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 November 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 1436 authors affiliated with 1400 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	2.87	Cowles Foundation for Research in Economics, Yale University, New Haven
3	4.86	Department of Economics, University of California-San Diego (UCSD), La Jolla
4	5.45	Faculty of Economics, University of Cambridge, Cambridge
5	7.46	Center for Research in Econometric Analysis of Time Series (CREATES), Aarhus Universitet, Aarhus
6	7.9	Stern School of Business, New York University, New York City
7	7.92	Department of Economics, Harvard University, Cambridge
8	8.34	Department of Economics, Oxford University, Oxford
9	8.62	London School of Economics (LSE), London
10	8.67	Department of Economics, School of Arts and Sciences, Columbia University, New York City
11	9.03	Economics Department, Yale University, New Haven
12	9.31	Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit, Amsterdam
13	11.89	School of Finance and Economics, University of Technology, Sydney
(14)	11.91	Economics Department, London School of Economics (LSE), London
14	15.91	Department of Economics, Boston University, Boston
15	16.18	Department of Economics, Princeton University, Princeton
16	16.43	Centro de Estudios Monetarios y Financieros (CEMFI), Madrid
17	17.32	Economics Department, Queen's University, Kingston
18	18.68	Economics Department, Michigan State University, East Lansing
19	19.74	Department of Economics, University of California-Berkeley, Berkeley
(20)	20.37	Afdeling Ruimtelijke Economie, Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit, Amsterdam
20	20.47	Department of Economics, Duke University, Durham
21	20.65	Department of Economics, University of Pennsylvania, Philadelphia
22	21.47	Department of Economics, University of Southern California, Los Angeles
23	23.87	Faculteit der Economische Wetenschappen, Erasmus Universiteit, Rotterdam
24	24.07	Economics Department, University of Wisconsin-Madison, Madison
(25)	24.4	Volatility Institute, Stern School of Business, New York University, New York City
(25)	26.32	Department of Economics, Business School, University of Auckland, Auckland
25	26.32	Business School, University of Auckland, Auckland
26	27.01	Fakultät für Volkswirtschaftslehre, Universität Mannheim, Mannheim
27	27.69	Department of Economics, Northwestern University, Evanston
28	29.65	Department of Economics, University of Toronto, Toronto
29	30.9	Department of Economics, Boston College, Chestnut Hill
(30)	31.61	Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit, Rotterdam
30	32.74	Department of Economics, University of Warwick, Coventry
31	32.79	Department of Economics, University College London (UCL), London
32	32.94	Institut für Volkswirtschaftslehre, Johannes-Kepler-Universität, Linz
33	33.55	ECORE, Louvain-la-Neuve/Bruxelles
34	33.87	Institute for Fiscal Studies (IFS), London
35	38.93	Wharton School of Business, University of Pennsylvania, Philadelphia
36	38.97	Department of Economics and Related Studies, University of York, York
37	39.37	Economics Department, Massachusetts Institute of Technology (MIT), Cambridge
38	40.36	European Central Bank, Frankfurt am Main
39	41.6	Department of Economics, McGill University, Montréal
40	42.34	Faculty of Business and Economics, Monash University, Clayton
(40)	42.34	Department of Econometrics and Business Statistics, Faculty of Business and Economics, Monash University, Clayton
41	42.76	Center for Policy Research, Syracuse University, Syracuse
42	43.87	Økonomisk Institut, Københavns Universitet, København
