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Top 10% Institutions and Economists in the Field of Econometric Time Series, as of December 2017

What this page is about

This page is part of a larger set of rankings for research items, serial, individuals and institutions made available on this site. A FAQ is available. Additional detail specific to this particular ranking are:

  • Only authors registered with the RePEc Author Service are considered.
  • Only works listed on RePEc and claimed as theirs by registered authors are counted.
  • A series of rankings by different criteria are aggregated. The average rank score is determined by taking a harmonic mean of the ranks in each criterion. For a list of criteria, see the general ranking page.
  • Authors with multiple affiliations are attributed to each according to the weights they have set to each in their profile, or by default according to a formula described here.
  • Only institutions listed in EDIRC are counted.
  • Authors affiliated with subentities of institutions listed in EDIRC are also counted in the latter.
  • Subentities of ranked institutions do not increment the rank count and have their rank listed in parentheses.
  • The scores of institutions in each field are determined by a weighted sum of all scores of authors affiliated with the respective institutions, where the authors have provided weights if they have multiple affiliations. The weights are determined, for each author, by the proportion of all working papers announced in NEP that have also been announced in this NEP report.
  • Please note that rankings can depend on the number of registered authors in the respective institutions. Register at the RePEc Author Service to be counted.
  • There are 7556 institutions with 51795 registered authors evaluated for all the rankings.

The rankings

Ranking of institutions
Ranking of authors
Details

For Econometric Time Series, these are 741 authors affiliated with 1335 institutions.
All authors classified in this field.

Top 10% institutions in the field of Econometric Time Series

RankInstitutionScoreAuthorsAuthor shares
1Stern School of Business, New York University (NYU)

New York City, New York (USA)

2.7582.66
2Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

2.7711615.12
3Department of Economics, Princeton University

Princeton, New Jersey (USA)

3.32481.4
---Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

4.425513.51
4Department of Economics, Duke University

Durham, North Carolina (USA)

5.5441.72
5Singapore Management University

Singapore, Singapore

6.92405.91
5Department of Economics, School of Arts and Sciences, Columbia University

New York City, New York (USA)

6.92542.87
---School of Economics, Singapore Management University

Singapore, Singapore

8.88325.9
7Department of Economics, Boston University

Boston, Massachusetts (USA)

9.19571.82
8Department of Economics, Harvard University

Cambridge, Massachusetts (USA)

10.23751.04
9Monash Business School, Monash University

Melbourne, Australia

10.9515110.8
10Department of Economics, University of Southern California

Los Angeles, California (USA)

11.03481.15
---Department of Econometrics and Business Statistics, Monash Business School, Monash University

Melbourne, Australia

12.863010.77
11Department of Economics, University of California-San Diego (UCSD)

La Jolla, California (USA)

14.24501.96
12Department of Economics, University of Pennsylvania

Philadelphia, Pennsylvania (USA)

16.46361.17
---Volatility Institute, Stern School of Business, New York University (NYU)

New York City, New York (USA)

16.6430.45
13Cowles Foundation for Research in Economics, Yale University

New Haven, Connecticut (USA)

18.05220.37
14Department of Economics, University of Washington

Seattle, Washington (USA)

18.7191.61
---Finance Department, Stern School of Business, New York University (NYU)

New York City, New York (USA)

18.9170.82
15Økonomisk Institut, Københavns Universitet

København, Denmark

19.41725.02
16Department of Economics and Related Studies, University of York

York, United Kingdom

20.51853.67
17Faculty of Economics, University of Cambridge

Cambridge, United Kingdom

20.61692.49
18Essex Business School, University of Essex

Colchester, United Kingdom

22.55262.79
19Economics Department, University of Wisconsin-Madison

Madison, Wisconsin (USA)

