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 May 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 1340 authors affiliated with 1326 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	1.23	Department of Economics, University of Chicago, Chicago
2	2.77	Cowles Foundation for Research in Economics, Yale University, New Haven
3	4.64	Department of Economics, University of California-San Diego (UCSD), La Jolla
4	5.59	Department of Economics, Oxford University, Oxford
5	6	Faculty of Economics, University of Cambridge, Cambridge
6	6.82	Stern School of Business, New York University, New York City
7	7.2	Department of Economics, Harvard University, Cambridge
8	7.98	Center for Research in Econometric Analysis of Time Series (CREATES), Aarhus Universitet, Aarhus
9	8.2	London School of Economics (LSE), London
10	8.36	Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit, Amsterdam
11	9.56	Department of Economics, School of Arts and Sciences, Columbia University, New York City
12	11.93	Economics Department, Yale University, New Haven
(13)	12.22	Economics Department, London School of Economics (LSE), London
13	14.29	Economics Department, Queen's University, Kingston
13	14.29	Department of Economics, Boston University, Boston
15	15.99	Department of Economics, Princeton University, Princeton
16	16.86	Economics Department, Michigan State University, East Lansing
17	17.08	Centro de Estudios Monetarios y Financieros (CEMFI), Madrid
(18)	17.75	Afdeling Ruimtelijke Economie, Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit, Amsterdam
18	18.85	Department of Economics, University of Southern California, Los Angeles
19	19.36	Department of Economics, Duke University, Durham
19	19.36	Department of Economics, University of California-Berkeley, Berkeley
21	20.56	School of Finance and Economics, University of Technology, Sydney
(22)	20.73	Volatility Institute, Stern School of Business, New York University, New York City
22	23.15	Department of Economics, University of Pennsylvania, Philadelphia
23	24.08	Economics Department, University of Wisconsin-Madison, Madison
24	25.64	Department of Economics, Northwestern University, Evanston
25	25.7	Fakultät für Volkswirtschaftslehre, Universität Mannheim, Mannheim
26	25.81	Department of Economics, University of Toronto, Toronto
27	28.66	Faculteit der Economische Wetenschappen, Erasmus Universiteit, Rotterdam
28	29.07	Department of Economics, University College London (UCL), London
29	30.71	Department of Economics, Boston College, Chestnut Hill
30	31.14	Wharton School of Business, University of Pennsylvania, Philadelphia
31	31.16	Department of Economics, University of Warwick, Coventry
(32)	34.83	Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit, Rotterdam
32	35.97	Department of Economics, McGill University, Montréal
33	36.24	Institute for Fiscal Studies (IFS), London
34	36.83	Faculty of Business and Economics, Monash University, Clayton
(34)	36.83	Department of Econometrics and Business Statistics, Faculty of Business and Economics, Monash University, Clayton
35	39.95	Center for Policy Research, Syracuse University, Syracuse
(36)	40.87	Department of Economics, Business School, University of Auckland, Auckland
36	40.87	Business School, University of Auckland, Auckland
37	41.54	Økonomisk Institut, Københavns Universitet, København
38	41.62	European Central Bank, Frankfurt am Main
39	41.97	Economics Department, Massachusetts Institute of Technology (MIT), Cambridge
40	42.39	Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam, Amsterdam
41	43.32	Departamento de Economía, Universidad Carlos III de Madrid, Madrid
(42)	45.66	Economics Group, Nuffield College, Department of Economics, Oxford University, Oxford
(42)	47.98	Finance Department, Stern School of Business, New York University, New York City
42	50.79	Economics Department, University of California-Davis, Davis
43	51.47	CentER for Economic Research, Universiteit van Tilburg, Tilburg
44	53.18	Federal Reserve Board (Board of Governors of the Federal Reserve System), Washington
(45)	53.95	Center for Operations Research and Econometrics (CORE), ECORE, Louvain-la-Neuve
45	53.95	ECORE, Louvain-la-Neuve/Bruxelles
46	58.72	Department of Economics, European University Institute, Firenze
47	59.13	College of Business and Economics, Australian National University, Canberra
