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 June 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 1349 authors affiliated with 1332 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	1.16	Department of Economics, University of Chicago, Chicago
2	2.84	Cowles Foundation for Research in Economics, Yale University, New Haven
3	4.46	Department of Economics, University of California-San Diego (UCSD), La Jolla
4	5.62	Department of Economics, Oxford University, Oxford
5	5.88	Faculty of Economics, University of Cambridge, Cambridge
6	6.8	Stern School of Business, New York University, New York City
7	7.23	Department of Economics, Harvard University, Cambridge
8	8.07	Center for Research in Econometric Analysis of Time Series (CREATES), Aarhus Universitet, Aarhus
9	8.34	London School of Economics (LSE), London
10	8.96	Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit, Amsterdam
11	9.11	Department of Economics, School of Arts and Sciences, Columbia University, New York City
12	12.25	Economics Department, Yale University, New Haven
(13)	12.55	Economics Department, London School of Economics (LSE), London
13	14.15	Economics Department, Queen's University, Kingston
14	14.45	Department of Economics, Boston University, Boston
15	15.76	Department of Economics, Princeton University, Princeton
16	16.97	Centro de Estudios Monetarios y Financieros (CEMFI), Madrid
17	17.23	Economics Department, Michigan State University, East Lansing
18	18.88	Department of Economics, University of Southern California, Los Angeles
19	19.16	Department of Economics, Duke University, Durham
20	19.94	Department of Economics, University of California-Berkeley, Berkeley
(21)	20.11	Afdeling Ruimtelijke Economie, Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit, Amsterdam
21	20.48	School of Finance and Economics, University of Technology, Sydney
(22)	20.89	Volatility Institute, Stern School of Business, New York University, New York City
22	22.99	Department of Economics, University of Pennsylvania, Philadelphia
23	23.42	Economics Department, University of Wisconsin-Madison, Madison
24	25.51	Department of Economics, Northwestern University, Evanston
25	26.04	Fakultät für Volkswirtschaftslehre, Universität Mannheim, Mannheim
26	26.22	Department of Economics, University of Toronto, Toronto
27	28.93	Faculteit der Economische Wetenschappen, Erasmus Universiteit, Rotterdam
28	29.75	Department of Economics, University College London (UCL), London
29	30.29	Department of Economics, University of Warwick, Coventry
30	30.62	Department of Economics, Boston College, Chestnut Hill
31	34.49	ECORE, Louvain-la-Neuve/Bruxelles
32	35.36	Wharton School of Business, University of Pennsylvania, Philadelphia
(33)	35.37	Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit, Rotterdam
33	36.03	Faculty of Business and Economics, Monash University, Clayton
(33)	36.03	Department of Econometrics and Business Statistics, Faculty of Business and Economics, Monash University, Clayton
34	36.81	Institute for Fiscal Studies (IFS), London
35	37.95	Department of Economics, McGill University, Montréal
36	38.92	Economics Department, Massachusetts Institute of Technology (MIT), Cambridge
37	39.58	Center for Policy Research, Syracuse University, Syracuse
(38)	39.64	Department of Economics, Business School, University of Auckland, Auckland
38	39.64	Business School, University of Auckland, Auckland
39	40.46	European Central Bank, Frankfurt am Main
40	42.41	Økonomisk Institut, Københavns Universitet, København
41	42.75	Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam, Amsterdam
42	43.78	Departamento de Economía, Universidad Carlos III de Madrid, Madrid
(43)	45.99	Economics Group, Nuffield College, Department of Economics, Oxford University, Oxford
43	46.57	Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität, Berlin
(44)	48.84	Finance Department, Stern School of Business, New York University, New York City
44	52.38	CentER for Economic Research, Universiteit van Tilburg, Tilburg
45	52.83	Federal Reserve Board (Board of Governors of the Federal Reserve System), Washington
(46)	55.31	Center for Operations Research and Econometrics (CORE), ECORE, Louvain-la-Neuve
46	57.72	Department of Economics, European University Institute, Firenze
(47)	58.75	Department of Economics, London Business School (LBS), London
