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 October 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 1570 authors affiliated with 1503 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	1.19	Department of Economics, University of Chicago, Chicago
2	2.73	Cowles Foundation for Research in Economics, Yale University, New Haven
3	4.7	Department of Economics, University of California-San Diego (UCSD), La Jolla
4	5.16	Faculty of Economics, University of Cambridge, Cambridge
5	6.41	Institut for Økonomi, Aarhus Universitet, Aarhus
6	7.26	Department of Economics, Oxford University, Oxford
7	7.51	Department of Economics, Harvard University, Cambridge
(8)	8.33	Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus
8	8.48	Stern School of Business, New York University (NYU), New York City
9	9.15	Economics Department, Yale University, New Haven
10	9.42	Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit, Amsterdam
11	10.16	London School of Economics (LSE), London
12	13.13	Department of Economics, University of California-Berkeley, Berkeley
13	13.55	Department of Economics, School of Arts and Sciences, Columbia University, New York City
(14)	14.65	Economics Department, London School of Economics (LSE), London
14	15.12	Department of Economics, Boston University, Boston
15	16.17	Economics Department, Queen's University, Kingston
16	17.58	Centro de Estudios Monetarios y Financieros (CEMFI), Madrid
17	19.68	Department of Economics, Princeton University, Princeton
18	20.53	Faculteit der Economische Wetenschappen, Erasmus Universiteit, Rotterdam
(19)	21.18	Afdeling Ruimtelijke Economie, Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit, Amsterdam
19	21.42	Department of Economics, University of Southern California, Los Angeles
20	22.51	Fakultät für Volkswirtschaftslehre, Universität Mannheim, Mannheim
21	22.81	Department of Economics, Duke University, Durham
22	22.87	Economics Department, Michigan State University, East Lansing
23	23	Department of Economics, University of Pennsylvania, Philadelphia
24	24.7	Department of Economics, Northwestern University, Evanston
25	25.79	Economics Department, University of Wisconsin-Madison, Madison
(26)	26.2	Volatility Institute, Stern School of Business, New York University (NYU), New York City
(26)	26.93	Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit, Rotterdam
26	29.8	Department of Economics, University College London (UCL), London
27	30.15	Department of Economics, Boston College, Chestnut Hill
28	34.66	Department of Economics, University of Toronto, Toronto
29	36.66	Institute for the Study of Labor (IZA), Bonn
30	37.1	Department of Economics, University of Warwick, Coventry
31	37.32	European Central Bank, Frankfurt am Main
(32)	37.67	Department of Economics, Business School, University of Auckland, Auckland
32	37.67	Business School, University of Auckland, Auckland
33	37.95	Barcelona Graduate School of Economics (Barcelona GSE), Barcelona
34	38.41	Institute for Fiscal Studies (IFS), London
35	38.54	Faculty of Business and Economics, Monash University, Clayton
(36)	40.61	Department of Econometrics and Business Statistics, Faculty of Business and Economics, Monash University, Clayton
36	41.48	Institut für Volkswirtschaftslehre, Johannes-Kepler-Universität, Linz
37	42.15	Economics Department, Massachusetts Institute of Technology (MIT), Cambridge
38	42.37	School of Finance and Economics, University of Technology, Sydney
39	43.14	Department of Economics, McGill University, Montréal
40	43.83	School of Economics and Political Science, Universität St. Gallen, Sankt Gallen
41	44.09	School of Economics, Faculty of Arts and Social Sciences, University of Sydney, Sydney
42	45.32	Center for Policy Research, Syracuse University, Syracuse
43	46.29	Økonomisk Institut, Københavns Universitet, København
44	48.89	Wharton School of Business, University of Pennsylvania, Philadelphia
45	49.26	Departamento de Economía, Universidad Carlos III de Madrid, Madrid
