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 September 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 1409 authors affiliated with 1372 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	1.05	Department of Economics, University of Chicago, Chicago
2	3.31	Cowles Foundation for Research in Economics, Yale University, New Haven
3	4.45	Department of Economics, University of California-San Diego (UCSD), La Jolla
4	5.7	Faculty of Economics, University of Cambridge, Cambridge
5	7.28	Department of Economics, Harvard University, Cambridge
6	7.4	Center for Research in Econometric Analysis of Time Series (CREATES), Aarhus Universitet, Aarhus
7	7.48	Stern School of Business, New York University, New York City
8	7.67	Department of Economics, Oxford University, Oxford
9	8.05	London School of Economics (LSE), London
10	8.24	Department of Economics, School of Arts and Sciences, Columbia University, New York City
11	9.3	Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit, Amsterdam
12	10.98	Economics Department, Yale University, New Haven
(13)	11.54	Economics Department, London School of Economics (LSE), London
13	14.72	Department of Economics, Boston University, Boston
14	15.67	Department of Economics, Princeton University, Princeton
15	15.88	School of Finance and Economics, University of Technology, Sydney
16	16.07	Economics Department, Queen's University, Kingston
17	16.15	Centro de Estudios Monetarios y Financieros (CEMFI), Madrid
18	17.27	Economics Department, Michigan State University, East Lansing
(19)	18.43	Afdeling Ruimtelijke Economie, Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit, Amsterdam
19	18.67	Department of Economics, University of California-Berkeley, Berkeley
20	19.31	Department of Economics, Duke University, Durham
21	19.56	Department of Economics, University of Southern California, Los Angeles
22	20.54	Department of Economics, University of Pennsylvania, Philadelphia
23	23.8	Faculteit der Economische Wetenschappen, Erasmus Universiteit, Rotterdam
(24)	24.19	Volatility Institute, Stern School of Business, New York University, New York City
24	24.77	Economics Department, University of Wisconsin-Madison, Madison
25	26.39	Fakultät für Volkswirtschaftslehre, Universität Mannheim, Mannheim
26	27.92	Department of Economics, Northwestern University, Evanston
27	28.41	Department of Economics, University of Toronto, Toronto
28	30.13	Department of Economics, Boston College, Chestnut Hill
(29)	30.86	Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit, Rotterdam
29	31.26	Department of Economics, University of Warwick, Coventry
30	32.22	ECORE, Louvain-la-Neuve/Bruxelles
31	32.34	Department of Economics, University College London (UCL), London
32	32.88	Institute for Fiscal Studies (IFS), London
(33)	36.55	Department of Economics, Business School, University of Auckland, Auckland
33	36.55	Business School, University of Auckland, Auckland
34	37.06	Wharton School of Business, University of Pennsylvania, Philadelphia
35	37.9	Economics Department, Massachusetts Institute of Technology (MIT), Cambridge
36	38.94	Faculty of Business and Economics, Monash University, Clayton
(36)	38.94	Department of Econometrics and Business Statistics, Faculty of Business and Economics, Monash University, Clayton
37	39.79	European Central Bank, Frankfurt am Main
38	39.86	Department of Economics, McGill University, Montréal
39	40.56	Department of Economics and Related Studies, University of York, York
40	41.44	Økonomisk Institut, Københavns Universitet, København
41	42.11	Center for Policy Research, Syracuse University, Syracuse