43	45.03	Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam, Amsterdam
44	47.18	Departamento de Economía, Universidad Carlos III de Madrid, Madrid
45	48.89	Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität, Berlin
46	52.93	CentER for Economic Research, Universiteit van Tilburg, Tilburg
47	53.24	Department of Economics, University of Kansas, Lawrence
(48)	54.2	Finance Department, Stern School of Business, New York University, New York City
(48)	54.5	Center for Operations Research and Econometrics (CORE), ECORE, Louvain-la-Neuve
48	55.83	Federal Reserve Board (Board of Governors of the Federal Reserve System), Washington
(49)	58.16	Department of Economics, London Business School (LBS), London
49	58.16	London Business School (LBS), London
50	58.94	Department of Economics, European University Institute, Firenze
51	59.7	School of Business and Economics, Maastricht University, Maastricht
52	59.91	Economics Department, University of Michigan, Ann Arbor
53	64.57	Institut für Volkswirtschaftslehre, Leuphana Universität Lüneburg, Lüneburg
54	67.47	Toulouse School of Economics (TSE), Toulouse
55	69.1	Department of Economics, Washington University, St. Louis
56	69.62	Department of Agricultural and Resource Economics, University of Maryland, College Park
57	69.97	Oxford-Man Institute of Quantitative Finance, Oxford University, Oxford
58	70.04	Federal Reserve Bank of St. Louis, St. Louis
59	70.28	Economics Department, University of California-Davis, Davis
60	70.36	Cambridge Finance, University of Cambridge, Cambridge
(61)	70.79	Department of Finance, Kellogg Graduate School of Management, Northwestern University, Evanston
61	70.79	Kellogg Graduate School of Management, Northwestern University, Evanston
(62)	70.99	Research and Statistics Group, Federal Reserve Bank of New York, New York City
62	70.99	Federal Reserve Bank of New York, New York City
(63)	71.25	Afdeling Kwantitatieve Economie, Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam, Amsterdam
(63)	71.62	Research Division, Federal Reserve Bank of St. Louis, St. Louis
63	71.74	Tinbergen Instituut, Amsterdam
(64)	72.82	Bendheim Center for Finance, Department of Economics, Princeton University, Princeton
64	72.9	Department of Economics, Stanford University, Palo Alto
65	75.76	School of Economics, University of Nottingham, Nottingham
66	76.55	Economics Department, University of Essex, Colchester
67	76.71	Institute for the Study of Labor (IZA), Bonn
68	78.66	College of Business and Economics, Australian National University, Canberra
(68)	78.66	Research School of Economics, College of Business and Economics, Australian National University, Canberra
69	78.88	Groupement de Recherche en Économie Quantitative d'Aix-Marseille (GREQAM), Marseille
70	80.47	Department of Economics, University of Washington, Seattle
71	82.24	Dipartimento di Statistica "G. Parenti", Università degli Studi di Firenze, Firenze
72	82.43	Department of Economics, University of British Columbia, Vancouver
73	82.9	Economics Department, University of Strathclyde, Glasgow
74	83.83	Faculty of Business and Economics, University of Melbourne, Melbourne
75	84.5	Federal Reserve Bank of Kansas City, Kansas City
(75)	84.5	Economic Research, Federal Reserve Bank of Kansas City, Kansas City
76	87.9	Facoltà di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia, Modena
77	89.1	Rady School of Management, University of California-San Diego (UCSD), La Jolla
78	90.83	Department of Economics, Johns Hopkins University, Baltimore
(79)	90.86	Vakgroep Kwantitatieve Economie, School of Business and Economics, Maastricht University, Maastricht
