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Top 5% Institutions and Economists in the Field of Econometric Time Series, as of May 2009

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 Econometric Time Series, these are 730 authors affiliated with 884 institutions.
All authors classified in this field.

Top 5% institutions in the field of Econometric Time Series

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
12.6Department of Economics, University of California-San Diego (UCSD), La Jolla
23.11Stern School of Business, New York University, New York City
34.03Cowles Foundation for Research in Economics, Yale University, New Haven
44.23Center for Research in Econometric Analysis of Time Series (CREATES), Aarhus Universitet, Aarhus
(5)4.96Finance Department, Stern School of Business, New York University, New York City
56Faculty of Economics, University of Cambridge, Cambridge
66.08Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit, Amsterdam
77.34Department of Economics, Harvard University, Cambridge
88.6Department of Economics, New York University, New York City
98.65Department of Economics, Duke University, Durham
1011.11Department of Economics, Princeton University, Princeton
1112.09Department of Economics, Oxford University, Oxford
(12)12.86Afdeling Ruimtelijke Economie, Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit, Amsterdam
1213.09Federal Reserve Board (Board of Governors of the Federal Reserve System), Washington
1313.39Department of Economics, University of Chicago, Chicago
1414.23Business School, University of Auckland, Auckland
1515.22Economics Department, Yale University, New Haven
1615.45London School of Economics (LSE), University of London, London
(17)15.68Department of Economics, Business School, University of Auckland, Auckland
1716.57Department of Economics, University of Pennsylvania, Philadelphia
1816.93Department of Economics, Boston University, Boston
1919.33Department of Economics, University of Southern California, Los Angeles
2020.45Centro de Estudios Monetarios y Financieros (CEMFI), Madrid
(21)21.33Economics Department, London School of Economics (LSE), University of London, London
2122.17Economics Department, Michigan State University, East Lansing
2222.8Department of Economics, School of Arts and Sciences, Columbia University, New York City
2325.3Economics Department, University of Wisconsin-Madison, Madison
(24)25.63Economic Research, Federal Reserve Bank of St. Louis, St. Louis
2325.63Federal Reserve Bank of St. Louis, St. Louis
2526.79Department of Economics, University of Warwick, Coventry
2628.08Department of Economics, Northwestern University, Evanston
2728.3Økonomisk Institut, Københavns Universitet, København
2829.79Wharton School of Business, University of Pennsylvania, Philadelphia
2932.88European Central Bank, Frankfurt am Main
3033.39Federal Reserve Bank of New York, New York City
(31)36.24Research and Statistics Group, Federal Reserve Bank of New York, New York City
3137.64Tinbergen Instituut, Amsterdam
(32)40.9Economics Group, Nuffield College, Department of Economics, Oxford University, Oxford
3242.07Departamento de Economía, Universidad Carlos III de Madrid, Madrid
3342.25Department of Agricultural and Resource Economics, University of Maryland, College Park
3443.18School of Economics, University of Nottingham, Nottingham
(35)43.93Department of Econometrics and Business Statistics, Faculty of Business and Economics, Monash University, Clayton
3443.93Faculty of Business and Economics, Monash University, Clayton
3647.13Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam, Amsterdam
3747.37Kellogg Graduate School of Management, Northwestern University, Evanston
(38)47.76Bendheim Center for Finance, Department of Economics, Princeton University, Princeton
3849.1Faculty of Business, Queensland University of Technology, Brisbane
(39)51.33Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston
3952.28Hoover Institution on War Revolution & Peace, Stanford University, Palo Alto
(40)53.04School of Economics and Finance, Faculty of Business, Queensland University of Technology, Brisbane
4053.32Economics Department, University of Michigan, Ann Arbor
4153.38Department of Economics, European University Institute, Firenze
4254.09Economics Department, Queen's University, Kingston
4355.38ECORE, Louvain/Bruxelles
4455.42Department of Economics, University of Iowa, Iowa City

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
1.1.68Peter C. B. Phillips
2.2.31Robert F. Engle
3.2.42M Hashem Pesaran
4.4.4Tim Bollerslev
5.7.16Clive W. J. Granger †
6.8.62Lars Peter Hansen
7.8.64James H. Stock
8.9.96Thomas J. Sargent
9.10.2Halbert White
10.10.65Christopher Sims
11.10.77Pierre Perron
12.11.07Donald W. K. Andrews
13.13.77Francis X. Diebold
14.14.6Jushan Bai
15.14.98Peter M. Robinson
16.15.34David F. Hendry
17.15.88Soren Johansen
18.16.05Manuel Arellano
19.16.95Kenneth D. West
20.17.99Ben S. Bernanke
21.18.4James Hamilton
22.18.82Serena Ng
23.19.03Timo Teräsvirta
24.20.68Marc Nerlove
25.23.1Neil Shephard
26.23.44J. Scott Armstrong
27.24.08Torben G. Andersen
28.27.06Adrian Rodney Pagan
29.28.02Graham Elliott
30.28.45Lawrence Christiano
31.28.54Andrew C. Harvey
32.29.41Yacine Ait-Sahalia
33.33.46Robert Taylor
34.34.12Allan Timmermann
35.35.03George Tauchen
36.36.53Helmut Lütkepohl

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:

We do our best, but we cannot exclude errors.