne, Melbourne
84	101.33	Federal Reserve Bank of Cleveland, Cleveland
(84)	101.33	Economic Research, Federal Reserve Bank of Cleveland, Cleveland
85	101.6	Department of Economics, Johns Hopkins University, Baltimore
86	102.75	Facoltà di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia, Modena
87	103.04	Singapore Management University, Singapore
(88)	103.65	Afdeling Econometrie, Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit, Amsterdam
(88)	106.37	Economics Group, Nuffield College, Department of Economics, Oxford University, Oxford
(88)	109.02	Center for Analytic Economics, Department of Economics, Cornell University, Ithaca
88	111	National Bureau of Economic Research (NBER), Cambridge
(89)	111.42	Dipartimento di Economia Politica, Facoltà di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia, Modena
(89)	111.48	School of Economics, Singapore Management University, Singapore
89	112.68	Department of Economics, Rutgers University-New Brunswick, New Brunswick
90	112.94	Department of Agricultural and Resource Economics, North Carolina State University, Raleigh
91	113.88	Department of Economics, University of Maryland, College Park
92	114.93	Facoltà di Economia, Università degli Studi di Roma "Tor Vergata", Roma
(93)	115.38	Centre for Microdata Methods and Practice (CEMMAP), Institute for Fiscal Studies (IFS), London
93	115.52	Dipartimento di Economia Politica, Università Commerciale Luigi Bocconi, Milano
94	116.56	School of Economics and Finance, Queen Mary, London
95	118.97	Economics, University of Manchester, Manchester
96	120.89	Department of Economics, University of North Carolina-Chapel-Hill, Chapel Hill
(97)	121.7	Department of Economics, Faculty of Business and Economics, University of Melbourne, Melbourne
97	122.5	Federal Reserve Bank of Atlanta, Atlanta
98	122.77	Department of Economics, Mathematics and Statistics, Birkbeck College, London
99	124.84	Sveriges Riksbank, Stockholm
(100)	125.2	Department of Economics, Tepper School of Business Administration, Carnegie Mellon University, Pittsburgh
100	125.2	Tepper School of Business Administration, Carnegie Mellon University, Pittsburgh
101	125.63	Business School, University of Exeter, Exeter
102	126.34	Wirtschaftswissenschaftlicher Fachbereich, Rheinische Friedrich-Wilhelms-Universität, Bonn
103	126.87	Department of Economics & Finance, Institut für Höhere Studien (IHS), Wien
104	129.61	Department of Statistics, University of Warwick, Coventry
105	131.06	Department of Economics, Hebrew University of Jerusalem, Jerusalem
106	132.22	Harvard Business School, Harvard University, Cambridge
(107)	133.7	Finance Department, Wharton School of Business, University of Pennsylvania, Philadelphia
107	134.54	Institut National de la Statistique et des Études Économiques (INSEE), Government of France, Paris
108	134.78	Bank of Canada, Ottawa
109	135.71	Department of Economics, McMaster University, Hamilton
110	136.93	Federal Reserve Bank of Chicago, Chicago
(111)	137.15	Groupe de Recherche en Économie Mathématique et Quantitative (GREMAQ), Toulouse School of Economics (TSE), Toulouse
111	137.17	Department of Economics, University of California-Santa Barbara (UCSB), Santa Barbara
(112)	137.49	Centre de Recherche en Économie et Statistique (CREST), Institut National de la Statistique et des Études Économiques (INSEE), Government of France, Paris
112	138.03	Federal Reserve Bank of Minneapolis, Minneapolis
(113)	140	Dipartimento di Studi Economico-Finanziari e Metodi Quantitativi (SEFEMEQ), Facoltà di Economia, Università degli Studi di Roma "Tor Vergata", Roma
113	141.02	Banca d'Italia, Roma
114	141.83	Faculty of Economics, University of Tokyo, Tokyo
(115)	142.94	Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE), Toulouse
(115)	144.03	Business, Government and the International Economy (BGIE) Unit, Harvard Business School, Harvard University, Cambridge
115	145.54	Department of Economics, New York University, New York City
116	145.97	Kennedy School of Government, Harvard University, Cambridge
