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 October 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 1421 authors affiliated with 1385 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	1.08	Department of Economics, University of Chicago, Chicago
2	2.8	Cowles Foundation for Research in Economics, Yale University, New Haven
3	4.81	Department of Economics, University of California-San Diego (UCSD), La Jolla
4	5.49	Faculty of Economics, University of Cambridge, Cambridge
5	7.28	Department of Economics, Harvard University, Cambridge
6	7.65	Stern School of Business, New York University, New York City
7	7.68	Department of Economics, Oxford University, Oxford
8	7.82	Center for Research in Econometric Analysis of Time Series (CREATES), Aarhus Universitet, Aarhus
9	8.35	London School of Economics (LSE), London
10	8.56	Department of Economics, School of Arts and Sciences, Columbia University, New York City
11	9.05	Economics Department, Yale University, New Haven
12	9.29	Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit, Amsterdam
(13)	11.84	Economics Department, London School of Economics (LSE), London
13	14.81	Department of Economics, Boston University, Boston
14	16.01	Department of Economics, Princeton University, Princeton
15	16.21	Economics Department, Queen's University, Kingston
16	16.61	School of Finance and Economics, University of Technology, Sydney
17	16.7	Centro de Estudios Monetarios y Financieros (CEMFI), Madrid
18	18.08	Economics Department, Michigan State University, East Lansing
19	19.09	Department of Economics, University of California-Berkeley, Berkeley
(20)	19.26	Afdeling Ruimtelijke Economie, Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit, Amsterdam
20	19.87	Department of Economics, University of Southern California, Los Angeles
21	19.99	Department of Economics, Duke University, Durham
22	20.44	Department of Economics, University of Pennsylvania, Philadelphia
(23)	24.1	Volatility Institute, Stern School of Business, New York University, New York City
23	24.65	Economics Department, University of Wisconsin-Madison, Madison
(24)	25.67	Department of Economics, Business School, University of Auckland, Auckland
24	25.67	Business School, University of Auckland, Auckland
25	26.61	Fakultät für Volkswirtschaftslehre, Universität Mannheim, Mannheim
26	27.85	Department of Economics, Northwestern University, Evanston
27	29.05	Department of Economics, University of Toronto, Toronto
28	30.97	Department of Economics, Boston College, Chestnut Hill
29	31.02	Institut für Volkswirtschaftslehre, Johannes-Kepler-Universität, Linz
30	31.72	Department of Economics, University of Warwick, Coventry
31	32.03	ECORE, Louvain-la-Neuve/Bruxelles
32	33.46	Department of Economics, University College London (UCL), London
33	33.88	Institute for Fiscal Studies (IFS), London
34	36.99	Wharton School of Business, University of Pennsylvania, Philadelphia
35	38.19	Economics Department, Massachusetts Institute of Technology (MIT), Cambridge
36	39.28	European Central Bank, Frankfurt am Main
37	40.02	Faculty of Business and Economics, Monash University, Clayton
(37)	40.02	Department of Econometrics and Business Statistics, Faculty of Business and Economics, Monash University, Clayton
38	40.36	Department of Economics and Related Studies, University of York, York
39	40.5	Department of Economics, McGill University, Montréal
40	43.31	Center for Policy Research, Syracuse University, Syracuse
41	43.6	Økonomisk Institut, Københavns Universitet, København
42	43.72	Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam, Amsterdam