(79)	91.8	Economics Group, Nuffield College, Department of Economics, Oxford University, Oxford
(79)	93.46	Dipartimento di Economia Politica, Facoltà di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia, Modena
(79)	94.03	Centre for Microdata Methods and Practice (CEMMAP), Institute for Fiscal Studies (IFS), London
(79)	97.81	Afdeling Econometrie, Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit, Amsterdam
(79)	98.35	Department of Economics, Faculty of Business and Economics, University of Melbourne, Melbourne
79	99.72	Singapore Management University, Singapore
(80)	103.39	ESRC Centre for the Microeconomic Analysis of Public Policy (CPP), Institute for Fiscal Studies (IFS), London
80	103.7	Department of Economics, University of Maryland, College Park
81	104.75	School of Economics and Finance, Queen Mary, London
(82)	106.36	Institut für Statistik und Ökonometrie (ISÖ), Wirtschaftswissenschaftliche Fakultät, Humboldt-Universität, Berlin
82	107.4	Economics Department, University of Arizona, Tucson
(83)	107.45	School of Economics, Singapore Management University, Singapore
83	108.01	Department of Agricultural and Resource Economics, North Carolina State University, Raleigh
84	108.19	Department of Economics, Rutgers University-New Brunswick, New Brunswick
85	108.56	Facoltà di Economia, Università degli Studi di Roma "Tor Vergata", Roma
86	109.26	Economics, University of Manchester, Manchester
87	110.57	National Bureau of Economic Research (NBER), Cambridge
(88)	111.46	Department of Economics, Tepper School of Business Administration, Carnegie Mellon University, Pittsburgh
88	111.46	Tepper School of Business Administration, Carnegie Mellon University, Pittsburgh
89	112.64	Dipartimento di Economia Politica, Università Commerciale Luigi Bocconi, Milano
(90)	114.25	Finance Department, Wharton School of Business, University of Pennsylvania, Philadelphia
90	114.7	Federal Reserve Bank of Atlanta, Atlanta
91	115.94	Département d'Économique, Université Laval, Québec
92	116.95	Department of Economics, University of North Carolina-Chapel-Hill, Chapel Hill
93	118.19	Department of Statistics, University of Warwick, Coventry
94	118.88	School of Business and Economics, University of Exeter, Exeter
95	120.69	Institut National de la Statistique et des Études Économiques (INSEE), Government of France, Paris
96	121.67	Harvard Business School, Harvard University, Cambridge
97	122.98	Bank of Canada, Ottawa
(98)	123.2	Centre de Recherche en Économie et Statistique (CREST), Institut National de la Statistique et des Études Économiques (INSEE), Government of France, Paris
98	125.38	Sveriges Riksbank, Stockholm
99	126.46	Department of Economics, McMaster University, Hamilton
100	127.67	Department of Economics, University of California-Los Angeles (UCLA), Los Angeles
(101)	128.01	Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE), Toulouse
101	128.73	Department of Economics & Finance, Institut für Höhere Studien (IHS), Wien
(102)	130.43	Business, Government and the International Economy (BGIE) Unit, Harvard Business School, Harvard University, Cambridge
102	130.72	Federal Reserve Bank of Minneapolis, Minneapolis
103	131.44	Federal Reserve Bank of Chicago, Chicago
104	132.07	Department of Economics, Hebrew University of Jerusalem, Jerusalem
105	132.54	Department of Economics, Leicester University, Leicester
106	132.8	Department of Economics, Birkbeck College, London
107	133.03	Faculty of Economics, University of Tokyo, Tokyo
(108)	133.44	Dipartimento di Studi Economico-Finanziari e Metodi Quantitativi (SEFEMEQ), Facoltà di Economia, Università degli Studi di Roma "Tor Vergata", Roma
