Field Rankings at IDEAS: Econometrics

This file is part of IDEAS, which uses RePEc data

Top 10% Institutions and Economists in the Field of Econometrics, as of April 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 Econometrics, these are 1324 authors affiliated with 1323 institutions.
All authors classified in this field.

Top 10% institutions in the field of Econometrics

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-ECM (Econometrics).

Rank	Score	Institution
1	1.2	Department of Economics, University of Chicago, Chicago
2	2.74	Cowles Foundation for Research in Economics, Yale University, New Haven
3	4.68	Department of Economics, University of California-San Diego (UCSD), La Jolla
4	5.52	Department of Economics, Oxford University, Oxford
5	6.13	Faculty of Economics, University of Cambridge, Cambridge
6	6.62	Stern School of Business, New York University, New York City
7	7.12	Department of Economics, Harvard University, Cambridge
8	7.8	Center for Research in Econometric Analysis of Time Series (CREATES), Aarhus Universitet, Aarhus
9	8.05	London School of Economics (LSE), London
10	8.38	Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit, Amsterdam
11	9.46	Department of Economics, School of Arts and Sciences, Columbia University, New York City
12	11.92	Economics Department, Yale University, New Haven
(13)	11.96	Economics Department, London School of Economics (LSE), London
13	14.13	Economics Department, Queen's University, Kingston
14	14.3	Department of Economics, Boston University, Boston
15	15.91	Department of Economics, Princeton University, Princeton
16	16.95	Economics Department, Michigan State University, East Lansing
(17)	17.8	Afdeling Ruimtelijke Economie, Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit, Amsterdam
17	18.97	Department of Economics, University of Southern California, Los Angeles
18	19.31	Department of Economics, Duke University, Durham
(19)	19.73	Volatility Institute, Stern School of Business, New York University, New York City
19	19.83	Department of Economics, University of California-Berkeley, Berkeley
20	20.75	School of Finance and Economics, University of Technology, Sydney
21	21.72	Centro de Estudios Monetarios y Financieros (CEMFI), Madrid
22	22.86	Department of Economics, University of Pennsylvania, Philadelphia
23	23.67	Economics Department, University of Wisconsin-Madison, Madison
24	24.47	Department of Economics, Northwestern University, Evanston
25	25.2	Fakultät für Volkswirtschaftslehre, Universität Mannheim, Mannheim
26	26.27	Department of Economics, University of Toronto, Toronto
27	28.47	Faculteit der Economische Wetenschappen, Erasmus Universiteit, Rotterdam
28	29.43	Department of Economics, University of Warwick, Coventry
29	30.42	Department of Economics, University College London (UCL), London
30	30.56	Department of Economics, Boston College, Chestnut Hill
31	31.17	Wharton School of Business, University of Pennsylvania, Philadelphia
(32)	34.23	Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit, Rotterdam
32	36.04	ECORE, Louvain-la-Neuve/Bruxelles
33	36.24	Institute for Fiscal Studies (IFS), London
34	37.18	Department of Economics, McGill University, Montréal
35	39.39	Center for Policy Research, Syracuse University, Syracuse
36	40.85	Økonomisk Institut, Københavns Universitet, København
37	41.04	Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam, Amsterdam
(38)	41.17	Department of Economics, Business School, University of Auckland, Auckland
38	41.17	Business School, University of Auckland, Auckland