43	45.11	Departamento de Economía, Universidad Carlos III de Madrid, Madrid
44	47.31	Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität, Berlin
45	51.72	Department of Economics, University of Kansas, Lawrence
46	51.95	CentER for Economic Research, Universiteit van Tilburg, Tilburg
47	53.49	Faculteit der Economische Wetenschappen, Erasmus Universiteit, Rotterdam
(48)	54.03	Finance Department, Stern School of Business, New York University, New York City
48	54.13	Federal Reserve Board (Board of Governors of the Federal Reserve System), Washington
(49)	54.21	Center for Operations Research and Econometrics (CORE), ECORE, Louvain-la-Neuve
49	57.07	Department of Economics, European University Institute, Firenze
(50)	58.21	Department of Economics, London Business School (LBS), London
50	58.21	London Business School (LBS), London
51	59.12	School of Business and Economics, Maastricht University, Maastricht
52	59.52	Economics Department, University of Michigan, Ann Arbor
53	63.1	Institut für Volkswirtschaftslehre, Leuphana Universität Lüneburg, Lüneburg
54	65.24	Department of Economics, Washington University, St. Louis
55	68.76	Economics Department, University of California-Davis, Davis
56	68.97	Toulouse School of Economics (TSE), Toulouse
57	69.28	Department of Agricultural and Resource Economics, University of Maryland, College Park
58	69.39	Oxford-Man Institute of Quantitative Finance, Oxford University, Oxford
(59)	69.81	Afdeling Kwantitatieve Economie, Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam, Amsterdam
(59)	70.22	Bendheim Center for Finance, Department of Economics, Princeton University, Princeton
59	70.61	Federal Reserve Bank of St. Louis, St. Louis
(60)	71.7	Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit, Rotterdam
(60)	72.03	Research Division, Federal Reserve Bank of St. Louis, St. Louis
(60)	72.29	Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston
60	72.29	Kellogg Graduate School of Management, Northwestern University, Evanston
61	72.66	Department of Economics, Stanford University, Palo Alto
(62)	73.39	Research and Statistics Group, Federal Reserve Bank of New York, New York City
62	73.39	Federal Reserve Bank of New York, New York City
63	73.58	School of Economics, University of Nottingham, Nottingham
64	75.96	Institute of Economic Research, Kyoto University, Kyoto
65	76.52	Economics Department, University of Essex, Colchester
66	78.02	Institute for the Study of Labor (IZA), Bonn
67	78.19	College of Business and Economics, Australian National University, Canberra
(67)	78.19	Research School of Economics, College of Business and Economics, Australian National University, Canberra
68	78.62	Groupement de Recherche en Économie Quantitative d'Aix-Marseille (GREQAM), Marseille
69	79.51	Cambridge Finance, University of Cambridge, Cambridge
70	80.36	Economics Department, University of Strathclyde, Glasgow
71	81.56	Faculty of Business and Economics, University of Melbourne, Melbourne
72	81.75	Department of Economics, University of Washington, Seattle
73	82.08	Dipartimento di Statistica "G. Parenti", Università degli Studi di Firenze, Firenze
74	82.33	Department of Economics, University of British Columbia, Vancouver
75	84.18	Tinbergen Instituut, Amsterdam
76	86.36	Facoltà di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia, Modena
77	88.08	Federal Reserve Bank of Kansas City, Kansas City
(77)	88.08	Economic Research, Federal Reserve Bank of Kansas City, Kansas City
78	89.67	Rady School of Management, University of California-San Diego (UCSD), La Jolla
79	90.62	Department of Economics, Johns Hopkins University, Baltimore