108	135.87	Australian School of Business, University of New South Wales, Sydney
109	136.01	Faculteit der Economische Wetenschappen, Universiteit van Tilburg, Tilburg
110	137.05	Department of Economics, New York University, New York City
111	137.35	Kennedy School of Government, Harvard University, Cambridge
112	139.72	Goizueta Business School, Emory University, Atlanta
113	140.85	Economics Department, Georgetown University, Washington
114	143.95	Bank of England, London
(115)	144.64	Centre for Applied Macroeconomic Analysis (CAMA), Research School of Economics, College of Business and Economics, Australian National University, Canberra
115	144.74	Rimini Center for Economic Analysis (RCEA), Rimini
116	145.42	Institute for Research on Poverty, University of Wisconsin-Madison, Madison
117	147.59	School of Economics, Finance and Management, University of Bristol, Bristol
118	147.89	Department of Economics, University of California-Riverside, Riverside
119	148.66	Banca d'Italia, Roma
120	148.91	Desautels Faculty of Management, McGill University, Montréal
121	149.17	Volkswirtschaftliche Abteilung, Universität St. Gallen, Sankt Gallen
122	151.13	Department of Economics, George Washington University, Washington
123	151.56	Innocenzo Gasparini Institute for Economic Research (IGIER), Università Commerciale Luigi Bocconi, Milano
124	153.68	Department of Economics, University of Notre Dame, South Bend
125	153.85	Economics Department, Brown University, Providence
126	153.9	HEC Montréal (École des Hautes Études Commerciales), Montréal
(127)	154.22	Research Program on Forecasting, Department of Economics, George Washington University, Washington
(127)	156.12	Centre for Microeconometrics, Department of Economics, Faculty of Business and Economics, University of Melbourne, Melbourne
(127)	156.39	Econometrics Laboratory, Department of Economics, University of California-Berkeley, Berkeley
127	157.95	Wirtschaftswissenschaftlicher Fachbereich, Rheinische Friedrich-Wilhelms-Universität, Bonn
128	162.53	Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ), Montréal
129	163.36	School of Economics and Finance, La Trobe University, Bundoora
130	164.13	Department of Economics, Brigham Young University, Provo
131	164.78	Department of Economics, Emory University, Atlanta
132	165.72	Department of Economics, University of Illinois at Urbana-Champaign, Urbana-Champaign
133	167.55	Harris School of Public Policy, University of Chicago, Chicago
(134)	171.63	Economics Department, Stern School of Business, New York University, New York City
134	172.39	Solvay Brussels School of Economics and Management, Université Libre de Bruxelles, Bruxelles
135	172.86	School of Economics, University of Queensland, Brisbane
(136)	173.47	Departement Econometrie & Operations Research, Faculteit der Economische Wetenschappen, Universiteit van Tilburg, Tilburg
136	175.89	International Monetary Fund (IMF), Washington
(137)	178.13	Finance & Economics Department, Graduate School of Business, Columbia University, New York City
137	178.13	Graduate School of Business, Columbia University, New York City
138	180.32	Faculty of Economics, Keio University, Tokyo
139	180.9	Economics, University of Texas-Dallas, Dallas
140	181.02	Dipartimento di Economia, Facoltà di Scienze Statistiche, Università degli Studi di Roma "La Sapienza", Roma

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.	1.23	James J. Heckman
2.	2.1	Peter C. B. Phillips
3.	3.46	M Hashem Pesaran
4.	5.17	Donald W. K. Andrews
5.	5.37	James H. Stock
6.	5.84	Robert F. Engle
7.	9.6	Pierre Perron
8.	9.83	Halbert White
9.	10.14	Clive W. J. Granger †