22.97350.65
20Department of Economics, Oxford University

Oxford, United Kingdom

22.991804.07
21European Central Bank

Frankfurt am Main, Germany

23.111977.18
22Economics Division, University of Southampton

Southampton, United Kingdom

24.14352.02
---Department of Economics, Business School, University of Auckland

Auckland, New Zealand

32180.27
23Business School, University of Auckland

Auckland, New Zealand

32240.27
24Department of Economics, University of Chicago

Chicago, Illinois (USA)

33.7590.34
25Economics Department, Michigan State University

East Lansing, Michigan (USA)

34.65481.2
26Brookings Institution

Washington, District of Columbia (USA)

36.36350.2
---Economic Studies, Brookings Institution

Washington, District of Columbia (USA)

37.67120.2
27Tinbergen Instituut

Amsterdam, Netherlands

38.561383.66
28National Bureau of Economic Research (NBER)

Cambridge, Massachusetts (USA)

38.874950.55
29Department of Economics, New York University (NYU)

New York City, New York (USA)

38.98521
30Federal Reserve Board (Board of Governors of the Federal Reserve System)

Washington, District of Columbia (USA)

39.851683.77
31Economics Department, Queen's University

Kingston, Canada

40.53551.76
32Department of Economics, Northwestern University

Evanston, Illinois (USA)

41.8360.39
33Federal Reserve Bank of New York

New York City, New York (USA)

43.11782.11
34Department of Economics, University of North Carolina-Chapel-Hill

Chapel Hill, North Carolina (USA)

44.12171.16
35Department of Agricultural and Resource Economics, University of Maryland

College Park, Maryland (USA)

44.88261
36Department of Economics, Indiana University

Bloomington, Indiana (USA)

45.72311.3
37Centre de Recherche en Économie et Statistique (CREST)

France

46.23912.65
38Department of Economics, Boston College

Chestnut Hill, Massachusetts (USA)

46.41561.74
39Federal Reserve Bank of Cleveland

Cleveland, Ohio (USA)

46.79462.78
40Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam

Amsterdam, Netherlands

47.79883.74
41Departamento de Economía, Universidad Carlos III de Madrid

Madrid, Spain

50.79571.79
42Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

51.43641.33
---Economic Research, Federal Reserve Bank of Cleveland

Cleveland, Ohio (USA)

52.81361.63
---Research Division, Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

52.9531.31
43Economics Department, University of Strathclyde

Glasgow, United Kingdom

53.39321.64
44Barcelona Graduate School of Economics (Barcelona GSE)

Barcelona, Spain

53.591563.85
45Economics Department, University of Michigan

Ann Arbor, Michigan (USA)

54.99620.47
46Università Commerciale Luigi Bocconi

Milano, Italy

56.051711.98
47Economics Department, Yale University

New Haven, Connecticut (USA)

56.32480.49
48School of Business and Economics, Vrije Universiteit Amsterdam

Amsterdam, Netherlands

57.59963.4
49Economics Department, Massachusetts Institute of Technology (MIT)

Cambridge, Massachusetts (USA)

59.09480.17
50Department of Economics, University of California-Berkeley

Berkeley, California (USA)

59.61520.68
---Amsterdam School of Economics, Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam

Amsterdam, Netherlands

60.47243.05
51Department of Economics, McGill University

Montréal, Canada

61.94351.3
52School of Economics and Finance, Queen Mary University of London

London, United Kingdom

62.02432.29
---Bendheim Center for Finance, Department of Economics, Princeton University

Princeton, New Jersey (USA)

62.6660.58
53École des Sciences Économiques de Louvain, Université Catholique de Louvain

Louvain-la-Neuve, Belgium

65.011262.4
54Centro de Estudios Monetarios y Financieros (CEMFI)

Madrid, Spain

68.2210.7
---Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain, Université Catholique de Louvain

Louvain-la-Neuve, Belgium

68.66642.2
55Department of Economics, University College London (UCL)

London, United Kingdom

68.67741.22
56Department of Economics, Mathematics and Statistics, Birkbeck College

London, United Kingdom

70.62242.01
57Warwick Business School, University of Warwick

Coventry, United Kingdom

72.97292.65
58Federal Reserve Bank of Atlanta

Atlanta, Georgia (USA)