(80)	91.14	Vakgroep Kwantitatieve Economie, School of Business and Economics, Maastricht University, Maastricht
(80)	91.52	Dipartimento di Economia Politica, Facoltà di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia, Modena
(80)	92.65	Economics Group, Nuffield College, Department of Economics, Oxford University, Oxford
(80)	92.89	Centre for Microdata Methods and Practice (CEMMAP), Institute for Fiscal Studies (IFS), London
(80)	96.23	Department of Economics, Faculty of Business and Economics, University of Melbourne, Melbourne
(80)	96.24	Afdeling Econometrie, Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit, Amsterdam
80	99.09	Faculty of Business, Queensland University of Technology, Brisbane
81	102.04	Singapore Management University, Singapore
82	102.88	Department of Economics, University of Maryland, College Park
83	104.46	Department of Agricultural and Resource Economics, North Carolina State University, Raleigh
84	105.39	Department of Economics, Queen Mary, London
(85)	106.59	Institut für Statistik und Ökonometrie (ISÖ), Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität, Berlin
(85)	106.82	School of Economics and Finance, Faculty of Business, Queensland University of Technology, Brisbane
85	107.23	Economics Department, University of Arizona, Tucson
(86)	108.55	ESRC Centre for the Microeconomic Analysis of Public Policy (CPP), Institute for Fiscal Studies (IFS), London
86	108.95	Economics, University of Manchester, Manchester
(87)	108.96	School of Economics, Singapore Management University, Singapore
87	109.25	Department of Economics, Rutgers University-New Brunswick, New Brunswick
88	110	Facoltà di Economia, Università degli Studi di Roma "Tor Vergata", Roma
(89)	110.19	Department of Economics, Tepper School of Business Administration, Carnegie Mellon University, Pittsburgh
89	110.19	Tepper School of Business Administration, Carnegie Mellon University, Pittsburgh
90	110.78	National Bureau of Economic Research (NBER), Cambridge
(91)	112.55	Finance Department, Wharton School of Business, University of Pennsylvania, Philadelphia
91	112.76	Dipartimento di Economia Politica, Università Commerciale Luigi Bocconi, Milano
92	115.26	Department of Economics, University of North Carolina-Chapel-Hill, Chapel Hill
93	115.39	Department of Economics, Emory University, Atlanta
94	115.5	Département d'Économique, Université Laval, Québec
95	118.59	School of Business and Economics, University of Exeter, Exeter
96	120.64	Harvard Business School, Harvard University, Cambridge
97	120.71	Institut National de la Statistique et des Études Économiques (INSEE), Government of France, Paris
98	122.86	Department of Statistics, University of Warwick, Coventry
(99)	122.98	Centre de Recherche en Économie et Statistique (CREST), Institut National de la Statistique et des Études Économiques (INSEE), Government of France, Paris
99	126.36	Department of Economics, McMaster University, Hamilton
100	127.43	Department of Economics, University of California-Los Angeles (UCLA), Los Angeles
101	127.96	Bank of Canada, Ottawa
(102)	129.79	Business, Government and the International Economy (BGIE) Unit, Harvard Business School, Harvard University, Cambridge
102	131.36	Sveriges Riksbank, Stockholm
103	131.41	Department of Economics & Finance, Institut für Höhere Studien (IHS), Wien
104	131.82	Federal Reserve Bank of Minneapolis, Minneapolis
(105)	132.21	Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE), Toulouse
105	133.04	Federal Reserve Bank of Chicago, Chicago
106	133.07	Department of Economics, Leicester University, Leicester
107	133.1	Department of Economics, Hebrew University of Jerusalem, Jerusalem