42	43.47	Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam, Amsterdam
43	45.24	Departamento de Economía, Universidad Carlos III de Madrid, Madrid
44	48.96	Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität, Berlin
45	51.48	CentER for Economic Research, Universiteit van Tilburg, Tilburg
(46)	52.11	Center for Operations Research and Econometrics (CORE), ECORE, Louvain-la-Neuve
(46)	52.22	Finance Department, Stern School of Business, New York University, New York City
46	54.64	Federal Reserve Board (Board of Governors of the Federal Reserve System), Washington
(47)	56.4	Department of Economics, London Business School (LBS), London
47	56.4	London Business School (LBS), London
48	57.86	Economics Department, University of Michigan, Ann Arbor
49	58.5	School of Business and Economics, Maastricht University, Maastricht
50	58.79	Department of Economics, European University Institute, Firenze
51	62.22	Institut für Volkswirtschaftslehre, Leuphana Universität Lüneburg, Lüneburg
52	63.66	Department of Economics, Washington University, St. Louis
53	66.81	Department of Agricultural and Resource Economics, University of Maryland, College Park
54	67.12	Oxford-Man Institute of Quantitative Finance, Oxford University, Oxford
55	67.53	Toulouse School of Economics (TSE), Toulouse
56	67.87	Economics Department, University of California-Davis, Davis
57	69.48	Tinbergen Instituut, Amsterdam
(58)	69.5	Afdeling Kwantitatieve Economie, Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam, Amsterdam
(58)	70.63	Bendheim Center for Finance, Department of Economics, Princeton University, Princeton
(58)	70.81	Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston
58	70.81	Kellogg Graduate School of Management, Northwestern University, Evanston
59	71.19	Federal Reserve Bank of St. Louis, St. Louis
(60)	71.9	Research and Statistics Group, Federal Reserve Bank of New York, New York City
60	71.9	Federal Reserve Bank of New York, New York City
61	72.12	Department of Economics, Stanford University, Palo Alto
(62)	72.65	Research Division, Federal Reserve Bank of St. Louis, St. Louis
62	73.52	School of Economics, University of Nottingham, Nottingham
63	76.89	College of Business and Economics, Australian National University, Canberra
(63)	76.89	Research School of Economics, College of Business and Economics, Australian National University, Canberra
64	77.17	Institute for the Study of Labor (IZA), Bonn
65	77.92	Cambridge Finance, University of Cambridge, Cambridge
66	78.51	Groupement de Recherche en Économie Quantitative d'Aix-Marseille (GREQAM), Marseille
67	78.97	Faculty of Business and Economics, University of Melbourne, Melbourne
68	79.3	Department of Economics, University of Washington, Seattle
69	79.64	Economics Department, University of Strathclyde, Glasgow
70	81.21	Dipartimento di Statistica "G. Parenti", Università degli Studi di Firenze, Firenze
71	82.33	Department of Economics, University of British Columbia, Vancouver
72	83.18	Economics Department, University of Essex, Colchester
73	85.42	Federal Reserve Bank of Kansas City, Kansas City
(73)	85.42	Economic Research, Federal Reserve Bank of Kansas City, Kansas City
74	86.07	Facoltà di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia, Modena
75	86.75	Rady School of Management, University of California-San Diego (UCSD), La Jolla
(76)	89.05	Centre for Microdata Methods and Practice (CEMMAP), Institute for Fiscal Studies (IFS), London
(76)	89.05	Vakgroep Kwantitatieve Economie, School of Business and Economics, Maastricht University, Maastricht
