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 December 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 1580 authors affiliated with 1518 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	3.17	Cowles Foundation for Research in Economics, Yale University, New Haven
3	4.32	Department of Economics, University of California-San Diego (UCSD), La Jolla
4	5	Faculty of Economics, University of Cambridge, Cambridge
5	6.59	Institut for Økonomi, Aarhus Universitet, Aarhus
6	6.96	Department of Economics, Oxford University, Oxford
7	7.17	Stern School of Business, New York University (NYU), New York City
8	7.99	Department of Economics, Harvard University, Cambridge
(9)	8.32	Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus
9	9.17	Economics Department, Yale University, New Haven
10	9.52	London School of Economics (LSE), London
11	9.97	Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit, Amsterdam
12	11.06	Department of Economics, University of California-Berkeley, Berkeley
(13)	13.74	Economics Department, London School of Economics (LSE), London
13	13.81	Department of Economics, School of Arts and Sciences, Columbia University, New York City
14	15.32	Department of Economics, Boston University, Boston
15	16.32	Economics Department, Queen's University, Kingston
16	19.6	Centro de Estudios Monetarios y Financieros (CEMFI), Madrid
17	20.19	Department of Economics, University of Southern California, Los Angeles
18	20.25	Department of Economics, Princeton University, Princeton
19	20.43	Economics Department, Michigan State University, East Lansing
(20)	21.64	Afdeling Ruimtelijke Economie, Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit, Amsterdam
20	22.06	Department of Economics, University of Pennsylvania, Philadelphia
21	23.05	Fakultät für Volkswirtschaftslehre, Universität Mannheim, Mannheim
(22)	23.71	Volatility Institute, Stern School of Business, New York University (NYU), New York City
22	25.15	Department of Economics, Northwestern University, Evanston
23	25.63	Department of Economics, Duke University, Durham
24	26.4	Economics Department, University of Wisconsin-Madison, Madison
25	27.97	Department of Economics, Boston College, Chestnut Hill
26	30.88	Department of Economics, University College London (UCL), London
27	33.72	Department of Economics, University of Warwick, Coventry
28	35.07	Institute for the Study of Labor (IZA), Bonn
29	35.48	European Central Bank, Frankfurt am Main
30	35.88	Department of Economics, University of Toronto, Toronto
31	36.46	Faculty of Business and Economics, Monash University, Clayton
32	37.16	Barcelona Graduate School of Economics (Barcelona GSE), Barcelona
33	37.37	Institut für Volkswirtschaftslehre, Johannes-Kepler-Universität, Linz
34	37.93	Department of Finance, National Chung-Hsing University, Taichung
(35)	39.3	Department of Econometrics and Business Statistics, Faculty of Business and Economics, Monash University, Clayton
35	39.31	Institute for Fiscal Studies (IFS), London
36	39.49	School of Finance and Economics, University of Technology, Sydney
(37)	40.55	Department of Economics, Business School, University of Auckland, Auckland
37	40.55	Business School, University of Auckland, Auckland
38	41.64	School of Economics, Faculty of Arts and Social Sciences, University of Sydney, Sydney
39	41.98	Economics Department, Massachusetts Institute of Technology (MIT), Cambridge
40	42.68	School of Economics and Political Science, Universität St. Gallen, Sankt Gallen
41	42.74	Økonomisk Institut, Københavns Universitet, København
42	46.05	Center for Policy Research, Syracuse University, Syracuse
43	46.38	Department of Economics, McGill University, Montréal
44	48.37	Departamento de Economía, Universidad Carlos III de Madrid, Madrid
45	48.65	Wharton School of Business, University of Pennsylvania, Philadelphia
46	50.02	Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität, Berlin
47	51.34	Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam, Amsterdam