(47)	59.13	Research School of Economics, College of Business and Economics, Australian National University, Canberra
48	59.8	Department of Economics, Washington University, St. Louis
49	60.4	Economics Department, University of Michigan, Ann Arbor
50	61.64	Tinbergen Instituut, Amsterdam
51	63.47	Department of Agricultural and Resource Economics, University of Maryland, College Park
(52)	63.76	Department of Economics, London Business School (LBS), London
52	63.76	London Business School (LBS), London
53	64.73	School of Business and Economics, Maastricht University, Maastricht
(54)	67.45	Bendheim Center for Finance, Department of Economics, Princeton University, Princeton
54	67.76	School of Economics, University of Nottingham, Nottingham
(55)	69.64	Research and Statistics Group, Federal Reserve Bank of New York, New York City
55	69.64	Federal Reserve Bank of New York, New York City
(56)	69.75	Afdeling Kwantitatieve Economie, Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam, Amsterdam
56	70.64	Economics Department, University of Strathclyde, Glasgow
57	70.84	Federal Reserve Bank of St. Louis, St. Louis
(58)	70.96	Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston
58	70.96	Kellogg Graduate School of Management, Northwestern University, Evanston
59	71.83	Groupement de Recherche en Économie Quantitative d'Aix-Marseille (GREQAM), Marseille
(60)	72.17	Research Division, Federal Reserve Bank of St. Louis, St. Louis
60	73.41	Toulouse School of Economics (TSE), Toulouse
61	73.5	Institute for the Study of Labor (IZA), Bonn
62	73.68	Department of Economics, University of Washington, Seattle
63	73.96	Department of Economics, Stanford University, Palo Alto
64	76.27	Faculty of Business and Economics, University of Melbourne, Melbourne
(65)	76.45	Finance Department, Wharton School of Business, University of Pennsylvania, Philadelphia
65	79.19	Cambridge Finance, University of Cambridge, Cambridge
66	79.44	Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität, Berlin
67	80.5	Facoltà di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia, Modena
68	80.86	Department of Economics and Related Studies, University of York, York
69	82.22	Rady School of Management, University of California-San Diego (UCSD), La Jolla
70	82.78	Economics Department, University of Essex, Colchester
71	83.47	Dipartimento di Statistica "G. Parenti", Università degli Studi di Firenze, Firenze
(72)	84.25	Dipartimento di Economia Politica, Facoltà di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia, Modena
72	85.11	Department of Economics, Johns Hopkins University, Baltimore
(73)	86.12	Department of Economics, Faculty of Business and Economics, University of Melbourne, Melbourne
73	86.99	Singapore Management University, Singapore
74	87.57	Federal Reserve Bank of Kansas City, Kansas City
(74)	87.57	Economic Research, Federal Reserve Bank of Kansas City, Kansas City
(75)	93.15	Afdeling Econometrie, Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit, Amsterdam
(75)	93.31	School of Economics, Singapore Management University, Singapore
75	96.38	Department of Economics, Queen Mary, London
76	96.75	Faculty of Economics, University of Tokyo, Tokyo
77	98.13	Economics Department, University of Arizona, Tucson
78	98.48	Department of Economics, Emory University, Atlanta
(79)	98.6	Centre for Applied Macroeconomic Analysis (CAMA), Research School of Economics, College of Business and Economics, Australian National University, Canberra
(79)	98.73	Centre for Microdata Methods and Practice (CEMMAP), Institute for Fiscal Studies (IFS), London
79	100.68	Department of Agricultural and Resource Economics, North Carolina State University, Raleigh
80	101.62	Australian School of Business, University of New South Wales, Sydney
81	103.4	Department of Economics, Rutgers University-New Brunswick, New Brunswick
(82)	103.46	Vakgroep Kwantitatieve Economie, School of Business and Economics, Maastricht University, Maastricht
82	105.22	Department of Economics, University of British Columbia, Vancouver
83	105.64	Economics, University of Manchester, Manchester
84	105.71	Department of Economics, University of Maryland, College Park
85	106.22	Dipartimento di Economia Politica, Università Commerciale Luigi Bocconi, Milano
86	108.05	Department of Economics, University of North Carolina-Chapel-Hill, Chapel Hill
87	108.42	Department of Economics, New York University, New York City