74.06271.61
---Research and Statistics Group, Federal Reserve Bank of New York

New York City, New York (USA)

75.24591.1
59Hoover Institution on War Revolution & Peace, Stanford University

Stanford, California (USA)

80.84120.11
60Crawford School of Public Policy, Australian National University

Canberra, Australia

81.341580.9
61Department of Economics, University of California-Riverside

Riverside, California (USA)

82.01261.38
62Department of Economics, Korea University

Seoul, South Korea

82.92261.49
---Department of Economics, London Business School (LBS)

London, United Kingdom

83.76130.29
63London Business School (LBS)

London, United Kingdom

83.76330.29
64Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", Università degli Studi di Firenze

Firenze, Italy

84.59162.73
65Center for Applied Statistics and Econometrics (CASE), Humboldt-Universität Berlin

Berlin, Germany

84.68250.87
66Business School, University of Technology Sydney

Sydney, Australia

86.35811.73
67Federal Reserve Bank of Chicago

Chicago, Illinois (USA)

86.44640.75
68Department of Economics, Ohio State University

Columbus, Ohio (USA)

86.59381.9
---Centre for Applied Macroeconomic Analysis (CAMA), Crawford School of Public Policy, Australian National University

Canberra, Australia

87.67680.88
---Afdeling Econometrie and Operations Research, School of Business and Economics, Vrije Universiteit Amsterdam

Amsterdam, Netherlands

88.91142.33
69School of Economics, Faculty of Arts and Social Sciences, University of Sydney

Sydney, Australia

90.19611.38
70Departamento de Estadistica, Universidad Carlos III de Madrid

Madrid, Spain

90.4284.66
71Department of Economics, University of Warwick

Coventry, United Kingdom

91.99851.46
72Bank of Canada

Ottawa, Canada

92.121283.74
73Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

95.561143.83
---Economics Discipline Group, Business School, University of Technology Sydney

Sydney, Australia

100.77301.27
74Department of Economics, University of Texas-Dallas

Dallas, Texas (USA)

101.31120.83
---Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

101.84243.16
75DIW Berlin (Deutsches Institut für Wirtschaftsforschung)

Berlin, Germany

101.951480.45
76Department of Economics, Pennsylvania State University

State College, Pennsylvania (USA)

102.36270.38
77Politiikan ja Talouden Tutkimuksen Laitos, Valtiotieteellinen tiedekunta, Helsingin Yliopisto

Helsinki, Finland

102.82272.48
---Departament d'Economia i Empresa, Universitat Pompeu Fabra, Barcelona Graduate School of Economics (Barcelona GSE)

Barcelona, Spain

103.23872.75
78Department of Economics, Emory University

Atlanta, Georgia (USA)

104.71201.02
79Facoltà di Economia, Università degli Studi di Roma "Tor Vergata"

Roma, Italy

106.551023.29
80Dipartimento di Scienze Economiche, Alma Mater Studiorum - Università di Bologna

Bologna, Italy

107.061141.3
81School of Business and Economics, Maastricht University

Maastricht, Netherlands

108.11953.11
82William E. Simon Graduate School of Business Administration, University of Rochester

Rochester, New York (USA)

108.43130.31
83Ekonomihögskolan, Lunds Universitet

Lund, Sweden

109.19971.16
---Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet

Lund, Sweden

109.19671.16
84College of Economics, Sogang University

Seoul, South Korea

110.24230.94
---Dipartimento di Economia e Finanza, Facoltà di Economia, Università degli Studi di Roma "Tor Vergata"

Roma, Italy

111.48623.27
85Department of Economics, University of Connecticut

Storrs, Connecticut (USA)

111.84461.84
86International Monetary Fund (IMF)

Washington, District of Columbia (USA)

111.964113.26
87Toulouse School of Economics (TSE)

