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Top 5% Institutions and Economists in the Field of Econometric Time Series, as of June 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 645 authors affiliated with 801 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.

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-ETS (Econometric Time Series).
RankScoreInstitution
11.32National Bureau of Economic Research (NBER), Cambridge
22.4Cowles Foundation for Research in Economics, Yale University, New Haven
33.49Department of Economics, University of California-San Diego (UCSD), La Jolla
43.67Economics Department, Yale University, New Haven
56.08Business School, University of Auckland, Auckland
66.27Faculty of Economics, University of Cambridge, Cambridge
(7)7.31Department of Economics, Business School, University of Auckland, Auckland
79.41Department of Economics, University of Southern California, Los Angeles
89.45Department of Economics and Related Studies, University of York, York
910.31Institute for the Study of Labor (IZA), Bonn
1012.25Stern School of Business, New York University, New York City
1113.36CESifo, München
1213.55Department of Economics, Duke University, Durham
1314.02Department of Economics, Harvard University, Cambridge
1414.12Tinbergen Instituut, Amsterdam
1514.32Cambridge Finance, University of Cambridge, Cambridge
1614.42Department of Economics, Oxford University, Oxford
(17)14.76Finance Department, Stern School of Business, New York University, New York City
1715.03Department of Economics, New York University, New York City
1817.76Federal Reserve Board (Board of Governors of the Federal Reserve System), Washington
1921.37Department of Economics, Princeton University, Princeton
2022.91Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit, Amsterdam
2123.65Centre for Economic Policy Research (CEPR), London
2224.45Center for Research in Econometric Analysis of Time Series (CREATES), Aarhus Universitet, Aarhus
2325.1London School of Economics (LSE), University of London, London
2426.04Department of Economics, University of Chicago, Chicago
2528.71Department of Economics, University of Pennsylvania, Philadelphia
2628.92Centre for Applied Macroeconomic Analysis (CAMA),
2729.43Graduate School of Business, University of Chicago, Chicago
2829.88Department of Economics, Boston University, Boston
2930.7Hoover Institution on War Revolution & Peace, Stanford University, Palo Alto
(30)31.55Economics Group, Nuffield College, Department of Economics, Oxford University, Oxford
3031.83Department of Economics, University of Warwick, Coventry
3134.32European Central Bank, Frankfurt am Main
3234.8Centro de Estudios Monetarios y Financieros (CEMFI), Madrid
(33)35.29Economics Department, London School of Economics (LSE), University of London, London
3336.13Economics Department, Michigan State University, East Lansing
3436.22Department of Economics, Northwestern University, Evanston
3537.07Rimini Center for Economic Analysis (RCEA), Rimini
3638.05Economics Department, University of Wisconsin-Madison, Madison
3739.9Federal Reserve Bank of New York, New York City
3842.84Department of Economics, School of Arts and Sciences, Columbia University, New York City
(39)43.23Afdeling Ruimtelijke Economie, Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit, Amsterdam
(39)43.35Research and Statistics Group, Federal Reserve Bank of New York, New York City
3945.45Faculteit der Economische Wetenschappen, Erasmus Universiteit, Rotterdam
(40)47.43Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit, Rotterdam
4047.67Finance Research Centre, Oxford University, Oxford

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.
RankScoreAuthor
1.1.38Peter C. B. Phillips
2.2.26M Hashem Pesaran
3.2.89Robert F. Engle
4.7.07Clive W. J. Granger
5.7.46Tim Bollerslev
6.7.72Lars Peter Hansen
7.8.56James H. Stock
8.9.39Donald W. K. Andrews
9.9.85Thomas J. Sargent
10.9.95Christopher Sims
11.11.58Pierre Perron
12.12.11Halbert White
13.13.98Francis X. Diebold
14.14.6David F. Hendry
15.15.12Manuel Arellano
16.15.36Peter M. Robinson
17.16.56Kenneth D. West
18.17.63Jushan Bai
19.17.85Soren Johansen
20.17.97Arnold Zellner
21.17.99James Hamilton
22.18.93Ben S. Bernanke
23.19.16Serena Ng
24.19.31Timo Teräsvirta
25.20.61Marc Nerlove
26.20.73J. Scott Armstrong
27.26.3Neil Shephard
28.26.44Lawrence Christiano
29.27.87Graham Elliott
30.28.7Peter E. Rossi
31.30.18Yacine Ait-Sahalia
32.30.86Andrew C. Harvey

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