88	108.65	Département d'Économique, Université Laval, Québec
89	110.09	Solvay Brussels School of Economics and Management, Université Libre de Bruxelles, Bruxelles
(90)	112.83	Department of Economics, Tepper School of Business Administration, Carnegie Mellon University, Pittsburgh
90	112.83	Tepper School of Business Administration, Carnegie Mellon University, Pittsburgh
91	112.93	Bank of Canada, Ottawa
92	113.84	School of Business and Economics, University of Exeter, Exeter
93	113.85	Department of Statistics, University of Warwick, Coventry
(94)	116.97	European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management, Université Libre de Bruxelles, Bruxelles
94	117.82	National Bureau of Economic Research (NBER), Cambridge
95	119.14	Harvard Business School, Harvard University, Cambridge
96	119.33	Institut National de la Statistique et des Études Économiques (INSEE), Government of France, Paris
97	119.88	Department of Economics, University of California-Los Angeles (UCLA), Los Angeles
98	120.57	Department of Economics, Leicester University, Leicester
(99)	121.15	Centre de Recherche en Économie et Statistique (CREST), Institut National de la Statistique et des Études Économiques (INSEE), Government of France, Paris
99	124.49	Faculteit der Economische Wetenschappen, Universiteit van Tilburg, Tilburg
100	125.17	Department of Economics, McMaster University, Hamilton
101	126.08	Faculty of Business, Queensland University of Technology, Brisbane
(102)	126.85	Business, Government and the International Economy (BGIE) Unit, Harvard Business School, Harvard University, Cambridge
102	127.98	Department of Economics & Finance, Institut für Höhere Studien (IHS), Wien
103	128.1	Department of Economics, Birkbeck College, London
104	128.77	Goizueta Business School, Emory University, Atlanta
105	131.35	Sveriges Riksbank, Stockholm
106	131.45	Bank of England, London
107	132.95	Facoltà di Economia, Università degli Studi di Roma "Tor Vergata", Roma
(108)	135.57	Department of Economics and Econometrics, Faculty of Economics, University of Notre Dame, South Bend
108	135.57	Faculty of Economics, University of Notre Dame, South Bend
(109)	136.14	Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE), Toulouse
109	137.38	Department of Economics, Hebrew University of Jerusalem, Jerusalem
(110)	137.66	School of Economics and Finance, Faculty of Business, Queensland University of Technology, Brisbane
110	141.17	Desautels Faculty of Management, McGill University, Montréal
111	142.16	Department of Economics, George Washington University, Washington
112	142.66	Department of Economics, University of California-Riverside, Riverside
113	144.29	Innocenzo Gasparini Institute for Economic Research (IGIER), Università Commerciale Luigi Bocconi, Milano
114	144.45	Kennedy School of Government, Harvard University, Cambridge
(115)	145.05	Centre for Microeconometrics, Department of Economics, Faculty of Business and Economics, University of Melbourne, Melbourne
(115)	145.06	Research Program on Forecasting, Department of Economics, George Washington University, Washington
115	146.26	Federal Reserve Bank of Chicago, Chicago
116	146.98	Banca d'Italia, Roma
117	147.34	Institute for Research on Poverty, University of Wisconsin-Madison, Madison
118	148.89	Federal Reserve Bank of Minneapolis, Minneapolis
119	150.68	Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ), Montréal
120	152.74	Erasmus Research Institute of Management (ERIM), Erasmus Universiteit, Rotterdam
121	152.86	Harris School of Public Policy, University of Chicago, Chicago
122	154.43	HEC Montréal (École des Hautes Études Commerciales), Montréal
(123)	154.46	Institut für Statistik und Ökonometrie (ISÖ), Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität, Berlin
123	154.63	School of Economics and Finance, La Trobe University, Bundoora
124	154.77	Economics Department, Brown University, Providence
125	157.92	Wirtschaftswissenschaftlicher Fachbereich, Rheinische Friedrich-Wilhelms-Universität, Bonn
126	159.23	Booth School of Business, University of Chicago, Chicago
127	160.91	Department of Economics, Brigham Young University, Provo
128	163.82	School of Economics, Finance and Management, University of Bristol, Bristol
(129)	164.62	Dipartimento di Studi Economico-Finanziari e Metodi Quantitativi (SEFEMEQ), Facoltà di Economia, Università degli Studi di Roma "Tor Vergata", Roma