Toulouse, France

112.21601.12
88Department of Economics, University of Toronto

Toronto, Canada

113.62591.06
89Department of Economics, Johns Hopkins University

Baltimore, Maryland (USA)

114.23200.58
90Deutsche Bundesbank

Frankfurt, Germany

114.961083.17
91School of Economics, University of Nottingham

Nottingham, United Kingdom

115.43892.42
92Istituto Einaudi per l'Economia e la Finanza (EIEF)

Roma, Italy

116.63230.52
93Department of Economics, University of Birmingham

Birmingham, United Kingdom

117.19331.62
---Department of Finance, Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

118.14180.2
94Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

118.14460.2
---Economic Research Department, Federal Reserve Bank of Atlanta

Atlanta, Georgia (USA)

119.55241.37
95Department of Economics, Vanderbilt University

Nashville, Tennessee (USA)

119.8380.53
96Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

119.88601.75
97Anderson Graduate School of Management, University of California-Los Angeles (UCLA)

Los Angeles, California (USA)

120.2320.36
98Economics Department, University of Essex

Colchester, United Kingdom

121.65492.09
---European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management, Université Libre de Bruxelles

Bruxelles, Belgium

122.27682.45
99Solvay Brussels School of Economics and Management, Université Libre de Bruxelles

Bruxelles, Belgium

122.271672.45
100Department of Economics, Washington University in St. Louis

St. Louis, Missouri (USA)

123.9270.61
101Athens University of Economics and Business (AUEB)

Athens, Greece

125.57732.65
102Aix-Marseille School of Economics (AMSE)

Aix-en-Provence/Marseille, France

126.51172.88
---Groupement de Recherche en Économie Quantitative d'Aix-Marseille (GREQAM), Aix-Marseille School of Economics (AMSE)

Marseille, France

126.51022.88
103Rotman School of Management, University of Toronto

Toronto, Canada

129.49420.73
---Finance, Rotman School of Management, University of Toronto

Toronto, Canada

129.4990.73
104Department of Economics, Rutgers University-New Brunswick

New Brunswick, New Jersey (USA)

129.5381.55
105College of Management, Asia University

Wufeng, Taiwan

129.6620.23
106London School of Economics (LSE)

London, United Kingdom

130.793091.76
107Rady School of Management, University of California-San Diego (UCSD)

La Jolla, California (USA)

134.08110.29
108Sveriges Riksbank

Stockholm, Sweden

135.03401.71
109Department of Economics, University of Houston

Houston, Texas (USA)

135.86210.91
110Department of Economics, George Washington University

Washington, District of Columbia (USA)

136.49682.59
111Department of Economics and Finance, Brunel University

Uxbridge, United Kingdom

136.97161.86
112Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia

Modena, Italy

137.48450.45
---Department of Finance, College of Management, Asia University

Wufeng, Taiwan

137.8710.19
---Abteilung Volkswirtschaftslehre, Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin

Berlin, Germany

140.11170.41
113Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin

Berlin, Germany

140.11390.41
---Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

141.1161.46
114Economics Department, Brown University

Providence, Rhode Island (USA)

144.19580.97
115Department of Economics, Maxwell School, Syracuse University

Syracuse, New York (USA)

145.1210.41
116Economics Department, Georgetown University

Washington, District of Columbia (USA)

145.98450.38
---Vakgroep Kwantitatieve Economie, School of Business and Economics, Maastricht University

Maastricht, Netherlands

146.2461.86
117Smeal College of Business Administration, Pennsylvania State University

State College, Pennsylvania (USA)

146.95100.83
118Dipartimento di Economia, Università Ca' Foscari Venezia

Venezia, Italy

148.58741.55
119Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

150.64310.66
120Department of Economics, University of California-Los Angeles (UCLA)

Los Angeles, California (USA)

153.09470.57
121School of Economics and Management, Wuhan University

Hubei, China

153.84150.67
---Dipartimento di Economia "Ettore Bocconi", Università Commerciale Luigi Bocconi