48	53.01	School of Business and Economics, Maastricht University, Maastricht
49	53.93	Toulouse School of Economics (TSE), Toulouse
50	54.16	École des Sciences Économiques de Louvain, Université Catholique de Louvain, Louvain-la-Neuve
51	56.61	CentER for Economic Research, Universiteit van Tilburg, Tilburg
52	56.78	Department of Economics, University of Kansas, Lawrence
53	57.89	Department of Economics and Related Studies, University of York, York
(54)	57.9	Schweizerisches Institut für empirische Wirtschaftsforschung, School of Economics and Political Science, Universität St. Gallen, Sankt Gallen
54	58.26	Department of Economics, European University Institute, Firenze
55	58.86	Economics Department, University of Michigan, Ann Arbor
(56)	60.26	Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain, Université Catholique de Louvain, Louvain-la-Neuve
(56)	60.49	Finance Department, Stern School of Business, New York University (NYU), New York City
56	61.87	Federal Reserve Bank of New York, New York City
57	62.91	Federal Reserve Board (Board of Governors of the Federal Reserve System), Washington
(58)	63.22	Department of Economics, London Business School (LBS), London
58	63.22	London Business School (LBS), London
59	64.09	School of Economics, University of Nottingham, Nottingham
60	64.85	Institut für Volkswirtschaftslehre, Leuphana Universität Lüneburg, Lüneburg
61	65.36	Department of Economics, University of California-Los Angeles (UCLA), Los Angeles
62	65.53	Australian School of Business, University of New South Wales, Sydney
(62)	65.53	School of Economics, Australian School of Business, University of New South Wales, Sydney
63	66.04	Department of Economics, Indiana University, Bloomington
64	67.2	Faculteit der Economische Wetenschappen, Erasmus Universiteit, Rotterdam
65	70.51	Department of Economics, Washington University, St. Louis
66	71.68	Oxford-Man Institute of Quantitative Finance, Oxford University, Oxford
(67)	71.92	Research and Statistics Group, Federal Reserve Bank of New York, New York City
67	77.63	Department of Economics, Stanford University, Stanford
68	77.64	Department of Economics, Cornell University, Ithaca
69	77.8	Cambridge Finance, University of Cambridge, Cambridge
70	78.48	Economics Division, University of Southampton, Southampton
71	80.95	Department of Agricultural and Resource Economics, University of Maryland, College Park
(72)	82.75	Afdeling Kwantitatieve Economie, Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam, Amsterdam
(72)	84.05	Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston
72	84.05	Kellogg Graduate School of Management, Northwestern University, Evanston
73	84.09	Instituto Superior de Economia e Gestão (ISEG), Universidade Técnica de Lisboa, Lisboa
74	84.79	Department of Economics, University of Pittsburgh, Pittsburgh
75	85.97	Federal Reserve Bank of St. Louis, St. Louis
(76)	86.1	Vakgroep Kwantitatieve Economie, School of Business and Economics, Maastricht University, Maastricht
76	86.18	Economics Department, University of Arizona, Tucson
77	86.69	Singapore Management University, Singapore
78	87.28	Rady School of Management, University of California-San Diego (UCSD), La Jolla
79	88.14	ECORE, Louvain-la-Neuve/Bruxelles
(80)	89.08	Bendheim Center for Finance, Department of Economics, Princeton University, Princeton
80	90.09	Economics Department, University of California-Davis, Davis
81	91.32	Groupement de Recherche en Économie Quantitative d'Aix-Marseille (GREQAM), Marseille
(82)	93.5	Research Division, Federal Reserve Bank of St. Louis, St. Louis
(82)	94.25	Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit, Rotterdam
82	96.16	Department of Economics, University of British Columbia, Vancouver
83	97.01	College of Business and Economics, Australian National University, Canberra
84	97.48	Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES), Paris