76	89.55	Department of Economics, Johns Hopkins University, Baltimore
(77)	90.83	Dipartimento di Economia Politica, Facoltà di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia, Modena
(77)	92.38	Department of Economics, Faculty of Business and Economics, University of Melbourne, Melbourne
(77)	93.83	Afdeling Econometrie, Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit, Amsterdam
(77)	95.97	Economics Group, Nuffield College, Department of Economics, Oxford University, Oxford
77	97.27	Singapore Management University, Singapore
78	97.4	Faculty of Business, Queensland University of Technology, Brisbane
79	98.76	Department of Economics, University of Maryland, College Park
80	100.66	National Bureau of Economic Research (NBER), Cambridge
81	100.86	Department of Economics, Queen Mary, London
82	101.62	Economics Department, University of Arizona, Tucson
83	104.51	Department of Agricultural and Resource Economics, North Carolina State University, Raleigh
84	104.67	Economics, University of Manchester, Manchester
85	105.61	Department of Economics, Rutgers University-New Brunswick, New Brunswick
(86)	105.8	ESRC Centre for the Microeconomic Analysis of Public Policy (CPP), Institute for Fiscal Studies (IFS), London
(86)	105.86	School of Economics, Singapore Management University, Singapore
(86)	105.91	School of Economics and Finance, Faculty of Business, Queensland University of Technology, Brisbane
(86)	106.14	Institut für Statistik und Ökonometrie (ISÖ), Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität, Berlin
(86)	109.14	Department of Economics, Tepper School of Business Administration, Carnegie Mellon University, Pittsburgh
86	109.14	Tepper School of Business Administration, Carnegie Mellon University, Pittsburgh
(87)	109.6	Finance Department, Wharton School of Business, University of Pennsylvania, Philadelphia
87	110.32	Dipartimento di Economia Politica, Università Commerciale Luigi Bocconi, Milano
88	111.28	Département d'Économique, Université Laval, Québec
89	111.82	Department of Economics, New York University, New York City
90	111.92	Department of Economics, Emory University, Atlanta
91	114.88	Department of Economics, University of North Carolina-Chapel-Hill, Chapel Hill
92	117.57	Institut National de la Statistique et des Études Économiques (INSEE), Government of France, Paris
93	118.02	School of Business and Economics, University of Exeter, Exeter
94	119.54	Department of Statistics, University of Warwick, Coventry
(95)	119.62	Centre de Recherche en Économie et Statistique (CREST), Institut National de la Statistique et des Études Économiques (INSEE), Government of France, Paris
95	120.37	Harvard Business School, Harvard University, Cambridge
96	123.11	Department of Economics, University of California-Los Angeles (UCLA), Los Angeles
97	126.67	Bank of Canada, Ottawa
98	126.71	Department of Economics, McMaster University, Hamilton
99	127.74	Sveriges Riksbank, Stockholm
(100)	127.86	Business, Government and the International Economy (BGIE) Unit, Harvard Business School, Harvard University, Cambridge
100	128.32	Department of Economics, Leicester University, Leicester
101	128.75	Federal Reserve Bank of Minneapolis, Minneapolis
(102)	128.81	Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE), Toulouse
102	128.94	Facoltà di Economia, Università degli Studi di Roma "Tor Vergata", Roma
103	129.18	Australian School of Business, University of New South Wales, Sydney
104	129.37	Department of Economics & Finance, Institut für Höhere Studien (IHS), Wien
105	130.31	Faculty of Economics, University of Tokyo, Tokyo