46	51.43	École des Sciences Économiques de Louvain, Université Catholique de Louvain, Louvain-la-Neuve
47	51.66	Toulouse School of Economics (TSE), Toulouse
48	54.11	Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität, Berlin
49	54.19	Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam, Amsterdam
50	56.32	CentER for Economic Research, Universiteit van Tilburg, Tilburg
(51)	57.46	Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain, Université Catholique de Louvain, Louvain-la-Neuve
51	57.7	School of Business and Economics, Maastricht University, Maastricht
(52)	58.49	Schweizerisches Institut für empirische Wirtschaftsforschung, School of Economics and Political Science, Universität St. Gallen, Sankt Gallen
52	58.87	Department of Economics, University of Kansas, Lawrence
53	58.91	Department of Economics and Related Studies, University of York, York
54	59.2	Department of Economics, European University Institute, Firenze
(55)	59.85	Department of Economics, London Business School (LBS), London
55	59.85	London Business School (LBS), London
56	63.23	Economics Department, University of Michigan, Ann Arbor
56	63.23	Federal Reserve Board (Board of Governors of the Federal Reserve System), Washington
58	64.24	Federal Reserve Bank of New York, New York City
59	64.43	Institut für Volkswirtschaftslehre, Leuphana Universität Lüneburg, Lüneburg
60	64.65	Australian School of Business, University of New South Wales, Sydney
(61)	65.11	Finance Department, Stern School of Business, New York University (NYU), New York City
61	65.27	School of Economics, University of Nottingham, Nottingham
62	67.03	Department of Economics, Indiana University, Bloomington
63	68.9	Department of Economics, University of California-Los Angeles (UCLA), Los Angeles
(64)	71.51	Research and Statistics Group, Federal Reserve Bank of New York, New York City
64	73.88	Economics Division, University of Southampton, Southampton
(65)	74.31	Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston
65	74.31	Kellogg Graduate School of Management, Northwestern University, Evanston
66	74.49	Department of Economics, Washington University, St. Louis
67	75.59	Cambridge Finance, University of Cambridge, Cambridge
68	76.56	Department of Economics, Cornell University, Ithaca
69	77.13	Oxford-Man Institute of Quantitative Finance, Oxford University, Oxford
70	78.64	Department of Agricultural and Resource Economics, University of Maryland, College Park
71	83.17	ECORE, Louvain-la-Neuve/Bruxelles
72	83.86	Rady School of Management, University of California-San Diego (UCSD), La Jolla
73	84.86	Instituto Superior de Economia e Gestão (ISEG), Universidade Técnica de Lisboa, Lisboa
74	85.36	Federal Reserve Bank of St. Louis, St. Louis
75	85.44	Singapore Management University, Singapore
76	85.97	Department of Economics, Stanford University, Stanford
77	86.64	Department of Economics, University of Pittsburgh, Pittsburgh
(78)	87.06	Research Division, Federal Reserve Bank of St. Louis, St. Louis
(78)	87.61	Bendheim Center for Finance, Department of Economics, Princeton University, Princeton
(78)	88.95	Afdeling Kwantitatieve Economie, Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam, Amsterdam
(78)	90	Vakgroep Kwantitatieve Economie, School of Business and Economics, Maastricht University, Maastricht
78	90.75	Economics Department, University of Arizona, Tucson
79	91.07	Groupement de Recherche en Économie Quantitative d'Aix-Marseille (GREQAM), Marseille
80	93.82	Tinbergen Instituut, Amsterdam
(81)	95.28	School of Economics, Australian School of Business, University of New South Wales, Sydney
81	96.98	Economics Department, University of California-Davis, Davis
82	97.87	Dipartimento di Statistica "G. Parenti", Università degli Studi di Firenze, Firenze
83	98.6	Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES), Paris
84	103.15	Economics Department, University of Strathclyde, Glasgow
85	103.3	Department of Economics, University of British Columbia, Vancouver