47	58.75	London Business School (LBS), London
48	59.94	Department of Economics, Washington University, St. Louis
49	60.07	Economics Department, University of Michigan, Ann Arbor
50	64.36	Tinbergen Instituut, Amsterdam
51	64.58	Department of Agricultural and Resource Economics, University of Maryland, College Park
52	66.3	School of Business and Economics, Maastricht University, Maastricht
53	67.5	Economics Department, University of California-Davis, Davis
(54)	67.53	Bendheim Center for Finance, Department of Economics, Princeton University, Princeton
54	68.59	School of Economics, University of Nottingham, Nottingham
(55)	69.15	Research and Statistics Group, Federal Reserve Bank of New York, New York City
55	69.15	Federal Reserve Bank of New York, New York City
(56)	69.21	Afdeling Kwantitatieve Economie, Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam, Amsterdam
56	69.52	Federal Reserve Bank of St. Louis, St. Louis
57	69.8	Toulouse School of Economics (TSE), Toulouse
(58)	70.74	Research Division, Federal Reserve Bank of St. Louis, St. Louis
58	70.96	Economics Department, University of Strathclyde, Glasgow
59	71.37	Groupement de Recherche en Économie Quantitative d'Aix-Marseille (GREQAM), Marseille
(60)	72.05	Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston
60	72.05	Kellogg Graduate School of Management, Northwestern University, Evanston
61	73.88	Department of Economics, Stanford University, Palo Alto
62	74.44	Institute for the Study of Labor (IZA), Bonn
63	75	Department of Economics, University of Washington, Seattle
64	76.73	College of Business and Economics, Australian National University, Canberra
(64)	76.73	Research School of Economics, College of Business and Economics, Australian National University, Canberra
65	77.17	Economics Department, University of Essex, Colchester
66	77.59	Faculty of Business and Economics, University of Melbourne, Melbourne
67	79.07	Cambridge Finance, University of Cambridge, Cambridge
68	81.6	Rady School of Management, University of California-San Diego (UCSD), La Jolla
69	82.45	Facoltà di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia, Modena
70	83.75	Department of Economics and Related Studies, University of York, York
71	84.58	Federal Reserve Bank of Kansas City, Kansas City
(71)	84.58	Economic Research, Federal Reserve Bank of Kansas City, Kansas City
72	85.39	Department of Economics, Johns Hopkins University, Baltimore
(73)	86.09	Dipartimento di Economia Politica, Facoltà di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia, Modena
73	87.08	Dipartimento di Statistica "G. Parenti", Università degli Studi di Firenze, Firenze
(74)	89.45	Afdeling Econometrie, Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit, Amsterdam
(74)	89.48	Department of Economics, Faculty of Business and Economics, University of Melbourne, Melbourne
74	90.14	Singapore Management University, Singapore
75	94.99	Faculty of Economics, University of Tokyo, Tokyo
(76)	95.79	Centre for Microdata Methods and Practice (CEMMAP), Institute for Fiscal Studies (IFS), London
76	96.71	Department of Economics, University of British Columbia, Vancouver
(77)	96.96	School of Economics, Singapore Management University, Singapore
77	97.32	National Bureau of Economic Research (NBER), Cambridge
78	97.71	Faculty of Business, Queensland University of Technology, Brisbane
79	98.5	Department of Economics, Queen Mary, London
80	99.33	Economics Department, University of Arizona, Tucson
(81)	100.82	Institut für Statistik und Ökonometrie (ISÖ), Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität, Berlin
81	101.48	Department of Economics, Emory University, Atlanta
82	101.54	Department of Economics, Rutgers University-New Brunswick, New Brunswick
83	103.18	Department of Agricultural and Resource Economics, North Carolina State University, Raleigh
84	104.25	Dipartimento di Economia Politica, Università Commerciale Luigi Bocconi, Milano
(85)	104.6	School of Economics and Finance, Faculty of Business, Queensland University of Technology, Brisbane
(85)	104.89	Vakgroep Kwantitatieve Economie, School of Business and Economics, Maastricht University, Maastricht
(85)	105.77	Finance Department, Wharton School of Business, University of Pennsylvania, Philadelphia