(129)	165.46	Economics Department, Stern School of Business, New York University, New York City
129	165.98	Faculty of Economics, Keio University, Tokyo
(130)	168.08	Departement Econometrie & Operations Research, Faculteit der Economische Wetenschappen, Universiteit van Tilburg, Tilburg
130	171.45	Anderson Graduate School of Management, University of California-Los Angeles (UCLA), Los Angeles
(131)	172.6	Global Economics & Management Group, Anderson Graduate School of Management, University of California-Los Angeles (UCLA), Los Angeles
131	172.91	Department of Economics, State University of New York-Albany (SUNY), Albany
132	173.29	Hoover Institution on War Revolution & Peace, Stanford University, Palo Alto

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.	2.7	Peter C. B. Phillips
3.	3.56	M Hashem Pesaran
4.	4.66	James H. Stock
5.	4.92	Robert F. Engle
6.	5.19	Donald W. K. Andrews
7.	8.29	Clive W. J. Granger †
8.	8.63	Halbert White
9.	9.05	Pierre Perron
10.	9.67	Peter Nijkamp
11.	10.98	David F. Hendry
12.	12.35	James MacKinnon
13.	13.8	Manuel Arellano
14.	14.96	Tim Bollerslev
15.	15.59	Kenneth D. West
16.	17.34	Jushan Bai
17.	17.87	Gerard J. van den Berg
18.	18.08	Christopher Sims
19.	18.53	Peter M. Robinson
20.	22.66	Guido Imbens
21.	22.95	Adrian Rodney Pagan
22.	23.04	Michael McAleer
23.	25.46	Oliver Bruce Linton
24.	26.12	Massimiliano Marcellino
25.	26.3	Peter Schmidt
26.	27.71	Soren Johansen
27.	27.92	Serena Ng
28.	28.29	Francis X. Diebold
29.	28.73	John Geweke
30.	29.25	Neil Shephard
31.	30	Richard Blundell
32.	30.56	Jean-Marie Dufour
33.	31.18	Andrew C. Harvey
34.	31.18	Russell Davidson
35.	31.35	Graham Elliott
36.	32.7	Marc Nerlove
37.	33.89	Arthur Lewbel
38.	34.82	Richard J. Smith
39.	36.59	Christian S. Gourieroux
40.	36.76	Lawrence Christiano
41.	37.84	Neil R. Ericsson
42.	40.02	Lucrezia Reichlin
43.	41.33	Timo Teräsvirta
44.	43.31	Yacine Ait-Sahalia
45.	43.6	Badi H. Baltagi
46.	45.41	Allan Timmermann
47.	47.25	Werner Ploberger
48.	48.79	Gary Koop
49.	50.44	Stephen Roy Bond
50.	51.08	Torben G. Andersen
51.	53.08	Andrew Chesher
52.	53.76	Steven Berry
53.	54.19	Helmut Lütkepohl
54.	55.22	Mario Forni
55.	55.26	Joshua D Angrist
56.	56.4	Michael Peter Clements
57.	58.54	Martin Browning
58.	59.21	Cheng Hsiao
59.	61.21	Todd Clark
60.	62.59	Kenneth Frank Wallis
61.	63.04	Robert Taylor
62.	64.04	Allan W. Gregory
63.	68.31	Timothy Vogelsang
64.	68.55	Norman Rasmus Swanson
65.	69.45	Atsushi Inoue
66.	69.95	Ole E. Barndorff-Nielsen
67.	70.06	Frank Schorfheide
68.	70.83	Richard T. Baillie
69.	71.16	Mark Steel
70.	71.3	James E. H. Davidson
71.	72.02	Chihwa Kao
72.	72.83	Alastair Hall
73.	73.18	Enrique Sentana
74.	73.28	Eric Ghysels
75.	74.31	Lutz Kilian
76.	75.28	Marco Lippi
77.	75.8	Fabio Canova
78.	76.55	Edward Vytlacil
79.	77.55	Hidehiko Ichimura
80.	80.53	Carlos Velasco
81.	82.81	Peter Reinhard Hansen
82.	83.53	Siem Jan Koopman
83.	85.26	Robert F. Stambaugh
84.	85.79	Wolfgang Karl Härdle
85.	86.34	Elie Tamer
86.	87.31	Jay Shanken
87.	90.01	Leopold Simar
88.	91.13	Marc Hallin
89.	91.16	Aman Ullah
90.	92.22	Steven N. Durlauf
91.	93.38	Roberto S. Mariano
92.	95.08	Luc Bauwens
93.	95.14	Frank Windmeijer
94.	96.17	Nelson C. Mark
95.	97.43	Geert Ridder
96.	98.17	Alberto Abadie
97.	98.83	Kenneth Train
98.	99.31	Frank Kleibergen
99.	99.37	Adonis Yatchew
100.	100.92	Michael McCracken
101.	101.09	Eric Zivot
102.	103.25	Alain Monfort
103.	104.7	Jan F. Kiviet
104.	105.43	Victor Chernozhukov
105.	106.74	Han Hong
106.	106.82	Andrew Patton
107.	110.85	Douglas Kenneth Pearce
108.	111.96	Jesus Gonzalo
109.	114.81	Hyungsik Roger Moon
110.	115.04	Masao Ogaki
111.	115.9	Marcus J. Chambers
112.	116.81	Agustin Maravall
113.	116.86	James McDonald
114.	118.24	Arnold Zellner
115.	118.73	Jeffrey Scott Racine
116.	119.29	Keisuke Hirano
117.	120.51	Terry J Fitzgerald
118.	121.88	Marcelo J. Moreira
119.	122.07	Don Harding
120.	122.39	Donggyu Sul
121.	123.95	Chris D Orme
122.	125.14	Richard Startz
123.	125.2	Willard G. Manning
124.	127.38	Zhijie Xiao
125.	129.42	Bent Nielsen
126.	129.68	Robert J. Kohn
127.	130.74	Herman K. van Dijk
128.	130.85	Kevin D. Hoover
129.	132.76	Asger Lunde
130.	132.77	Rob J Hyndman
131.	133.9	Domenico Giannone
132.	133.95	Tom McCurdy
133.	134.55	Mehmet Caner
134.	135.47	Kajal Lahiri

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.