(86)	103.57	Centre for Microdata Methods and Practice (CEMMAP), Institute for Fiscal Studies (IFS), London
86	104.19	Economics Department, University of Essex, Colchester
87	104.98	College of Business and Economics, Australian National University, Canberra
(88)	105.1	Economics Group, Nuffield College, Department of Economics, Oxford University, Oxford
88	105.38	Economics Department, Georgetown University, Washington
89	106.18	Central University of Finance and Economics (CUFE), Beijing
90	106.82	Facoltà di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia, Modena
91	107	Faculty of Business and Economics, University of Melbourne, Melbourne
(91)	107	Research School of Economics, College of Business and Economics, Australian National University, Canberra
(92)	107.72	China Economics and Management Academy, Central University of Finance and Economics (CUFE), Beijing
92	109.47	Department of Economics, University of Maryland, College Park
93	109.51	Department of Economics, Johns Hopkins University, Baltimore
(94)	111.33	Afdeling Econometrie, Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit, Amsterdam
94	112.7	Department of Agricultural and Resource Economics, North Carolina State University, Raleigh
95	113.3	Federal Reserve Bank of Cleveland, Cleveland
(95)	113.3	Economic Research, Federal Reserve Bank of Cleveland, Cleveland
(96)	115.53	Unidade de Estudos sobre Complexidade e Economia (UECE), Instituto Superior de Economia e Gestão (ISEG), Universidade Técnica de Lisboa, Lisboa
(96)	116.66	School of Economics, Singapore Management University, Singapore
96	117.36	Dipartimento di Economia Politica, Università Commerciale Luigi Bocconi, Milano
(97)	118.79	Dipartimento di Economia Politica, Facoltà di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia, Modena
97	119.37	School of Economics and Finance, Queen Mary, London
98	119.96	Department of Economics, Rutgers University-New Brunswick, New Brunswick
99	120.12	Department of Economics, University of Western Ontario, London
(100)	123.87	Center for Analytic Economics, Department of Economics, Cornell University, Ithaca
100	123.95	Department of Economics & Finance, Institut für Höhere Studien (IHS), Wien
101	124.24	Sveriges Riksbank, Stockholm
102	126.8	Federal Reserve Bank of Minneapolis, Minneapolis
103	129.62	Federal Reserve Bank of Atlanta, Atlanta
(104)	130.02	Departament d'Economia i Empresa, Universitat Pompeu Fabra, Barcelona Graduate School of Economics (Barcelona GSE), Barcelona
104	130.16	Economics, University of Manchester, Manchester
105	131.98	Department of Economics, University of North Carolina-Chapel-Hill, Chapel Hill
106	132.84	Department of Statistics, University of Warwick, Coventry
(107)	133.85	Department of Economics, Faculty of Business and Economics, University of Melbourne, Melbourne
107	133.98	Department of Economics, Mathematics and Statistics, Birkbeck College, London
108	136.03	Business School, University of Exeter, Exeter
109	136.67	Kennedy School of Government, Harvard University, Cambridge
(110)	139.35	Department of Economics, Tepper School of Business Administration, Carnegie Mellon University, Pittsburgh
110	139.35	Tepper School of Business Administration, Carnegie Mellon University, Pittsburgh
111	140.49	National Bureau of Economic Research (NBER), Cambridge
112	141.22	Department of Economics, George Washington University, Washington
113	141.29	Federal Reserve Bank of Chicago, Chicago
114	141.3	Bank of Canada, Ottawa
115	143.28	Department of Economics, McMaster University, Hamilton
(116)	144.48	Finance Department, Wharton School of Business, University of Pennsylvania, Philadelphia
116	145.72	Department of Economics, University of California-Santa Barbara (UCSB), Santa Barbara
117	145.96	Harvard Business School, Harvard University, Cambridge
(118)	146.89	Groupe de Recherche en Économie Mathématique et Quantitative (GREMAQ), Toulouse School of Economics (TSE), Toulouse
