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 2009

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 698 authors affiliated with 851 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.	1.72	Peter C. B. Phillips
2.	2.41	M Hashem Pesaran
3.	2.41	Robert F. Engle
4.	4.23	Tim Bollerslev
5.	7.69	Clive W. J. Granger
6.	8.1	Lars Peter Hansen
7.	8.46	James H. Stock
8.	9.45	Thomas J. Sargent
9.	10.84	Halbert White
10.	11.04	Christopher Sims
11.	11.45	Donald W. K. Andrews
12.	13.22	Pierre Perron
13.	13.33	Francis X. Diebold
14.	14.43	Arnold Zellner
15.	14.66	Peter M. Robinson
16.	15.34	Soren Johansen
17.	16.39	David F. Hendry
18.	16.4	Manuel Arellano
19.	17.43	Jushan Bai
20.	18.29	James Hamilton
21.	18.44	Ben S. Bernanke
22.	18.98	Serena Ng
23.	19.33	Timo Teräsvirta
24.	20.02	Kenneth D. West
25.	22.38	J. Scott Armstrong
26.	22.73	Marc Nerlove
27.	24.65	Torben G. Andersen
28.	25.52	Neil Shephard
29.	28.39	Andrew C. Harvey
30.	28.69	Peter E. Rossi
31.	28.7	Lawrence Christiano
32.	29.03	Graham Elliott
33.	30.28	Yacine Ait-Sahalia
34.	32.48	Adrian Rodney Pagan

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	1.21	Department of Economics, University of California-San Diego (UCSD), La Jolla
2	3.44	Stern School of Business, New York University, New York City
3	4.58	Center for Research in Econometric Analysis of Time Series (CREATES), Aarhus Universitet, Aarhus
(4)	5.37	Finance Department, Stern School of Business, New York University, New York City
4	5.85	Cowles Foundation for Research in Economics, Yale University, New Haven
5	6.71	Department of Economics, Harvard University, Cambridge
6	7.01	Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit, Amsterdam
7	7.86	Department of Economics, Duke University, Durham
8	9.26	Department of Economics, New York University, New York City
9	10.42	Economics Department, Yale University, New Haven
10	11.08	Faculty of Economics, University of Cambridge, Cambridge
11	11.14	Department of Economics, Princeton University, Princeton
12	12.47	Department of Economics, Oxford University, Oxford
13	12.59	Federal Reserve Board (Board of Governors of the Federal Reserve System), Washington
14	13.61	Department of Economics, University of Chicago, Chicago
(15)	14.68	Afdeling Ruimtelijke Economie, Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit, Amsterdam
15	15.21	Business School, University of Auckland, Auckland
16	16.51	Department of Economics, University of Pennsylvania, Philadelphia
(17)	16.54	Department of Economics, Business School, University of Auckland, Auckland
17	17.01	London School of Economics (LSE), University of London, London
18	18.76	Department of Economics, Boston University, Boston
19	20.12	Department of Economics, University of Southern California, Los Angeles
20	20.74	Centro de Estudios Monetarios y Financieros (CEMFI), Madrid
21	22.1	Cambridge Finance, University of Cambridge, Cambridge
(22)	22.16	Economics Department, London School of Economics (LSE), University of London, London
22	22.99	Economics Department, Michigan State University, East Lansing
23	24.36	Department of Economics, School of Arts and Sciences, Columbia University, New York City
(24)	26.04	Economic Research, Federal Reserve Bank of St. Louis, St. Louis
23	26.04	Federal Reserve Bank of St. Louis, St. Louis
25	26.6	Department of Economics, University of Warwick, Coventry
26	28.14	Economics Department, University of Wisconsin-Madison, Madison
27	28.22	Økonomisk Institut, Københavns Universitet, København
28	28.64	Graduate School of Business, University of Chicago, Chicago
29	29.02	Department of Economics, Northwestern University, Evanston
30	30.5	Wharton School, University of Pennsylvania, Philadelphia
31	32.62	Faculteit der Economische Wetenschappen, Erasmus Universiteit, Rotterdam
32	34.53	European Central Bank, Frankfurt am Main
(33)	34.99	Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit, Rotterdam
33	35.95	Federal Reserve Bank of New York, New York City
(34)	39.18	Research and Statistics Group, Federal Reserve Bank of New York, New York City
(34)	40.72	Department of Econometrics and Business Statistics, Faculty of Business and Economics, Monash University, Clayton
33	40.72	Faculty of Business and Economics, Monash University, Clayton
35	43.58	Department of Agricultural and Resource Economics, University of Maryland, College Park
36	43.89	Departamento de Economía, Universidad Carlos III de Madrid, Madrid
37	45.44	School of Economics, University of Nottingham, Nottingham
38	46.7	Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam, Amsterdam
(39)	47.9	Economics Group, Nuffield College, Department of Economics, Oxford University, Oxford
(39)	48.31	Bendheim Center for Finance, Department of Economics, Princeton University, Princeton
39	50.32	Economics Department, Queen's University, Kingston
40	50.81	Kellogg Graduate School of Management, Northwestern University, Evanston
41	51.76	Dipartimento di Statistica "G. Parenti", Università degli Studi di Firenze, Firenze
42	52.11	Department of Economics, European University Institute, Firenze