106	130.69	Department of Economics, Hebrew University of Jerusalem, Jerusalem
107	130.95	Department of Economics, Birkbeck College, London
108	131.29	Bank of England, London
109	131.48	Faculteit der Economische Wetenschappen, Universiteit van Tilburg, Tilburg
110	135.9	Economics Department, Georgetown University, Washington
111	137.92	Kennedy School of Government, Harvard University, Cambridge
112	138.55	Goizueta Business School, Emory University, Atlanta
113	139.01	Federal Reserve Bank of Chicago, Chicago
(114)	140.92	Centre for Applied Macroeconomic Analysis (CAMA), Research School of Economics, College of Business and Economics, Australian National University, Canberra
114	142.7	Department of Economics, University of California-Riverside, Riverside
115	143.92	Desautels Faculty of Management, McGill University, Montréal
116	144.13	School of Economics, Finance and Management, University of Bristol, Bristol
117	144.28	Institute for Research on Poverty, University of Wisconsin-Madison, Madison
118	144.98	Banca d'Italia, Roma
119	146.49	Rimini Center for Economic Analysis (RCEA), Rimini
(120)	146.73	Centre for Microeconometrics, Department of Economics, Faculty of Business and Economics, University of Melbourne, Melbourne
120	148.58	Department of Economics, George Washington University, Washington
121	149.02	Innocenzo Gasparini Institute for Economic Research (IGIER), Università Commerciale Luigi Bocconi, Milano
122	149.3	School of Economics and Finance, La Trobe University, Bundoora
123	149.42	HEC Montréal (École des Hautes Études Commerciales), Montréal
(124)	151.12	Research Program on Forecasting, Department of Economics, George Washington University, Washington
124	153.83	Economics Department, Brown University, Providence
(125)	154.31	Econometrics Laboratory, Department of Economics, University of California-Berkeley, Berkeley
125	155.05	Department of Economics, University of Notre Dame, South Bend
126	156.39	Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ), Montréal
(127)	157.9	Dipartimento di Studi Economico-Finanziari e Metodi Quantitativi (SEFEMEQ), Facoltà di Economia, Università degli Studi di Roma "Tor Vergata", Roma
127	161.43	Department of Economics, Brigham Young University, Provo
128	161.51	Wirtschaftswissenschaftlicher Fachbereich, Rheinische Friedrich-Wilhelms-Universität, Bonn
129	165.81	Harris School of Public Policy, University of Chicago, Chicago
(130)	167.83	Departement Econometrie & Operations Research, Faculteit der Economische Wetenschappen, Universiteit van Tilburg, Tilburg
130	168	Solvay Brussels School of Economics and Management, Université Libre de Bruxelles, Bruxelles
131	168.81	Department of Economics, University of Illinois at Urbana-Champaign, Urbana-Champaign
(132)	169.54	Economics Department, Stern School of Business, New York University, New York City
132	173.58	Volkswirtschaftliche Abteilung, Universität St. Gallen, Sankt Gallen
133	176.31	Faculty of Economics, Keio University, Tokyo
134	176.99	Erasmus Research Institute of Management (ERIM), Erasmus Universiteit, Rotterdam
135	178.75	Anderson Graduate School of Management, University of California-Los Angeles (UCLA), Los Angeles
136	178.79	Economics, University of Texas-Dallas, Dallas
137	178.82	Department of Economics, State University of New York-Albany (SUNY), Albany

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.	1.14	James J. Heckman
2.	2.94	Peter C. B. Phillips
3.	3.38	M Hashem Pesaran
4.	4.52	James H. Stock
5.	5.12	Donald W. K. Andrews
6.	5.55	Robert F. Engle
7.	9.07	Pierre Perron
8.	9.55	Halbert White