85	97.86	Economics Department, Georgetown University, Washington
(86)	98.83	Research School of Economics, College of Business and Economics, Australian National University, Canberra
(86)	99.82	Economics Group, Nuffield College, Department of Economics, Oxford University, Oxford
86	101.07	Department of Agricultural and Resource Economics, North Carolina State University, Raleigh
87	101.5	Dipartimento di Statistica "G. Parenti", Università degli Studi di Firenze, Firenze
(88)	105.44	Centre for Microdata Methods and Practice (CEMMAP), Institute for Fiscal Studies (IFS), London
88	105.74	Faculty of Business and Economics, University of Melbourne, Melbourne
89	105.9	Economics Department, University of Essex, Colchester
(90)	105.91	Afdeling Econometrie, Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit, Amsterdam
90	106.56	Economics Department, University of Strathclyde, Glasgow
91	107.97	Federal Reserve Bank of Cleveland, Cleveland
(91)	107.97	Economic Research, Federal Reserve Bank of Cleveland, Cleveland
92	110.28	Business School, University of Exeter, Exeter
(93)	114.96	School of Economics, Singapore Management University, Singapore
93	115.37	Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ), Montréal
94	116.04	Department of Economics, Johns Hopkins University, Baltimore
95	116.05	Department of Economics, University of Western Ontario, London
(96)	116.85	Unidade de Estudos sobre Complexidade e Economia (UECE), Instituto Superior de Economia e Gestão (ISEG), Universidade Técnica de Lisboa, Lisboa
96	117.92	Dipartimento di Economia Politica, Università Commerciale Luigi Bocconi, Milano
97	118.19	Facoltà di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia, Modena
98	119.97	Department of Economics, University of Maryland, College Park
99	121.03	Central University of Finance and Economics (CUFE), Beijing
100	122.19	School of Economics and Finance, Queen Mary, London
101	122.28	Department of Economics, Rutgers University-New Brunswick, New Brunswick
(102)	123.87	China Economics and Management Academy, Central University of Finance and Economics (CUFE), Beijing
102	124.99	Sveriges Riksbank, Stockholm
103	125.59	Tinbergen Instituut, Amsterdam
104	125.96	Department of Economics & Finance, Institut für Höhere Studien (IHS), Wien
104	125.96	Federal Reserve Bank of Atlanta, Atlanta
106	126.82	Department of Economics, University of North Carolina-Chapel-Hill, Chapel Hill
(107)	127.99	Departament d'Economia i Empresa, Universitat Pompeu Fabra, Barcelona Graduate School of Economics (Barcelona GSE), Barcelona
(107)	130.65	Center for Analytic Economics, Department of Economics, Cornell University, Ithaca
(107)	131.33	Department of Economics, Faculty of Business and Economics, University of Melbourne, Melbourne
(107)	131.96	Dipartimento di Economia Politica, Facoltà di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia, Modena
107	132.15	Economics, University of Manchester, Manchester
108	135.32	Federal Reserve Bank of Minneapolis, Minneapolis
109	137.84	Department of Statistics, University of Warwick, Coventry
110	138.04	National Bureau of Economic Research (NBER), Cambridge
111	138.38	Department of Economics, Mathematics and Statistics, Birkbeck College, London
(112)	139.21	Department of Economics, Tepper School of Business Administration, Carnegie Mellon University, Pittsburgh
112	139.21	Tepper School of Business Administration, Carnegie Mellon University, Pittsburgh
113	140.77	Kennedy School of Government, Harvard University, Cambridge
114	141.64	Department of Economics, George Washington University, Washington
115	143.45	Faculty of Economics, University of Tokyo, Tokyo
(116)	144.57	Finance Department, Wharton School of Business, University of Pennsylvania, Philadelphia
116	146.93	Harvard Business School, Harvard University, Cambridge
117	147.17	Department of Economics, University of Washington, Seattle
118	147.49	Bank of Canada, Ottawa
119	147.51	Federal Reserve Bank of Chicago, Chicago