117	147.46	Department of Economics, University of Washington, Seattle
118	147.74	School of Economics and Political Science, Universität St. Gallen, Sankt Gallen
119	147.76	Faculteit der Economische Wetenschappen, Universiteit van Tilburg, Tilburg
120	150.38	Institute for Research on Poverty, University of Wisconsin-Madison, Madison
121	150.4	Rimini Center for Economic Analysis (RCEA), Rimini
122	150.5	Département d'Économique, Université Laval, Québec
123	150.71	Goizueta Business School, Emory University, Atlanta
124	150.84	Department of Economics, George Washington University, Washington
(125)	151.27	Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität, Berlin
125	151.9	Department of Economics, Brigham Young University, Provo
126	153.98	Solvay Brussels School of Economics and Management, Université Libre de Bruxelles, Bruxelles
(127)	154.06	Centre for Applied Macroeconomic Analysis (CAMA), Research School of Economics, College of Business and Economics, Australian National University, Canberra
127	157.11	Hoover Institution on War Revolution & Peace, Stanford University, stanford
128	158.24	Division of Economics, Seoul National University, Seoul
129	158.51	Department of Economics, Emory University, Atlanta
130	158.85	Innocenzo Gasparini Institute for Economic Research (IGIER), Università Commerciale Luigi Bocconi, Milano
131	161.35	Department of Economics, University of California-Riverside, Riverside
132	161.51	Bank of England, London
(133)	162.55	Departament d'Economia i Empresa, Universitat Pompeu Fabra, Barcelona Graduate School of Economics (Barcelona GSE), Barcelona
133	163.37	School of Economics, Finance and Management, University of Bristol, Bristol
134	163.82	Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ), Montréal
(135)	165.22	Microeconometrics Unit, Department of Economics, Faculty of Business and Economics, University of Melbourne, Melbourne
(135)	165.57	Research Program on Forecasting, Department of Economics, George Washington University, Washington
(135)	168.22	Econometrics Laboratory, Department of Economics, University of California-Berkeley, Berkeley
135	168.46	Department of Economics, University of Notre Dame, South Bend
(136)	169.95	European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management, Université Libre de Bruxelles, Bruxelles
136	173.99	Economics Department, Brown University, Providence
(137)	176.85	Centre de Recerca en Economia Internacional (CREI), Barcelona Graduate School of Economics (Barcelona GSE), Barcelona
137	180.3	Faculty of Law and Management, La Trobe University, Bundoora
(137)	180.3	School of Economics and Finance, Faculty of Law and Management, La Trobe University, Bundoora
(138)	181.75	Economics Department, Stern School of Business, New York University, New York City
138	181.99	Harris School of Public Policy, University of Chicago, Chicago
(139)	182.36	Departement Econometrie & Operations Research, Faculteit der Economische Wetenschappen, Universiteit van Tilburg, Tilburg
139	182.88	Department of Economics, Iowa State University, Ames
140	183.04	HEC Montréal (École des Hautes Études Commerciales), Montréal
141	183.1	Erasmus Research Institute of Management (ERIM), Erasmus Universiteit, Rotterdam
142	183.77	Dipartimento di Economia, Facoltà di Scienze Statistiche, Università degli Studi di Roma "La Sapienza", Roma
143	184.37	Department of Economics, Leicester University, Leicester
(144)	185.2	Institut für Statistik und Ökonometrie (ISÖ), Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität, Berlin
144	185.48	Faculty of Economics, Keio University, Tokyo
145	185.64	School of Economics, University of Queensland, Brisbane
146	186.98	Department of Economics, University of Illinois at Urbana-Champaign, Urbana-Champaign
147	187.78	Department of Economics, University of Western Ontario, London

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.	1.28	James J. Heckman
2.	2.01	Peter C. B. Phillips
3.	3.53	M Hashem Pesaran
4.	5.06	James H. Stock