118	147.76	Department of Economics, University of Washington, Seattle
119	149.35	Banco de España, Madrid
120	149.63	Faculty of Economics, University of Tokyo, Tokyo
121	150.6	Department of Economics, Hebrew University of Jerusalem, Jerusalem
122	150.94	School of Economics, Finance and Management, University of Bristol, Bristol
123	153.9	Department of Economics, New York University (NYU), New York City
124	155.55	Faculteit der Economische Wetenschappen, Universiteit van Tilburg, Tilburg
(125)	155.71	Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE), Toulouse
125	156.94	Rimini Center for Economic Analysis (RCEA), Rimini
(126)	157.08	Business, Government and the International Economy (BGIE) Unit, Harvard Business School, Harvard University, Cambridge
126	157.33	Banca d'Italia, Roma
127	158.79	Department of Economics, University of Birmingham, Birmingham
(128)	159.17	Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität, Berlin
128	159.5	Département d'Économique, Université Laval, Québec
129	160.47	Department of Economics, Brigham Young University, Provo
130	162.62	Helsinki Center for Economic Research (HECER), Helsinki
131	163.1	Dipartimento di Economia, Facoltà di Scienze Statistiche, Università degli Studi di Roma "La Sapienza", Roma
132	166.82	Innocenzo Gasparini Institute for Economic Research (IGIER), Università Commerciale Luigi Bocconi, Milano
133	166.89	Department of Economics, University of California-Riverside, Riverside
134	167.34	Department of Economics, Emory University, Atlanta
(135)	167.58	Centre for Applied Macroeconomic Analysis (CAMA), Research School of Economics, College of Business and Economics, Australian National University, Canberra
135	170.19	Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ), Montréal
136	170.74	School of Economics, University of Queensland, Brisbane
(137)	173.25	Research Program on Forecasting, Department of Economics, George Washington University, Washington
137	173.6	Economics Department, Brown University, Providence
138	174.24	Department of Economics, Ohio State University, Columbus
138	174.24	Goizueta Business School, Emory University, Atlanta
140	175.68	Faculty of Law and Management, La Trobe University, Bundoora
(140)	175.68	School of Economics and Finance, Faculty of Law and Management, La Trobe University, Bundoora
141	177.33	Department of Economics, University of Notre Dame, South Bend
142	178.18	Erasmus Research Institute of Management (ERIM), Erasmus Universiteit, Rotterdam
143	178.44	Department of Economics, Leicester University, Leicester
144	179.93	Division of Economics, Seoul National University, Seoul
145	180.65	International Monetary Fund (IMF), Washington
(146)	183.53	Microeconometrics Unit, Department of Economics, Faculty of Business and Economics, University of Melbourne, Melbourne
146	183.88	Business School, University of Sydney, Sydney
147	183.93	Bank of England, London
148	187.34	Department of Economics, Iowa State University, Ames
149	187.97	Solvay Brussels School of Economics and Management, Université Libre de Bruxelles, Bruxelles
(150)	188.39	Departement Econometrie & Operations Research, Faculteit der Economische Wetenschappen, Universiteit van Tilburg, Tilburg
(150)	188.99	Centre de Recerca en Economia Internacional (CREI), Barcelona Graduate School of Economics (Barcelona GSE), Barcelona
150	189	Hoover Institution on War Revolution & Peace, Stanford University, Stanford

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.	1.25	James J. Heckman
2.	2.09	Peter C. B. Phillips
3.	3.47	M Hashem Pesaran
4.	5.29	Donald W. K. Andrews
5.	5.3	James H. Stock
6.	6.23	Robert F. Engle
7.	8.9	Halbert White
8.	8.94	Clive W. J. Granger †
9.	9.62	Pierre Perron
10.	10.12	Peter Nijkamp
11.	12.34	Guido Imbens
12.	12.78	David F. Hendry
13.	13.98	Manuel Arellano
14.	14.33	James MacKinnon
15.	16.12	Gerard J. van den Berg
16.	16.18	Jushan Bai
17.	16.54	Kenneth D. West
18.	16.81	Tim Bollerslev
19.	17.65	Michael McAleer