(120)	148.79	Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE), Toulouse
120	151.55	Department of Economics, Hebrew University of Jerusalem, Jerusalem
121	151.76	Department of Economics, University of California-Santa Barbara (UCSB), Santa Barbara
(122)	152.83	Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität, Berlin
122	153.04	Banco de España, Madrid
123	154.16	Dipartimento di Scienze Statistiche, Facoltà di Scienze Statistiche, Università degli Studi di Roma "La Sapienza", Roma
124	154.65	Department of Economics, McMaster University, Hamilton
125	154.87	Faculteit der Economische Wetenschappen, Universiteit van Tilburg, Tilburg
126	157.15	Department of Economics, University of Birmingham, Birmingham
127	157.45	Banca d'Italia, Roma
128	157.65	Rimini Centre for Economic Analysis (RCEA), Rimini
(129)	159.05	Business, Government and the International Economy (BGIE) Unit, Harvard Business School, Harvard University, Cambridge
(129)	160.38	Centre for Applied Macroeconomic Analysis (CAMA), Research School of Economics, College of Business and Economics, Australian National University, Canberra
129	161.59	Department of Economics, Emory University, Atlanta
130	162.54	School of Economics, Finance and Management, University of Bristol, Bristol
131	162.76	Département d'Économique, Université Laval, Québec
(132)	162.87	Groupe de Recherche en Économie Mathématique et Quantitative (GREMAQ), Toulouse School of Economics (TSE), Toulouse
132	164.38	Helsinki Center for Economic Research (HECER), Helsinki
133	164.81	Department of Economics, Brigham Young University, Provo
134	167.58	Department of Economics, Ohio State University, Columbus
135	167.74	Goizueta Business School, Emory University, Atlanta
136	167.78	School of Economics, University of Queensland, Brisbane
137	168.8	Rotman School of Management, University of Toronto, Toronto
138	169.14	Innocenzo Gasparini Institute for Economic Research (IGIER), Università Commerciale Luigi Bocconi, Milano
139	170.14	Economics Department, Brown University, Providence
140	178.27	Faculty of Law and Management, La Trobe University, Bundoora
(140)	178.27	School of Economics and Finance, Faculty of Law and Management, La Trobe University, Bundoora
141	178.53	Solvay Brussels School of Economics and Management, Université Libre de Bruxelles, Bruxelles
142	179.36	Hoover Institution on War Revolution & Peace, Stanford University, Stanford
(143)	179.8	Finance, Rotman School of Management, University of Toronto, Toronto
143	180.27	Department of Economics, Iowa State University, Ames
144	180.39	International Monetary Fund (IMF), Washington
(145)	180.57	Microeconometrics Unit, Department of Economics, Faculty of Business and Economics, University of Melbourne, Melbourne
145	180.66	Department of Economics, University of California-Riverside, Riverside
146	181.45	Department of Economics, New York University (NYU), New York City
147	181.75	Department of Economics, Leicester University, Leicester
148	181.77	Division of Economics, Seoul National University, Seoul
(149)	182.57	Research Program on Forecasting, Department of Economics, George Washington University, Washington
(149)	183.33	Departement Econometrie & Operations Research, Faculteit der Economische Wetenschappen, Universiteit van Tilburg, Tilburg
149	184.38	Erasmus Research Institute of Management (ERIM), Erasmus Universiteit, Rotterdam
150	184.74	Department of Economics, University of Illinois at Urbana-Champaign, Urbana-Champaign
151	186.98	Business School, University of Sydney, Sydney

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.	2.25	Peter C. B. Phillips
3.	3.65	M Hashem Pesaran
4.	5.23	Robert F. Engle
5.	5.54	James H. Stock
6.	5.77	Donald W. K. Andrews
7.	7.54	Clive W. J. Granger †
8.	9	Halbert White
9.	9.8	Pierre Perron
10.	10.6	Peter Nijkamp
11.	10.9	Guido Imbens
12.	12.34	David F. Hendry
13.	15.26	Manuel Arellano
14.	15.32	James MacKinnon
15.	16.85	Kenneth D. West