10.	10.97	Peter Nijkamp
11.	13.55	Manuel Arellano
12.	13.76	David F. Hendry
13.	13.99	James MacKinnon
14.	14.68	Kenneth D. West
15.	15.54	Tim Bollerslev
16.	16.76	Jushan Bai
17.	17.4	Michael McAleer
18.	17.91	Christopher Sims
19.	18.16	Gerard J. van den Berg
20.	18.94	Peter M. Robinson
21.	20.28	John Geweke
22.	21.29	William Arnold Barnett
23.	22.9	Guido Imbens
24.	24.75	Adrian Rodney Pagan
25.	25.03	Lars Peter Hansen
26.	25.87	Massimiliano Marcellino
27.	27.5	Andrew C. Harvey
28.	27.51	Oliver Bruce Linton
29.	28.42	Soren Johansen
30.	28.49	Peter Schmidt
31.	29.52	Serena Ng
32.	29.8	Francis X. Diebold
33.	30.81	Richard Blundell
34.	32.96	Arthur Lewbel
35.	33.12	Neil Shephard
36.	33.46	Russell Davidson
37.	34.56	Lucrezia Reichlin
38.	35.09	Jean-Marie Dufour
39.	35.73	Graham Elliott
40.	35.85	Wolfgang Karl Härdle
41.	36.05	Marc Nerlove
42.	37.46	Richard J. Smith
43.	39.27	Christian S. Gourieroux
44.	41.82	Lawrence J. Christiano
45.	42.1	Neil R. Ericsson
46.	43.07	Badi H. Baltagi
47.	45.2	Timo Teräsvirta
48.	46.17	James Hamilton
49.	46.33	Joshua D Angrist
50.	47.03	Yacine Ait-Sahalia
51.	50.37	Torben G. Andersen
52.	50.52	Stephen Roy Bond
53.	51.26	Allan Timmermann
54.	51.58	Michael Peter Clements
55.	53.3	Gary Koop
56.	54.13	Werner Ploberger
57.	54.65	Leslie George Godfrey
58.	55.82	Andrew Chesher
59.	57.63	Steven Berry
60.	57.96	Helmut Lütkepohl
61.	59.66	Todd Clark
62.	60.89	Martin Browning
63.	64.04	Mario Forni
64.	64.42	Cheng Hsiao
65.	64.86	Marc Hallin
66.	65.98	Kenneth Frank Wallis
67.	66.95	Ole E. Barndorff-Nielsen
68.	69.1	Robert Taylor
69.	70.53	Allan W. Gregory
70.	71.96	Frank Schorfheide
71.	72.6	Lutz Kilian
72.	73.83	Marco Lippi
73.	74.63	Norman Rasmus Swanson
74.	74.89	Mark Steel
75.	75.06	Timothy Vogelsang
76.	75.51	Enrique Sentana
77.	76.72	Atsushi Inoue
78.	77.41	James E. H. Davidson
79.	78.97	Chihwa Kao
80.	79.08	Alastair Hall
81.	79.46	Fabio Canova
82.	81.18	Eric Ghysels
83.	81.5	Richard T. Baillie
84.	82.1	Leopold Simar
85.	82.48	Hidehiko Ichimura
86.	83.03	Frank Windmeijer
87.	84.33	Frank Kleibergen
88.	85.91	Siem Jan Koopman
89.	87.03	Elie Tamer
90.	87.9	Carlos Velasco
91.	89.57	Peter Reinhard Hansen
92.	93	Edward Vytlacil
93.	93.77	Roberto S. Mariano
94.	93.88	Robert F. Stambaugh
95.	95.26	Steven N. Durlauf
96.	96.14	Michael McCracken
97.	96.4	Luc Bauwens
98.	96.46	Jay Shanken
99.	97.36	Aman Ullah
100.	99.17	Thomas Lemieux
101.	100.04	Han Hong
102.	100.81	Victor Chernozhukov
103.	102.03	Alberto Abadie
104.	105.3	Geert Ridder
105.	106.93	Kenneth Train
106.	107.94	Adonis Yatchew
107.	108.79	Agustin Maravall
108.	110.81	Alain Monfort
109.	111.1	Eric Zivot
110.	111.3	Nelson C. Mark
111.	113.21	Douglas Kenneth Pearce
112.	113.54	Jan F. Kiviet
113.	116.05	Jesus Gonzalo
114.	118.2	Marcus J. Chambers
115.	121.34	Jean-Michel Zakoian
116.	121.98	Jeffrey Scott Racine
117.	122.15	Domenico Giannone
118.	123.72	Bent Nielsen
119.	124.04	James McDonald
120.	125.5	Donggyu Sul
121.	126.93	Masao Ogaki
122.	127.47	Terry J Fitzgerald
123.	128.29	Hyungsik Roger Moon
124.	130.08	Andrew Patton
125.	130.36	Chris D Orme
126.	131.31	Marcelo J. Moreira
127.	131.48	Tommaso Proietti
128.	131.65	William A. Brock
129.	132.88	Keisuke Hirano
130.	133.48	Willard G. Manning
131.	134.19	Herman K. van Dijk
132.	134.53	Don Harding
133.	134.86	João M.C. Santos Silva
134.	136.29	Giorgio Calzolari
135.	137.05	Zhijie Xiao
136.	137.14	Richard Startz
137.	137.94	Kevin D. Hoover
138.	140.26	Kajal Lahiri
139.	141.13	Robert J. Kohn
140.	144.43	Mehmet Caner
141.	144.91	Simon Potter
142.	145.58	Jonathan H. Wright
143.	146.86	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.