39	42.17	European Central Bank, Frankfurt am Main
40	43.73	Departamento de Economía, Universidad Carlos III de Madrid, Madrid
41	45.19	Faculty of Business and Economics, Monash University, Clayton
(41)	45.19	Department of Econometrics and Business Statistics, Faculty of Business and Economics, Monash University, Clayton
(42)	45.71	Economics Group, Nuffield College, Department of Economics, Oxford University, Oxford
42	46.34	College of Business and Economics, Australian National University, Canberra
(42)	46.34	Research School of Economics, College of Business and Economics, Australian National University, Canberra
(43)	47.46	Finance Department, Stern School of Business, New York University, New York City
43	50.49	Economics Department, Massachusetts Institute of Technology (MIT), Cambridge
44	50.73	Economics Department, University of California-Davis, Davis
45	51.61	CentER for Economic Research, Universiteit van Tilburg, Tilburg
46	52.73	Federal Reserve Board (Board of Governors of the Federal Reserve System), Washington
(47)	55.12	Center for Operations Research and Econometrics (CORE), ECORE, Louvain-la-Neuve
47	60.85	Tinbergen Instituut, Amsterdam
48	61.66	Department of Economics, Washington University, St. Louis
49	61.7	Economics Department, University of Michigan, Ann Arbor
50	63.19	Department of Agricultural and Resource Economics, University of Maryland, College Park
(51)	63.87	Department of Economics, London Business School (LBS), London
51	63.87	London Business School (LBS), London
(52)	66.41	Bendheim Center for Finance, Department of Economics, Princeton University, Princeton
(52)	68.05	Afdeling Kwantitatieve Economie, Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam, Amsterdam
(52)	69.62	Research and Statistics Group, Federal Reserve Bank of New York, New York City
52	69.62	Federal Reserve Bank of New York, New York City
53	69.99	Groupement de Recherche en Économie Quantitative d'Aix-Marseille (GREQAM), Marseille
54	70.54	Federal Reserve Bank of St. Louis, St. Louis
55	70.69	Department of Economics, European University Institute, Firenze
56	70.88	School of Economics, University of Nottingham, Nottingham
(57)	70.99	Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston
57	70.99	Kellogg Graduate School of Management, Northwestern University, Evanston
(58)	72.07	Economic Research, Federal Reserve Bank of St. Louis, St. Louis
58	72.99	Economics Department, University of Strathclyde, Glasgow
59	73.2	Toulouse School of Economics (TSE), Toulouse
60	74.22	School of Business and Economics, Maastricht University, Maastricht
61	74.54	Department of Economics, University of Washington, Seattle
62	74.75	Institute for the Study of Labor (IZA), Bonn
63	75.46	Department of Economics, Stanford University, Palo Alto
64	75.63	Cambridge Finance, University of Cambridge, Cambridge
65	76.68	Faculty of Business and Economics, University of Melbourne, Melbourne
66	77.19	Facoltà di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia, Modena
(67)	77.22	Finance Department, Wharton School of Business, University of Pennsylvania, Philadelphia
67	77.31	Economics Department, University of Essex, Colchester
(68)	77.87	Centre for Applied Macroeconomic Analysis (CAMA), Research School of Economics, College of Business and Economics, Australian National University, Canberra
68	80.47	Department of Economics and Related Studies, University of York, York
(69)	80.57	Dipartimento di Economia Politica, Facoltà di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia, Modena