9.	9.55	Clive W. J. Granger †
10.	10	Peter Nijkamp
11.	12.98	David F. Hendry
12.	13.3	Manuel Arellano
13.	13.84	James MacKinnon
14.	14.97	Kenneth D. West
15.	14.98	Tim Bollerslev
16.	16.75	Jushan Bai
17.	17.15	Michael McAleer
18.	17.55	Gerard J. van den Berg
19.	17.67	Christopher Sims
20.	19.08	Peter M. Robinson
21.	20.05	John Geweke
22.	22.4	Guido Imbens
23.	24.07	Adrian Rodney Pagan
24.	26.02	Massimiliano Marcellino
25.	26.53	Oliver Bruce Linton
26.	26.78	Soren Johansen
27.	27.01	Lars Peter Hansen
28.	27.7	Peter Schmidt
29.	28.46	Serena Ng
30.	29.27	Francis X. Diebold
31.	30.95	Andrew C. Harvey
32.	31.65	Neil Shephard
33.	32.81	Jean-Marie Dufour
34.	32.84	Arthur Lewbel
35.	33.1	Richard Blundell
36.	34.19	Marc Nerlove
37.	34.25	Lucrezia Reichlin
38.	34.42	Russell Davidson
39.	35.24	Graham Elliott
40.	35.92	Wolfgang Karl Härdle
41.	36.67	Richard J. Smith
42.	37.06	Christian S. Gourieroux
43.	40.94	Lawrence J. Christiano
44.	41.51	Neil R. Ericsson
45.	43.71	Timo Teräsvirta
46.	44.17	Badi H. Baltagi
47.	44.61	Joshua D Angrist
48.	46.09	James Hamilton
49.	46.31	Yacine Ait-Sahalia
50.	49.43	Allan Timmermann
51.	50.66	Stephen Roy Bond
52.	51.28	Werner Ploberger
53.	51.32	Torben G. Andersen
54.	51.52	Gary Koop
55.	52.03	Michael Peter Clements
56.	52.76	Andrew Chesher
57.	53.8	Leslie George Godfrey
58.	57.54	Helmut Lütkepohl
59.	57.56	Steven Berry
60.	60.03	Martin Browning
61.	62.28	Todd Clark
62.	62.47	Mario Forni
63.	62.82	Cheng Hsiao
64.	64.5	Marc Hallin
65.	64.57	Kenneth Frank Wallis
66.	64.77	Ole E. Barndorff-Nielsen
67.	66.6	Robert Taylor
68.	70.13	Allan W. Gregory
69.	72.04	Frank Schorfheide
70.	72.2	Lutz Kilian
71.	72.42	Norman Rasmus Swanson
72.	73.81	Enrique Sentana
73.	74.42	Atsushi Inoue
74.	74.42	Timothy Vogelsang
75.	75.68	Alastair Hall
76.	76.19	James E. H. Davidson
77.	76.31	Mark Steel
78.	78.1	Marco Lippi
79.	78.61	Chihwa Kao
80.	78.77	Richard T. Baillie
81.	79.3	Fabio Canova
82.	79.66	Eric Ghysels
83.	81.6	Frank Windmeijer
84.	82.6	Hidehiko Ichimura
85.	82.89	Siem Jan Koopman
86.	83.42	Frank Kleibergen
87.	85.25	Carlos Velasco
88.	85.44	Leopold Simar
89.	85.68	Elie Tamer
90.	86.81	Edward Vytlacil
91.	90.96	Peter Reinhard Hansen
92.	92.06	Robert F. Stambaugh
93.	92.43	Luc Bauwens
94.	93.76	Aman Ullah
95.	94.11	Steven N. Durlauf
96.	95.71	Roberto S. Mariano
97.	96.04	Jay Shanken
98.	97.35	Han Hong
99.	99.07	Thomas Lemieux
100.	99.69	Victor Chernozhukov
101.	100.84	Alberto Abadie
102.	103.1	Michael McCracken
103.	103.37	Geert Ridder
104.	107.4	Kenneth Train
105.	109.55	Alain Monfort
106.	110.54	Jan F. Kiviet
107.	111.46	Nelson C. Mark
108.	111.47	Eric Zivot
109.	111.79	Agustin Maravall
110.	113.62	Douglas Kenneth Pearce
111.	115.06	Jesus Gonzalo
112.	115.09	Adonis Yatchew
113.	117.01	Marcus J. Chambers
114.	118.9	Don Harding
115.	122.91	James McDonald
116.	123.29	Jean-Michel Zakoian
117.	124.82	Masao Ogaki
118.	125.13	Domenico Giannone
119.	125.15	Hyungsik Roger Moon
120.	125.46	Jeffrey Scott Racine
121.	125.57	Terry J Fitzgerald
122.	125.61	Keisuke Hirano
123.	126.28	Donggyu Sul
124.	128.7	Andrew Patton
125.	128.97	Chris D Orme
126.	130.28	Bent Nielsen
127.	131.41	Willard G. Manning
128.	132.17	Tommaso Proietti
129.	133.07	Herman K. van Dijk
130.	133.35	Marcelo J. Moreira
131.	134.09	Richard Startz
132.	135.39	Zhijie Xiao
133.	138.16	Robert J. Kohn
134.	138.5	Kajal Lahiri
135.	139.5	Kevin D. Hoover
136.	142.02	Morten Ørregaard Nielsen
137.	142.08	Giorgio Calzolari
138.	144.29	João M.C. Santos Silva
139.	146.03	Jonathan H. Wright
140.	146.28	Asger Lunde

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.