16.	17.2	Gerard J. van den Berg
17.	17.83	Jushan Bai
18.	18.25	Michael McAleer
19.	19.65	Tim Bollerslev
20.	20.32	Peter M. Robinson
21.	21.96	William Arnold Barnett
22.	22.05	John Geweke
23.	22.1	Christopher Sims
24.	23.08	Lars Peter Hansen
25.	24.44	Adrian Rodney Pagan
26.	25.62	Massimiliano Marcellino
27.	27.15	Soren Johansen
28.	28.18	Graham Elliott
29.	29.05	Serena Ng
30.	29.87	Michael Lechner
31.	31.87	Neil Shephard
32.	32.21	Oliver Bruce Linton
33.	32.39	Andrew C. Harvey
34.	32.45	Wolfgang Karl Härdle
35.	33.61	Francis X. Diebold
36.	33.9	Richard J. Smith
37.	34.16	Arthur Lewbel
38.	35.36	Lucrezia Reichlin
39.	35.42	Peter Schmidt
40.	36.53	Russell Davidson
41.	38.62	Marc Nerlove
42.	39.73	Richard Blundell
43.	40.27	Jean-Marie Dufour
44.	44.63	Badi H. Baltagi
45.	46.9	Neil R. Ericsson
46.	48.14	Allan Timmermann
47.	48.67	Yacine Ait-Sahalia
48.	49.3	Lawrence J. Christiano
49.	50.48	Joshua D Angrist
50.	52.06	Joon Y. Park
51.	52.21	Timo Teräsvirta
52.	54.52	Werner Ploberger
53.	54.71	Torben G. Andersen
54.	55.06	Christian S. Gourieroux
55.	55.56	Helmut Lütkepohl
56.	56.2	Stephen Roy Bond
57.	56.52	Charles F. Manski
58.	57.8	Kenneth Frank Wallis
59.	57.95	Martin Browning
60.	60.26	Andrew Chesher
61.	60.68	Michael Peter Clements
62.	60.81	Marc Hallin
63.	61.75	Todd Clark
64.	62.61	Cheng Hsiao
65.	63.62	Robert Taylor
66.	64.6	Gary Koop
67.	64.86	Lutz Kilian
68.	65.11	Pentti Saikkonen
69.	66.83	Steven Berry
70.	67.39	Frank Schorfheide
71.	69.36	Atsushi Inoue
72.	71.9	Jean-Francois Richard
73.	72.2	Allan W. Gregory
74.	72.92	Elie Tamer
75.	73.76	Marco Lippi
76.	75.77	Ole E. Barndorff-Nielsen
77.	77.11	Norman Rasmus Swanson
78.	77.71	Peter Reinhard Hansen
79.	78	Mark Steel
80.	79.32	Leslie George Godfrey
81.	80.88	Eric Ghysels
82.	81.6	Richard T. Baillie
83.	81.74	Timothy Vogelsang
84.	84.26	Mario Forni
85.	84.84	Hidehiko Ichimura
86.	85.45	Enrique Sentana
87.	86.53	Frank Kleibergen
88.	86.75	Leopold Simar
89.	86.8	Rosa Liliana Matzkin
90.	87.27	Chihwa Kao
91.	87.68	Siem Jan Koopman
92.	87.72	Nicholas M. Kiefer
93.	89.01	Fabio Canova
94.	89.89	Roberto S. Mariano
95.	89.94	James E. H. Davidson
96.	91.93	Frank Windmeijer
97.	94.11	Alastair Hall
98.	94.25	Steven N. Durlauf
99.	96.2	Alberto Abadie
100.	98.58	Victor Chernozhukov
101.	100.12	Michael McCracken
102.	101.01	Carlos Velasco
103.	104.37	Philip Hans Franses
104.	104.8	Geert Ridder
105.	105.35	Han Hong
106.	108.15	Jay Shanken
107.	109.28	Jan F. Kiviet
108.	110.67	Edward Vytlacil
109.	110.81	Zhijie Xiao
110.	110.97	John Mullahy
111.	111.16	Thomas Lemieux
112.	113.55	Robert F. Stambaugh
113.	113.72	Jesus Gonzalo
114.	114.26	Aman Ullah
115.	115.94	Adonis Yatchew
116.	116.37	Anindya Banerjee
117.	117.37	Agustin Maravall
118.	118.05	Luc Bauwens
119.	118.24	Eric Zivot
120.	118.49	Domenico Giannone
121.	126.88	Douglas Kenneth Pearce
122.	127.39	Benedikt M Pötscher
123.	127.74	Herman K. van Dijk
124.	129	Keisuke Hirano
125.	129.29	Hyungsik Roger Moon
126.	129.47	Asger Lunde
127.	129.53	Nelson C. Mark
128.	130.25	Andrew Patton
129.	131.14	Bent Nielsen
130.	133.09	Nour Meddahi
131.	134.4	Morten Ørregaard Nielsen
132.	135.48	James McDonald
133.	137.43	Masao Ogaki
134.	138.45	Alain Monfort
135.	138.52	Chris D Orme
136.	138.71	Donggyu Sul
137.	140.15	Jean-Michel Zakoian
138.	140.32	Jeffrey Scott Racine
139.	141.65	Kenneth Train
140.	142.01	Marcelo J. Moreira
141.	142.6	Willard G. Manning
142.	144.57	João M.C. Santos Silva
143.	145.26	Enno Mammen
144.	145.55	Ronald Patrick Smith
145.	148.31	William A. Brock
146.	148.89	Terry J Fitzgerald
147.	150	Don Harding
148.	150.97	Guido M. Kuersteiner
149.	151.16	Pravin K Trivedi
150.	151.51	Giorgio Calzolari
151.	152.41	Tommaso Proietti
152.	154.1	Roger Koenker
153.	155.94	Robert De Jong
154.	156.67	Richard Startz
155.	157.27	Franz C. Palm
156.	158.63	Mehmet Caner
157.	159.15	Timothy Guy Conley
158.	159.61	Daniel Ackerberg

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.