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Top 5% Institutions and Economists in the Field of Econometric Time Series, as of January 2010

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 764 authors affiliated with 943 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
12.75Department of Economics, University of California-San Diego (UCSD), La Jolla
22.77Stern School of Business, New York University, New York City
33.66Center for Research in Econometric Analysis of Time Series (CREATES), Aarhus Universitet, Aarhus
43.8Cowles Foundation for Research in Economics, Yale University, New Haven
54.58Faculty of Economics, University of Cambridge, Cambridge
66.03Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit, Amsterdam
76.73Department of Economics, Duke University, Durham
86.97Department of Economics, Harvard University, Cambridge
97.71Department of Economics, School of Arts and Sciences, Columbia University, New York City
(10)11.28Volatility Institute, Stern School of Business, New York University, New York City
1011.36Federal Reserve Board (Board of Governors of the Federal Reserve System), Washington
1111.57Department of Economics, Oxford University, Oxford
1211.84Department of Economics, Princeton University, Princeton
(13)12.72Afdeling Ruimtelijke Economie, Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit, Amsterdam
1312.98Department of Economics, Boston University, Boston
1414.17Economics Department, Yale University, New Haven
1515.4Department of Economics, University of Chicago, Chicago
1616.3London School of Economics (LSE), University of London, London
1717.02Department of Economics, University of Pennsylvania, Philadelphia
1818.11Department of Economics, University of Southern California, Los Angeles
1919.87Faculteit der Economische Wetenschappen, Erasmus Universiteit, Rotterdam
(20)21.2Economics Department, London School of Economics (LSE), University of London, London
(20)22.21Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit, Rotterdam
2022.42Economics Department, Michigan State University, East Lansing
2123.4Department of Economics, New York University, New York City
2223.43Business School, University of Auckland, Auckland
(23)24.91Department of Economics, Business School, University of Auckland, Auckland
(23)27.59Finance Department, Stern School of Business, New York University, New York City
2328.26Economics Department, University of Wisconsin-Madison, Madison
2428.58Department of Economics, Northwestern University, Evanston
(25)29.01Economic Research, Federal Reserve Bank of St. Louis, St. Louis
2529.01Federal Reserve Bank of St. Louis, St. Louis
2629.02Department of Economics, University of Warwick, Coventry
2730.2Økonomisk Institut, Københavns Universitet, København
2834.11Wharton School of Business, University of Pennsylvania, Philadelphia
2934.38European Central Bank, Frankfurt am Main
3036Centro de Estudios Monetarios y Financieros (CEMFI), Madrid
3137.7Federal Reserve Bank of New York, New York City
(32)39.26Economics Group, Nuffield College, Department of Economics, Oxford University, Oxford
(32)40.72Department of Economics, Tippie College of Business, University of Iowa, Iowa City
3240.72Tippie College of Business, University of Iowa, Iowa City
(33)41.45Research and Statistics Group, Federal Reserve Bank of New York, New York City
3342.56Tinbergen Instituut, Amsterdam
3442.78Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam, Amsterdam
3543.73Departamento de Economía, Universidad Carlos III de Madrid, Madrid
3643.75School of Economics, University of Nottingham, Nottingham
3743.98Department of Agricultural and Resource Economics, University of Maryland, College Park
3849.63ECORE, Louvain/Bruxelles
3949.83Kellogg Graduate School of Management, Northwestern University, Evanston
4050.4Faculty of Business, Queensland University of Technology, Brisbane
4151.96Department of Economics, European University Institute, Firenze
(42)52.78Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston
4253.68Department of Economics, Boston College, Chestnut Hill
4354.03London Business School (LBS), University of London, London
(44)54.58Department of Econometrics and Business Statistics, Faculty of Business and Economics, Monash University, Clayton
4454.58Faculty of Business and Economics, Monash University, Clayton
(45)54.66Bendheim Center for Finance, Department of Economics, Princeton University, Princeton
4554.69Economics Department, University of Michigan, Ann Arbor
4654.75Department of Economics and Related Studies, University of York, York
(47)55.42School of Economics and Finance, Faculty of Business, Queensland University of Technology, Brisbane
4756.64Booth School of Business, University of Chicago, Chicago

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
1.1.57Peter C. B. Phillips
2.2.15M Hashem Pesaran
3.2.24Robert F. Engle
4.5.9Tim Bollerslev
5.7Clive W. J. Granger †
6.7.64Pierre Perron
7.8.46James H. Stock
8.9.35Lars Peter Hansen
9.9.86Donald W. K. Andrews
10.11.45Christopher Sims
11.11.91Halbert White
12.11.95Thomas J. Sargent
13.12.84Jushan Bai
14.13.9Michael McAleer
15.14.2Francis X. Diebold
16.15.15David F. Hendry
17.16.36Peter M. Robinson
18.16.43Ben S. Bernanke
19.18.03Soren Johansen
20.19.15Kenneth D. West
21.19.59Timo Teräsvirta
22.21.31James Hamilton
23.21.97Serena Ng
24.22.03Marc Nerlove
25.22.52Graham Elliott
26.22.91Neil Shephard
27.25.48J. Scott Armstrong
28.25.49Torben G. Andersen
29.27.07Andrew C. Harvey
30.28.26Lawrence Christiano
31.29.42Adrian Rodney Pagan
32.30.96Manuel Arellano
33.33.5Robert Taylor
34.33.67Yacine Ait-Sahalia
35.34.16George Tauchen
36.35.64Allan Timmermann
37.36.62Helmut Lütkepohl
38.37.2Todd Clark

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.