Field Rankings at IDEAS: Econometric Time Series

This file is part of IDEAS, which uses RePEc data

Top 5% Institutions and Economists in the Field of Econometric Time Series, as of January 2008

These rankings take only into account institutions registered in EDIRC and authors registered with the RePEc Author Service and the institutions they claimed to be affiliated with. For Econometric Time Series, these are 613 authors affiliated with 762 institutions.
For the worldwide rankings, see here: top 5% authors or top 5% economics institutions.
More rankings.
All authors classified in this field.
The rankings below are aggregate rankings from 31 different ranking methods, excluding worst and best method. See links above for details.

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.

Top 5% institutions in the field of Econometric Time Series

Please note that rankings can depend on the number of registered authors in the respective institutions. Subentities of ranked institutions do not increment the rank count and have their rank listed in parentheses. Register at the RePEc Author Service.

Top 5% authors in the field of Econometric Time Series

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.	1.33	Peter C. B. Phillips
2.	2.25	M Hashem Pesaran
3.	3.13	Robert F. Engle
4.	7.53	Lars Peter Hansen
5.	7.88	James H. Stock
6.	8.3	Tim Bollerslev
7.	8.36	Halbert White
8.	9.21	Clive W. J. Granger
9.	9.36	Thomas J. Sargent
10.	10.52	Pierre Perron
11.	11.56	Christopher Sims
12.	11.64	Donald W. K. Andrews
13.	13.1	Francis X. Diebold
14.	14.42	Soren Johansen
15.	15.1	Peter M. Robinson
16.	15.49	David F. Hendry
17.	15.75	Ben S. Bernanke
18.	16.05	Manuel Arellano
19.	16.83	Kenneth D. West
20.	17.97	Arnold Zellner
21.	18.5	James Hamilton
22.	19.77	Jushan Bai
23.	20.12	Serena Ng
24.	21.51	J. Scott Armstrong
25.	21.96	Marc Nerlove
26.	23.53	Graham Elliott
27.	23.61	Yacine Ait-Sahalia
28.	23.63	Christian Matthias Hafner
29.	24.52	Timo Teräsvirta
30.	26.81	Neil Shephard

Credits:

Citations from CitEc project by José Manuel Barrueco Cruz, University of Valencia, Spain. Hardware provided by Technical University of 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.

Rank	Score	Institution
1	1.31	National Bureau of Economic Research (NBER), Cambridge
2	2.28	Cowles Foundation for Research in Economics, Yale University, New Haven
3	3.41	Department of Economics, University of California-San Diego (UCSD), La Jolla
4	3.58	Economics Department, Yale University, New Haven
5	5.63	Business School, University of Auckland, Auckland
6	6.19	Faculty of Economics, University of Cambridge, Cambridge
(7)	6.81	Department of Economics, Business School, University of Auckland, Auckland
7	8.57	Department of Economics, University of Southern California, Los Angeles
8	8.88	Department of Economics and Related Studies, University of York, York
9	9.82	Institute for the Study of Labor (IZA), Bonn
10	12.46	Stern School of Business, New York University, New York City
11	12.85	CESifo, München
12	13.6	Department of Economics, Harvard University, Cambridge
13	14.17	Cambridge Finance, University of Cambridge, Cambridge
(14)	14.49	Finance Department, Stern School of Business, New York University, New York City
14	14.96	Department of Economics, New York University, New York City
15	16.16	Federal Reserve Board (Board of Governors of the Federal Reserve System), Washington
16	16.44	Department of Economics, Oxford University, Oxford
17	16.5	Department of Economics, Duke University, Durham
18	19.14	Department of Economics, Princeton University, Princeton
19	20.75	Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit, Amsterdam
20	22.64	London School of Economics (LSE), University of London, London
21	22.65	Centre for Economic Policy Research (CEPR), London
22	25.63	Department of Economics, University of Chicago, Chicago
23	27.07	Department of Economics, Boston University, Boston
24	27.45	Department of Economics, University of Pennsylvania, Philadelphia
25	28.43	Hoover Institution on War Revolution & Peace, Stanford University, Palo Alto
26	28.65	Graduate School of Business, University of Chicago, Chicago
27	30.46	Economics Department, University of Michigan, Ann Arbor
(28)	30.72	Economics Group, Nuffield College, Department of Economics, Oxford University, Oxford
(28)	32.69	Economics Department, London School of Economics (LSE), University of London, London
28	32.89	Department of Economics, University of Warwick, Coventry
29	33.94	Economics Department, Michigan State University, East Lansing
30	33.98	Centro de Estudios Monetarios y Financieros (CEMFI), Madrid
31	34.12	European Central Bank, Frankfurt am Main
32	34.72	Department of Economics, Northwestern University, Evanston
33	36.68	Economics Department, University of Wisconsin-Madison, Madison
34	38.53	Rimini Center for Economic Analysis (RCEA), Rimini
35	43.89	Australian School of Business, University of New South Wales, Sydney
(36)	44.15	Economic Research, Federal Reserve Bank of St. Louis, St. Louis
35	44.15	Federal Reserve Bank of St. Louis, St. Louis
37	45.85	Center for Research in Econometric Analysis of Time Series (CREATES), Aarhus Universitet, Aarhus
(38)	49.07	School of Economics and Finance, Faculty of Business, Queensland University of Technology, Brisbane
37	49.07	Faculty of Business, Queensland University of Technology, Brisbane