85	106.91	Economics, University of Manchester, Manchester
86	107.08	Department of Economics, University of Maryland, College Park
87	109.7	Department of Economics, University of North Carolina-Chapel-Hill, Chapel Hill
88	110.3	Institut National de la Statistique et des Études Économiques (INSEE), Government of France, Paris
89	110.47	Department of Economics, New York University, New York City
90	111.67	Département d'Économique, Université Laval, Québec
(91)	112.6	Centre de Recherche en Économie et Statistique (CREST), Institut National de la Statistique et des Études Économiques (INSEE), Government of France, Paris
(91)	113	Department of Economics, Tepper School of Business Administration, Carnegie Mellon University, Pittsburgh
91	113	Tepper School of Business Administration, Carnegie Mellon University, Pittsburgh
92	114.98	Department of Statistics, University of Warwick, Coventry
93	115.9	School of Business and Economics, University of Exeter, Exeter
94	118.02	Harvard Business School, Harvard University, Cambridge
95	120.32	Department of Economics, University of California-Los Angeles (UCLA), Los Angeles
96	121.22	Faculteit der Economische Wetenschappen, Universiteit van Tilburg, Tilburg
97	121.51	Federal Reserve Bank of Minneapolis, Minneapolis
98	124.38	Department of Economics, McMaster University, Hamilton
99	124.86	Department of Economics, Leicester University, Leicester
(100)	125.83	Business, Government and the International Economy (BGIE) Unit, Harvard Business School, Harvard University, Cambridge
100	127.68	Department of Economics, Birkbeck College, London
101	127.86	Australian School of Business, University of New South Wales, Sydney
102	128.51	Department of Economics & Finance, Institut für Höhere Studien (IHS), Wien
103	129.41	Facoltà di Economia, Università degli Studi di Roma "Tor Vergata", Roma
(104)	129.88	Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE), Toulouse
104	129.93	Department of Economics, Hebrew University of Jerusalem, Jerusalem
105	131.02	Bank of Canada, Ottawa
106	131.96	Sveriges Riksbank, Stockholm
107	132.33	Bank of England, London
108	134.9	Goizueta Business School, Emory University, Atlanta
109	136	Economics Department, Georgetown University, Washington
(110)	136.42	Department of Economics and Econometrics, Faculty of Economics, University of Notre Dame, South Bend
110	136.42	Faculty of Economics, University of Notre Dame, South Bend
111	140.34	Institute for Research on Poverty, University of Wisconsin-Madison, Madison
112	141.3	Department of Economics, University of California-Riverside, Riverside
(113)	142.59	Centre for Applied Macroeconomic Analysis (CAMA), Research School of Economics, College of Business and Economics, Australian National University, Canberra
113	143.67	Desautels Faculty of Management, McGill University, Montréal
114	143.93	Innocenzo Gasparini Institute for Economic Research (IGIER), Università Commerciale Luigi Bocconi, Milano
115	144	Kennedy School of Government, Harvard University, Cambridge
116	144.62	Federal Reserve Bank of Chicago, Chicago
(117)	144.89	Centre for Microeconometrics, Department of Economics, Faculty of Business and Economics, University of Melbourne, Melbourne
117	145.63	Department of Economics, George Washington University, Washington
118	147.64	Banca d'Italia, Roma
(119)	148.71	Research Program on Forecasting, Department of Economics, George Washington University, Washington
119	150.86	HEC Montréal (École des Hautes Études Commerciales), Montréal
120	151.07	School of Economics and Finance, La Trobe University, Bundoora
121	152.32	Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ), Montréal
122	152.64	Erasmus Research Institute of Management (ERIM), Erasmus Universiteit, Rotterdam
123	154.03	Harris School of Public Policy, University of Chicago, Chicago
124	154.32	Economics Department, Brown University, Providence
125	155.02	Rimini Center for Economic Analysis (RCEA), Rimini
126	158.51	Wirtschaftswissenschaftlicher Fachbereich, Rheinische Friedrich-Wilhelms-Universität, Bonn
(127)	158.57	Dipartimento di Studi Economico-Finanziari e Metodi Quantitativi (SEFEMEQ), Facoltà di Economia, Università degli Studi di Roma "Tor Vergata", Roma
127	161.08	Booth School of Business, University of Chicago, Chicago
128	163.97	Department of Economics, Brigham Young University, Provo