69	81.07	Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität, Berlin
70	82.34	Rady School of Management, University of California-San Diego (UCSD), La Jolla
71	84.49	Singapore Management University, Singapore
72	85.71	Department of Economics, Johns Hopkins University, Baltimore
73	86.49	Federal Reserve Bank of Kansas City, Kansas City
(73)	86.49	Economic Research, Federal Reserve Bank of Kansas City, Kansas City
(74)	87.83	Department of Economics, Faculty of Business and Economics, University of Melbourne, Melbourne
74	88.84	Dipartimento di Statistica "G. Parenti", Università degli Studi di Firenze, Firenze
(75)	89.64	Afdeling Econometrie, Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit, Amsterdam
(75)	91.47	School of Economics, Singapore Management University, Singapore
(75)	94.72	Centre for Microdata Methods and Practice (CEMMAP), Institute for Fiscal Studies (IFS), London
75	95.65	Department of Economics, Queen Mary, London
76	97.67	Faculty of Economics, University of Tokyo, Tokyo
77	100.15	Australian School of Business, University of New South Wales, Sydney
78	101.94	Economics Department, University of Arizona, Tucson
79	102.69	Department of Economics, University of British Columbia, Vancouver
80	103.31	Department of Agricultural and Resource Economics, North Carolina State University, Raleigh
81	104.63	Department of Economics, Rutgers University-New Brunswick, New Brunswick
82	105.36	Economics, University of Manchester, Manchester
(83)	105.79	Vakgroep Kwantitatieve Economie, School of Business and Economics, Maastricht University, Maastricht
83	106.77	Department of Economics, University of Maryland, College Park
84	107.34	Department of Economics, University of North Carolina-Chapel-Hill, Chapel Hill
85	107.52	Département d'Économique, Université Laval, Québec
86	107.66	Department of Economics, New York University, New York City
87	111.29	School of Business and Economics, University of Exeter, Exeter
(88)	111.72	Department of Economics, Tepper School of Business Administration, Carnegie Mellon University, Pittsburgh
88	111.72	Tepper School of Business Administration, Carnegie Mellon University, Pittsburgh
89	113.57	Department of Statistics, University of Warwick, Coventry
90	114.09	Bank of Canada, Ottawa
91	114.62	Department of Economics, Emory University, Atlanta
92	117.11	Harvard Business School, Harvard University, Cambridge
93	117.5	Institut National de la Statistique et des Études Économiques (INSEE), Government of France, Paris
94	118.47	National Bureau of Economic Research (NBER), Cambridge
95	118.52	Faculty of Business, Queensland University of Technology, Brisbane
96	119.66	Department of Economics, University of California-Los Angeles (UCLA), Los Angeles
97	119.93	Department of Economics, Leicester University, Leicester
(98)	122.24	Centre de Recherche en Économie et Statistique (CREST), Institut National de la Statistique et des Études Économiques (INSEE), Government of France, Paris
98	122.29	Department of Economics, McMaster University, Hamilton
99	122.72	Faculteit der Economische Wetenschappen, Universiteit van Tilburg, Tilburg
(100)	125.54	Business, Government and the International Economy (BGIE) Unit, Harvard Business School, Harvard University, Cambridge
(100)	127.65	School of Economics and Finance, Faculty of Business, Queensland University of Technology, Brisbane
100	128.38	Sveriges Riksbank, Stockholm
101	128.78	Department of Economics, Birkbeck College, London
102	129.52	Facoltà di Economia, Università degli Studi di Roma "Tor Vergata", Roma