108	133.64	Department of Economics, Birkbeck College, London
109	133.79	Faculty of Economics, University of Tokyo, Tokyo
110	134.32	Department of Economics, New York University, New York City
111	134.99	Australian School of Business, University of New South Wales, Sydney
(112)	135.54	Dipartimento di Studi Economico-Finanziari e Metodi Quantitativi (SEFEMEQ), Facoltà di Economia, Università degli Studi di Roma "Tor Vergata", Roma
112	135.76	Faculteit der Economische Wetenschappen, Universiteit van Tilburg, Tilburg
113	138.8	Economics Department, Georgetown University, Washington
114	139.42	Kennedy School of Government, Harvard University, Cambridge
115	140.57	Goizueta Business School, Emory University, Atlanta
(116)	143.18	Centre for Applied Macroeconomic Analysis (CAMA), Research School of Economics, College of Business and Economics, Australian National University, Canberra
116	145.63	School of Economics, Finance and Management, University of Bristol, Bristol
117	146.37	Bank of England, London
118	147.38	Institute for Research on Poverty, University of Wisconsin-Madison, Madison
119	147.62	Banca d'Italia, Roma
120	148.44	Department of Economics, University of California-Riverside, Riverside
121	148.52	Rimini Center for Economic Analysis (RCEA), Rimini
122	149.59	Desautels Faculty of Management, McGill University, Montréal
123	150.77	Department of Economics, George Washington University, Washington
(124)	152.77	Centre for Microeconometrics, Department of Economics, Faculty of Business and Economics, University of Melbourne, Melbourne
(124)	153.48	Research Program on Forecasting, Department of Economics, George Washington University, Washington
124	153.66	Innocenzo Gasparini Institute for Economic Research (IGIER), Università Commerciale Luigi Bocconi, Milano
125	154.37	School of Economics and Finance, La Trobe University, Bundoora
126	155.97	HEC Montréal (École des Hautes Études Commerciales), Montréal
(127)	157	Econometrics Laboratory, Department of Economics, University of California-Berkeley, Berkeley
127	157.94	Economics Department, Brown University, Providence
128	158.33	Department of Economics, University of Notre Dame, South Bend
129	162.53	Wirtschaftswissenschaftlicher Fachbereich, Rheinische Friedrich-Wilhelms-Universität, Bonn
130	163.68	Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ), Montréal
131	166.15	Harris School of Public Policy, University of Chicago, Chicago
132	166.47	Department of Economics, Brigham Young University, Provo
133	169.22	Volkswirtschaftliche Abteilung, Universität St. Gallen, Sankt Gallen
134	171.35	Solvay Brussels School of Economics and Management, Université Libre de Bruxelles, Bruxelles
(135)	171.95	Economics Department, Stern School of Business, New York University, New York City
(135)	172.39	Departement Econometrie & Operations Research, Faculteit der Economische Wetenschappen, Universiteit van Tilburg, Tilburg
135	172.8	Department of Economics, University of Illinois at Urbana-Champaign, Urbana-Champaign
(136)	179.17	Finance & Economics Department, Graduate School of Business, Columbia University, New York City
136	179.17	Graduate School of Business, Columbia University, New York City
137	180.18	International Monetary Fund (IMF), Washington
138	181.01	Economics, University of Texas-Dallas, Dallas

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.	1.28	James J. Heckman
2.	1.98	Peter C. B. Phillips
3.	3.46	M Hashem Pesaran
4.	4.91	James H. Stock
5.	5.47	Donald W. K. Andrews
6.	5.96	Robert F. Engle
7.	9.44	Pierre Perron
8.	9.5	Halbert White
9.	10.04	Clive W. J. Granger †