129	164.26	School of Economics, Finance and Management, University of Bristol, Bristol
(130)	166.65	Departement Econometrie & Operations Research, Faculteit der Economische Wetenschappen, Universiteit van Tilburg, Tilburg
(130)	168.02	Economics Department, Stern School of Business, New York University, New York City
130	171.27	Faculty of Economics, Keio University, Tokyo
131	171.63	Department of Economics, State University of New York-Albany (SUNY), Albany
132	173.26	Department of Economics, University of Illinois at Urbana-Champaign, Urbana-Champaign
133	173.4	Anderson Graduate School of Management, University of California-Los Angeles (UCLA), Los Angeles

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.	2.74	Peter C. B. Phillips
3.	3.53	M Hashem Pesaran
4.	4.58	James H. Stock
5.	4.93	Robert F. Engle
6.	5.26	Donald W. K. Andrews
7.	8.45	Clive W. J. Granger †
8.	8.69	Halbert White
9.	9.18	Pierre Perron
10.	9.82	Peter Nijkamp
11.	11.81	David F. Hendry
12.	12.47	James MacKinnon
13.	13.67	Manuel Arellano
14.	14.72	Tim Bollerslev
15.	15.42	Kenneth D. West
16.	17.23	Jushan Bai
17.	17.88	Gerard J. van den Berg
18.	18	Christopher Sims
19.	18.82	Peter M. Robinson
20.	22.54	Michael McAleer
21.	23	Guido Imbens
22.	23.75	Adrian Rodney Pagan
23.	26.1	Massimiliano Marcellino
24.	26.75	Oliver Bruce Linton
25.	27.28	Lars Peter Hansen
26.	27.7	Peter Schmidt
27.	28.41	Serena Ng
28.	28.78	Soren Johansen
29.	29.64	Francis X. Diebold
30.	30.07	John Geweke
31.	30.15	Richard Blundell
32.	30.2	Neil Shephard
33.	32.14	Graham Elliott
34.	32.39	Russell Davidson
35.	32.67	Andrew C. Harvey
36.	33	Jean-Marie Dufour
37.	33.4	Arthur Lewbel
38.	33.92	Marc Nerlove
39.	34.61	Wolfgang Karl Härdle
40.	35.67	Lucrezia Reichlin
41.	36.01	Richard J. Smith
42.	36.66	Christian S. Gourieroux
43.	38.2	Lawrence Christiano
44.	39.58	Neil R. Ericsson
45.	42.24	Badi H. Baltagi
46.	43.1	Timo Teräsvirta
47.	44.21	Yacine Ait-Sahalia
48.	46.28	Allan Timmermann
49.	48.77	Werner Ploberger
50.	49.45	Joshua D Angrist
51.	49.95	Stephen Roy Bond
52.	50.52	Michael Peter Clements
53.	50.74	Gary Koop
54.	53.14	Torben G. Andersen
55.	54.33	Andrew Chesher
56.	55.16	Helmut Lütkepohl
57.	56.93	Steven Berry
58.	58.9	Mario Forni
59.	60.62	Martin Browning
60.	60.94	Cheng Hsiao
61.	61.68	Todd Clark
62.	63.6	Kenneth Frank Wallis
63.	65.62	Robert Taylor
64.	66.14	Allan W. Gregory
65.	68.68	Marc Hallin
66.	69.93	Ole E. Barndorff-Nielsen
67.	70.55	Norman Rasmus Swanson
68.	70.56	Frank Schorfheide
69.	71.33	Timothy Vogelsang
70.	74.02	Richard T. Baillie
71.	74.02	Mark Steel
72.	74.04	Atsushi Inoue
73.	75.12	James E. H. Davidson
74.	75.25	Alastair Hall
75.	76.04	Eric Ghysels
76.	76.08	Enrique Sentana
77.	76.6	Lutz Kilian
78.	76.6	Chihwa Kao
79.	76.65	Fabio Canova
80.	76.86	Marco Lippi
81.	78.89	Edward Vytlacil
82.	78.93	Hidehiko Ichimura
83.	80.21	Siem Jan Koopman
84.	81.45	Carlos Velasco
85.	85.55	Peter Reinhard Hansen
86.	86.93	Elie Tamer
87.	88.24	Steven N. Durlauf
88.	90.61	Robert F. Stambaugh
89.	91.57	Aman Ullah
90.	93.04	Leopold Simar
91.	93.84	Jay Shanken
92.	95.58	Roberto S. Mariano
93.	96.17	Frank Windmeijer
94.	96.47	Luc Bauwens
95.	98.53	Nelson C. Mark
96.	99.43	Michael McCracken
97.	100.21	Alberto Abadie
98.	101.18	Victor Chernozhukov
99.	101.58	Adonis Yatchew
100.	101.72	Geert Ridder
101.	103.19	Kenneth Train
102.	103.35	Thomas Lemieux
103.	103.99	Frank Kleibergen
104.	105.59	Alain Monfort
105.	106.67	Eric Zivot
106.	108.83	Han Hong
107.	109.58	Jan F. Kiviet
108.	111.02	Marcus J. Chambers
109.	111.66	Andrew Patton
110.	113.08	Jesus Gonzalo
111.	114.13	Douglas Kenneth Pearce
112.	119.65	Arnold Zellner
113.	120.47	Agustin Maravall
114.	120.59	James McDonald
115.	120.62	Jeffrey Scott Racine
116.	120.76	Masao Ogaki
117.	121.32	Hyungsik Roger Moon
118.	121.46	Don Harding
119.	121.78	Keisuke Hirano
120.	122.65	Terry J Fitzgerald
121.	124.07	Marcelo J. Moreira
122.	124.12	Donggyu Sul
123.	124.56	Jean-Michel Zakoian
124.	127.54	Richard Startz
125.	128.34	Willard G. Manning
126.	128.39	Chris D Orme
127.	130.83	Zhijie Xiao
128.	131.4	Kajal Lahiri
129.	132.14	Kevin D. Hoover
130.	133.31	Tommaso Proietti
131.	133.91	Herman K. van Dijk
132.	134.36	Bent Nielsen
133.	134.99	Mehmet Caner
134.	135.68	Domenico Giannone

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.