103	129.67	Goizueta Business School, Emory University, Atlanta
104	129.7	Department of Economics & Finance, Institut für Höhere Studien (IHS), Wien
105	130.91	Bank of England, London
(106)	132.97	Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE), Toulouse
(106)	133.66	Department of Economics and Econometrics, Faculty of Economics, University of Notre Dame, South Bend
106	133.66	Faculty of Economics, University of Notre Dame, South Bend
107	137.26	Desautels Faculty of Management, McGill University, Montréal
108	137.51	Department of Economics, Hebrew University of Jerusalem, Jerusalem
(109)	138.2	European Centre for Advanced Research in Economics and Statistics (ECARES), ECORE, Bruxelles
109	138.4	Department of Economics, University of California-Riverside, Riverside
110	138.66	Banco de España, Madrid
111	141.93	Department of Economics, George Washington University, Washington
112	142.32	Kennedy School of Government, Harvard University, Cambridge
113	142.49	Federal Reserve Bank of Chicago, Chicago
114	144.18	Institute for Research on Poverty, University of Wisconsin-Madison, Madison
(115)	144.67	Centre for Microeconometrics, Department of Economics, Faculty of Business and Economics, University of Melbourne, Melbourne
115	144.68	Federal Reserve Bank of Minneapolis, Minneapolis
(116)	144.99	Research Program on Forecasting, Department of Economics, George Washington University, Washington
116	145.36	Erasmus Research Institute of Management (ERIM), Erasmus Universiteit, Rotterdam
117	148.76	Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ), Montréal
118	149.81	Banca d'Italia, Roma
119	152.19	HEC Montréal (École des Hautes Études Commerciales), Montréal
(120)	155.28	Institut für Statistik und Ökonometrie (ISÖ), Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität, Berlin
120	156.33	Booth School of Business, University of Chicago, Chicago
121	156.91	Harris School of Public Policy, University of Chicago, Chicago
122	157.93	Wirtschaftswissenschaftlicher Fachbereich, Rheinische Friedrich-Wilhelms-Universität, Bonn
123	158.53	Department of Agricultural and Resource Economics, University of California-Berkeley, Berkeley
124	161.98	Economics Department, Brown University, Providence
125	162.47	Department of Economics, Brigham Young University, Provo
126	163.11	Dipartimento di Economia Politica, Università Commerciale Luigi Bocconi, Milano
(127)	163.47	Dipartimento di Studi Economico-Finanziari e Metodi Quantitativi (SEFEMEQ), Facoltà di Economia, Università degli Studi di Roma "Tor Vergata", Roma
(127)	164.17	Economics Department, Stern School of Business, New York University, New York City
127	165.35	Graduate School of Business, Columbia University, New York City
128	165.41	Faculty of Economics, Keio University, Tokyo
(129)	167.4	Departement Econometrie & Operations Research, Faculteit der Economische Wetenschappen, Universiteit van Tilburg, Tilburg
129	169.2	Anderson Graduate School of Management, University of California-Los Angeles (UCLA), Los Angeles
(130)	170.45	Global Economics & Management Group, Anderson Graduate School of Management, University of California-Los Angeles (UCLA), Los Angeles
(130)	170.46	Finance & Economics Department, Graduate School of Business, Columbia University, New York City
130	171.58	Federal Reserve Bank of Atlanta, Atlanta
131	172.58	Hoover Institution on War Revolution & Peace, Stanford University, Palo Alto
132	173.21	Department of Economics, University of Illinois at Urbana-Champaign, Urbana-Champaign