10.	11.01	Peter Nijkamp
11.	13.13	David F. Hendry
12.	13.96	Manuel Arellano
13.	14.19	James MacKinnon
14.	14.91	Kenneth D. West
15.	15.38	Tim Bollerslev
16.	16.94	Jushan Bai
17.	17.42	Michael McAleer
18.	18.15	Gerard J. van den Berg
19.	18.22	Christopher Sims
20.	19.54	Peter M. Robinson
21.	20.96	John Geweke
22.	21.1	William Arnold Barnett
23.	22.87	Guido Imbens
24.	24.31	Adrian Rodney Pagan
25.	24.8	Lars Peter Hansen
26.	25.21	Massimiliano Marcellino
27.	28.05	Peter Schmidt
28.	28.08	Soren Johansen
29.	28.72	Oliver Bruce Linton
30.	29.43	Francis X. Diebold
31.	29.46	Serena Ng
32.	29.67	Andrew C. Harvey
33.	32.7	Neil Shephard
34.	33.04	Arthur Lewbel
35.	34	Jean-Marie Dufour
36.	34.82	Graham Elliott
37.	34.86	Russell Davidson
38.	34.89	Richard Blundell
39.	35.12	Lucrezia Reichlin
40.	36.05	Wolfgang Karl Härdle
41.	36.61	Marc Nerlove
42.	37.19	Richard J. Smith
43.	39.47	Christian S. Gourieroux
44.	41.22	Neil R. Ericsson
45.	42.35	Lawrence J. Christiano
46.	44.96	Timo Teräsvirta
47.	45.68	Badi H. Baltagi
48.	45.73	Yacine Ait-Sahalia
49.	46.18	Joshua D Angrist
50.	46.26	James Hamilton
51.	50.32	Stephen Roy Bond
52.	51.3	Allan Timmermann
53.	51.47	Michael Peter Clements
54.	51.88	Werner Ploberger
55.	51.94	Torben G. Andersen
56.	52.14	Gary Koop
57.	54.26	Andrew Chesher
58.	54.97	Leslie George Godfrey
59.	57.83	Helmut Lütkepohl
60.	58.09	Steven Berry
61.	60.96	Martin Browning
62.	62.9	Mario Forni
63.	63.43	Ole E. Barndorff-Nielsen
64.	63.54	Todd Clark
65.	63.73	Cheng Hsiao
66.	63.8	Marc Hallin
67.	64.89	Kenneth Frank Wallis
68.	67.8	Robert Taylor
69.	70.26	Allan W. Gregory
70.	71.92	Frank Schorfheide
71.	73.1	Lutz Kilian
72.	74.26	Atsushi Inoue
73.	74.7	Norman Rasmus Swanson
74.	76.05	Timothy Vogelsang
75.	76.05	Enrique Sentana
76.	76.52	James E. H. Davidson
77.	77.98	Mark Steel
78.	78.33	Marco Lippi
79.	78.57	Alastair Hall
80.	78.87	Eric Ghysels
81.	79.62	Richard T. Baillie
82.	79.93	Fabio Canova
83.	79.97	Chihwa Kao
84.	82.81	Frank Windmeijer
85.	83.51	Leopold Simar
86.	84.42	Hidehiko Ichimura
87.	84.82	Siem Jan Koopman
88.	85.13	Frank Kleibergen
89.	85.45	Carlos Velasco
90.	86.12	Edward Vytlacil
91.	88.13	Elie Tamer
92.	90.48	Peter Reinhard Hansen
93.	93.92	Robert F. Stambaugh
94.	95.77	Steven N. Durlauf
95.	95.99	Roberto S. Mariano
96.	96.02	Luc Bauwens
97.	96.42	Aman Ullah
98.	96.97	Michael McCracken
99.	97.38	Jay Shanken
100.	98.39	Victor Chernozhukov
101.	98.81	Han Hong
102.	99.19	Thomas Lemieux
103.	101.39	Alberto Abadie
104.	103.72	Geert Ridder
105.	105.91	Adonis Yatchew
106.	107.42	Kenneth Train
107.	109.75	Jan F. Kiviet
108.	111.24	Alain Monfort
109.	112.74	Agustin Maravall
110.	113.15	Douglas Kenneth Pearce
111.	113.27	Nelson C. Mark
112.	114.15	Eric Zivot
113.	114.58	Jesus Gonzalo
114.	117.8	Marcus J. Chambers
115.	121.43	Jeffrey Scott Racine
116.	122.04	Don Harding
117.	123.97	Domenico Giannone
118.	124.32	Donggyu Sul
119.	124.56	Bent Nielsen
120.	124.88	Jean-Michel Zakoian
121.	126.1	James McDonald
122.	127.04	Masao Ogaki
123.	127.74	Hyungsik Roger Moon
124.	128.32	Terry J Fitzgerald
125.	129.26	Keisuke Hirano
126.	129.69	Willard G. Manning
127.	130.6	Andrew Patton
128.	130.89	Tommaso Proietti
129.	131.32	Chris D Orme
130.	134.61	Herman K. van Dijk
131.	135.12	João M.C. Santos Silva
132.	135.76	Marcelo J. Moreira
133.	137.81	Richard Startz
134.	138.91	Zhijie Xiao
135.	139.95	Kevin D. Hoover
136.	140.3	Kajal Lahiri
137.	141.09	Robert J. Kohn
138.	141.18	Morten Ørregaard Nielsen
139.	141.6	Giorgio Calzolari
140.	144.2	Mehmet Caner
141.	146.44	Jonathan H. Wright
142.	147.59	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.