5.	5.47	Donald W. K. Andrews
6.	6.25	Robert F. Engle
7.	8.44	Halbert White
8.	8.92	Clive W. J. Granger †
9.	9.53	Pierre Perron
10.	10.33	Peter Nijkamp
11.	12.97	Guido Imbens
12.	13.55	David F. Hendry
13.	14.41	Manuel Arellano
14.	14.92	Tim Bollerslev
15.	15.72	Kenneth D. West
16.	15.94	James MacKinnon
17.	16.95	Jushan Bai
18.	17.86	Michael McAleer
19.	18.27	Gerard J. van den Berg
20.	19.87	Peter M. Robinson
21.	20.07	Christopher Sims
22.	21.46	John Geweke
23.	22.53	William Arnold Barnett
24.	25.37	Adrian Rodney Pagan
25.	25.98	Massimiliano Marcellino
26.	26.21	Lars Peter Hansen
27.	27.09	Andrew C. Harvey
28.	28.71	Soren Johansen
29.	29.03	Serena Ng
30.	30.03	Francis X. Diebold
31.	30.06	Oliver Bruce Linton
32.	32.14	Neil Shephard
33.	34.19	Wolfgang Karl Härdle
34.	34.41	Lucrezia Reichlin
35.	34.43	Peter Schmidt
36.	36.12	Graham Elliott
37.	36.36	Marc Nerlove
38.	36.41	Jean-Marie Dufour
39.	36.53	Richard J. Smith
40.	36.54	Richard Blundell
41.	36.88	Arthur Lewbel
42.	36.92	Russell Davidson
43.	41.3	Neil R. Ericsson
44.	42.31	Lawrence J. Christiano
45.	42.34	Badi H. Baltagi
46.	42.42	Joshua D Angrist
47.	44.95	Yacine Ait-Sahalia
48.	45.5	Allan Timmermann
49.	48.1	Joon Y. Park
50.	48.92	Torben G. Andersen
51.	49.02	Christian S. Gourieroux
52.	49.35	Timo Teräsvirta
53.	51.8	Gary Koop
54.	51.92	Stephen Roy Bond
55.	52.92	Werner Ploberger
56.	54.8	Helmut Lütkepohl
57.	55.7	Leslie George Godfrey
58.	55.78	Andrew Chesher
59.	57.52	Steven Berry
60.	59.38	Todd Clark
61.	61.8	Ole E. Barndorff-Nielsen
62.	61.87	Marc Hallin
63.	63.03	Martin Browning
64.	64.38	Kenneth Frank Wallis
65.	65.83	Cheng Hsiao
66.	66.08	Robert Taylor
67.	67.58	Elie Tamer
68.	68.52	Allan W. Gregory
69.	70.9	Frank Schorfheide
70.	71.07	Mario Forni
71.	71.41	Michael Peter Clements
72.	71.79	Lutz Kilian
73.	72.51	Norman Rasmus Swanson
74.	74.57	Marco Lippi
75.	76	Timothy Vogelsang
76.	77.02	Mark Steel
77.	78.57	Nicholas M. Kiefer
78.	78.71	Eric Ghysels
79.	79.37	James E. H. Davidson
80.	79.95	Atsushi Inoue
81.	80.43	Enrique Sentana
82.	81.08	Richard T. Baillie
83.	83.05	Alastair Hall
84.	83.56	Fabio Canova
85.	84.43	Hidehiko Ichimura
86.	85.35	Chihwa Kao
87.	85.7	Peter Reinhard Hansen
88.	87.01	Frank Windmeijer
89.	89.96	Steven N. Durlauf
90.	90.41	Siem Jan Koopman
91.	90.61	Frank Kleibergen
92.	91.35	Carlos Velasco
93.	95.1	Michael McCracken
94.	95.9	Rosa Liliana Matzkin
95.	96.54	Roberto S. Mariano
96.	97.96	Jay Shanken
97.	98.13	Leopold Simar
98.	100.8	Adonis Yatchew
99.	101.12	Aman Ullah
100.	101.3	Edward Vytlacil
101.	102.97	Victor Chernozhukov
102.	103.38	Luc Bauwens
103.	104.57	Geert Ridder
104.	104.85	Alberto Abadie
105.	105.54	Han Hong
106.	106.05	Kenneth Train
107.	106.78	Zhijie Xiao
108.	107.46	Thomas Lemieux
109.	107.55	Robert F. Stambaugh
110.	112.18	Agustin Maravall
111.	114.25	Philip Hans Franses
112.	114.31	Eric Zivot
113.	116.61	Jesus Gonzalo
114.	116.77	Nelson C. Mark
115.	118.45	Jan F. Kiviet
116.	119.7	Douglas Kenneth Pearce
117.	119.87	James McDonald
118.	120.74	Domenico Giannone
119.	121.08	Nour Meddahi
120.	122.67	Jeffrey Scott Racine
121.	127.04	Herman K. van Dijk
122.	127.91	Terry J Fitzgerald
123.	129.03	John Mullahy
124.	130.04	Donggyu Sul
125.	130.13	Chris D Orme
126.	130.38	Jean-Michel Zakoian
127.	132.07	Masao Ogaki
128.	132.09	Keisuke Hirano
129.	132.12	Hyungsik Roger Moon
130.	132.79	Giorgio Calzolari
131.	133.77	Morten Ørregaard Nielsen
132.	134.34	William A. Brock
133.	134.4	Andrew Patton
134.	135.39	Asger Lunde
135.	136.62	Benedikt M Pötscher
136.	137.15	Marcelo J. Moreira
137.	139.59	Enno Mammen
138.	139.92	Kevin D. Hoover
139.	142.18	Ronald Patrick Smith
140.	142.32	Tommaso Proietti
141.	142.34	David H. Papell
142.	142.63	João M.C. Santos Silva
143.	142.72	Mehmet Caner
144.	143.08	Jack P.C. Kleijnen
145.	143.22	Richard Startz
146.	143.31	Bent Nielsen
147.	144.89	Willard G. Manning
148.	146.15	Daniel Ackerberg
149.	146.88	Marcus J. Chambers
150.	146.94	Robert J. Kohn

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.