Top 10% authors in the field of Econometrics

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.	1.2	James J. Heckman
2.	2.71	Peter C. B. Phillips
3.	3.56	M Hashem Pesaran
4.	4.64	James H. Stock
5.	4.93	Robert F. Engle
6.	5.13	Donald W. K. Andrews
7.	8.02	Clive W. J. Granger †
8.	8.45	Halbert White
9.	9.02	Pierre Perron
10.	9.66	Peter Nijkamp
11.	11.84	David F. Hendry
12.	12.3	James MacKinnon
13.	14.43	Tim Bollerslev
14.	15.27	Kenneth D. West
15.	16.3	Manuel Arellano
16.	17.1	Jushan Bai
17.	17.19	Gerard J. van den Berg
18.	18.18	Christopher Sims
19.	18.59	Peter M. Robinson
20.	21	Adrian Rodney Pagan
21.	21.59	Michael McAleer
22.	22.6	Guido Imbens
23.	25.42	Oliver Bruce Linton
24.	26.06	Peter Schmidt
25.	26.24	Soren Johansen
26.	27.66	Francis X. Diebold
27.	27.75	Serena Ng
28.	28.91	John Geweke
29.	29.1	Neil Shephard
30.	29.81	Richard Blundell
31.	30.57	Jean-Marie Dufour
32.	30.77	Russell Davidson
33.	31.07	Andrew C. Harvey
34.	31.21	Graham Elliott
35.	32.09	Marc Nerlove
36.	33.06	Arthur Lewbel
37.	34.79	Richard J. Smith
38.	35.47	Lawrence Christiano
39.	35.65	Christian S. Gourieroux
40.	37.8	Neil R. Ericsson
41.	39.26	Badi H. Baltagi
42.	40.13	Timo Teräsvirta
43.	40.13	Lucrezia Reichlin
44.	42.03	Yacine Ait-Sahalia
45.	45.07	Allan Timmermann
46.	47.06	Werner Ploberger
47.	48.18	Michael Peter Clements
48.	49.29	Gary Koop
49.	50.62	Stephen Roy Bond
50.	50.68	Torben G. Andersen
51.	52.09	Mario Forni
52.	53.26	Steven Berry
53.	55.4	Joshua D Angrist
54.	55.46	Helmut Lütkepohl
55.	55.61	Massimiliano Marcellino
56.	57.45	Andrew Chesher
57.	58.24	Martin Browning
58.	58.97	Cheng Hsiao
59.	59.44	Todd Clark
60.	61.38	Kenneth Frank Wallis
61.	63.38	Allan W. Gregory
62.	67.63	Timothy Vogelsang
63.	68.12	Ole E. Barndorff-Nielsen
64.	69.06	Robert Taylor
65.	70.04	James E. H. Davidson
66.	70.06	Norman Rasmus Swanson
67.	70.25	Frank Schorfheide
68.	70.4	Alastair Hall
69.	70.54	Mark Steel
70.	70.64	Richard T. Baillie
71.	70.91	Atsushi Inoue
72.	71.72	Chihwa Kao
73.	72.14	Eric Ghysels
74.	73.64	Fabio Canova
75.	73.89	Marco Lippi
76.	75.41	Lutz Kilian
77.	76.72	Hidehiko Ichimura
78.	77.31	Edward Vytlacil
79.	79.29	Peter Reinhard Hansen
80.	79.93	Siem Jan Koopman
81.	80.48	Carlos Velasco
82.	83.71	Enrique Sentana
83.	83.99	Robert F. Stambaugh
84.	86	Wolfgang Karl Härdle
85.	86.35	Elie Tamer
86.	87.26	Jay Shanken
87.	88.53	Aman Ullah
88.	89.22	Leopold Simar
89.	89.75	Steven N. Durlauf
90.	91.72	Marc Hallin
91.	93.28	Roberto S. Mariano
92.	93.46	Nelson C. Mark
93.	93.99	Frank Windmeijer
94.	96.11	Luc Bauwens
95.	96.71	Geert Ridder
96.	97.58	Alberto Abadie
97.	99.31	Kenneth Train
98.	99.47	Michael McCracken
99.	100.3	Frank Kleibergen
100.	100.88	Eric Zivot
101.	102.62	Alain Monfort
102.	103.98	Jan F. Kiviet
103.	106.19	Marcus J. Chambers
104.	106.47	Andrew Patton
105.	109.44	Adonis Yatchew
106.	109.49	Douglas Kenneth Pearce
107.	109.98	Jesus Gonzalo
108.	110.13	Han Hong
109.	112.41	Masao Ogaki
110.	114.62	Agustin Maravall
111.	115.24	Arnold Zellner
112.	115.51	Terry J Fitzgerald
113.	116.06	Jeffrey Scott Racine
114.	116.27	Hyungsik Roger Moon
115.	117.56	James McDonald
116.	118.91	Marcelo J. Moreira
117.	119.55	Donggyu Sul
118.	120.74	Don Harding
119.	121.04	Bent Nielsen
120.	123.21	Chris D Orme
121.	123.72	Richard Startz
122.	123.74	Rob J Hyndman
123.	124.44	Keisuke Hirano
124.	124.58	Zhijie Xiao
125.	125.03	Jean-Michel Zakoian
126.	127.36	Asger Lunde
127.	127.6	Herman K. van Dijk
128.	127.85	Robert J. Kohn
129.	130.72	Kevin D. Hoover
130.	132.2	Willard G. Manning
131.	132.24	Tom McCurdy
132.	133.35	Mehmet Caner

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:

Citations from CitEc project by José Manuel Barrueco Cruz, University of Valencia, Spain. Hardware provided by Instituto Valenciano de Investigaciones Económicas (IVIE), 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.