20.	20.77	Peter M. Robinson
21.	22.2	William Arnold Barnett
22.	22.36	Christopher Sims
23.	23.4	John Geweke
24.	25.43	Massimiliano Marcellino
25.	26.06	Adrian Rodney Pagan
26.	27.57	Lars Peter Hansen
27.	29.58	Francis X. Diebold
28.	29.66	Soren Johansen
29.	30.48	Michael Lechner
30.	30.83	Serena Ng
31.	32.56	Oliver Bruce Linton
32.	32.85	Lucrezia Reichlin
33.	32.9	Neil Shephard
34.	34.15	Wolfgang Karl Härdle
35.	34.43	Richard Blundell
36.	35.47	Andrew C. Harvey
37.	35.69	Graham Elliott
38.	36.34	Russell Davidson
39.	36.76	Arthur Lewbel
40.	36.93	Jean-Marie Dufour
41.	37.02	Richard J. Smith
42.	37.41	Marc Nerlove
43.	37.64	Peter Schmidt
44.	44.36	Badi H. Baltagi
45.	44.77	Neil R. Ericsson
46.	46.08	Allan Timmermann
47.	46.63	Joshua D Angrist
48.	46.68	Lawrence J. Christiano
49.	47.6	Stephen Roy Bond
50.	48.06	Yacine Ait-Sahalia
51.	48.42	Christian S. Gourieroux
52.	48.87	Torben G. Andersen
53.	50.14	Joon Y. Park
54.	50.67	Timo Teräsvirta
55.	53.06	Helmut Lütkepohl
56.	54.44	Charles F. Manski
57.	57.27	Marc Hallin
58.	57.52	Werner Ploberger
59.	57.78	Andrew Chesher
60.	58.88	Steven Berry
61.	61.71	Martin Browning
62.	61.82	Robert Taylor
63.	64.86	Michael Peter Clements
64.	65.16	Todd Clark
65.	65.54	Pentti Saikkonen
66.	65.72	Elie Tamer
67.	66.05	Ole E. Barndorff-Nielsen
68.	67.3	Marco Lippi
69.	67.56	Gary Koop
70.	69.11	Cheng Hsiao
71.	70.19	Kenneth Frank Wallis
72.	72.25	Lutz Kilian
73.	72.81	Frank Schorfheide
74.	73.63	Jean-Francois Richard
75.	74.02	Allan W. Gregory
76.	74.12	Norman Rasmus Swanson
77.	74.85	Mario Forni
78.	75.44	Leslie George Godfrey
79.	76	Mark Steel
80.	77.16	Atsushi Inoue
81.	80.22	Frank Windmeijer
82.	83.71	Leopold Simar
83.	83.83	James E. H. Davidson
84.	84.12	Peter Reinhard Hansen
85.	84.47	Nicholas M. Kiefer
86.	84.56	Chihwa Kao
87.	84.6	Fabio Canova
88.	84.81	Eric Ghysels
89.	86.78	Steven N. Durlauf
90.	87.15	Enrique Sentana
91.	89.44	Richard T. Baillie
92.	91.3	Hidehiko Ichimura
93.	91.72	Alastair Hall
94.	91.75	Alberto Abadie
95.	92.2	Siem Jan Koopman
96.	92.76	Rosa Liliana Matzkin
97.	93.37	Timothy Vogelsang
98.	93.86	Carlos Velasco
99.	93.88	Frank Kleibergen
100.	95.11	Michael McCracken
101.	100.65	Roberto S. Mariano
102.	105.14	Victor Chernozhukov
103.	108.68	Geert Ridder
104.	108.9	Edward Vytlacil
105.	109.08	Luc Bauwens
106.	109.41	Aman Ullah
107.	109.51	Domenico Giannone
108.	111.19	Han Hong
109.	112.36	Jay Shanken
110.	113.62	Philip Hans Franses
111.	113.75	Robert F. Stambaugh
112.	113.9	Agustin Maravall
113.	114.37	Zhijie Xiao
114.	114.5	Adonis Yatchew
115.	117.09	Jesus Gonzalo
116.	117.36	Thomas Lemieux
117.	118.22	Eric Zivot
118.	119.01	Nour Meddahi
119.	120.31	Nelson C. Mark
120.	121.59	Anindya Banerjee
121.	121.94	Andrew Patton
122.	122.91	Jan F. Kiviet
123.	125.35	John Mullahy
124.	127.15	Kenneth Train
125.	127.99	Jeffrey Scott Racine
126.	129.89	Herman K. van Dijk
127.	130.28	Douglas Kenneth Pearce
128.	130.62	James McDonald
129.	132.42	Marcelo J. Moreira
130.	133.2	Bent Nielsen
131.	134.45	Jean-Michel Zakoian
132.	135.15	Donggyu Sul
133.	135.17	Morten Ørregaard Nielsen
134.	137.47	William A. Brock
135.	137.63	Willard G. Manning
136.	137.76	Masao Ogaki
137.	137.93	Terry J Fitzgerald
138.	139.06	João M.C. Santos Silva
139.	139.34	Asger Lunde
140.	139.6	Hyungsik Roger Moon
141.	141.29	Alain Monfort
142.	142.08	Chris D Orme
143.	142.62	Keisuke Hirano
144.	143.32	Tommaso Proietti
145.	144.02	Giorgio Calzolari
146.	144.86	Enno Mammen
147.	145.59	Ronald Patrick Smith
148.	146.69	Don Harding
149.	146.86	Pravin K Trivedi
150.	149.42	Richard Startz
151.	149.99	Mehmet Caner
152.	151.75	Robert J. Kohn
153.	153.32	Daniel Ackerberg
154.	155.42	Dick van Dijk
155.	155.78	Jonathan H. Wright
156.	157.36	Jack P.C. Kleijnen
157.	159.09	Mattias Villani

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, Federal Reserve Bank of St. Louis.
RePEc has been initiated by Thomas Krichel, Long Island University.

We do our best, but we cannot exclude errors.