Milano, Italy

154.53340.3
122Faculty of Business and Economics, University of Melbourne

Melbourne, Australia

154.81003.32
123Business School, Deakin University

Melbourne, Australia

156.06652.03
---ICMA Centre for Financial Markets, Henley Business School, University of Reading

Reading, United Kingdom

156.09120.33
124Henley Business School, University of Reading

Reading, United Kingdom

156.09280.33
125DeGroote School of Business, McMaster University

Hamilton, Canada

158.7382.21
126Institut für Ökonometrie und OR, Rheinische Friedrich-Wilhelms-Universität Bonn

Bonn, Germany

163.2910.5
127Cass Business School, City University

London, United Kingdom

163.49410.68
127Management School, Lancaster University

Lancaster, United Kingdom

163.49602.54
129Handelshögskolan, Örebro Universitet

Örebro, Sweden

163.65140.93
130Helsinki Center for Economic Research (HECER)

Helsinki, Finland

166.88201.18
---Innocenzo Gasparini Institute for Economic Research (IGIER), Università Commerciale Luigi Bocconi

Milano, Italy

169.24490.29
131Institute for Fiscal Studies (IFS)

London, United Kingdom

169.32710.18
132Walter A. Haas School of Business, University of California-Berkeley

Berkeley, California (USA)

170.54440.25
133School of Economics, Finance and Management, University of Bristol

Bristol, United Kingdom

170.8550.5

Top 10% authors in the field of Econometric Time Series

Ranking of institutions
Ranking of authors
Details

RankAuthorScore
1Peter C. B. Phillips

Cowles Foundation for Research in Economics, Yale University, New Haven, Connecticut (USA)
School of Economics, Singapore Management University, Singapore, Singapore

1.73
2Robert F. Engle III

Volatility Institute, Stern School of Business, New York University (NYU), New York City, New York (USA)

2.4
3Clive W. J. Granger †

4.43
4Pierre Perron

Department of Economics, Boston University, Boston, Massachusetts (USA)

4.89
5Tim Bollerslev

Department of Economics, Duke University, Durham, North Carolina (USA)

5.83
6Jushan Bai

Department of Economics, School of Arts and Sciences, Columbia University, New York City, New York (USA)

7.51
7Mark W. Watson

Department of Economics, Princeton University, Princeton, New Jersey (USA)

8.4
8M Hashem Pesaran

Department of Economics, University of Southern California, Los Angeles, California (USA)

8.89
9Charles R. Nelson

Department of Economics, University of Washington, Seattle, Washington (USA)

13.01
10Robert Taylor

Essex Business School, University of Essex, Colchester, United Kingdom

14.36
11Soren Johansen

Økonomisk Institut, Københavns Universitet, København, Denmark

14.66
12Timo Teräsvirta

Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark
Center for Applied Statistics and Econometrics (CASE), Humboldt-Universität Berlin, Berlin, Germany

14.79
13James H. Stock

Department of Economics, Harvard University, Cambridge, Massachusetts (USA)

14.99
14Donald W. K. Andrews

Economics Department, Yale University, New Haven, Connecticut (USA)
Cowles Foundation for Research in Economics, Yale University, New Haven, Connecticut (USA)

16.67
15Francis X. Diebold

Department of Economics, University of Pennsylvania, Philadelphia, Pennsylvania (USA)

16.89
16Thomas J. Sargent

Department of Economics, New York University (NYU), New York City, New York (USA)

17.09
17Yongcheol Shin

Department of Economics and Related Studies, University of York, York, United Kingdom

17.61
18Serena Ng

Department of Economics, School of Arts and Sciences, Columbia University, New York City, New York (USA)

19.02
19Graham Elliott

Department of Economics, University of California-San Diego (UCSD), La Jolla, California (USA)

19.48
20George Tauchen

Department of Economics, Duke University, Durham, North Carolina (USA)

19.95
21Helmut Lütkepohl

DIW Berlin (Deutsches Institut für Wirtschaftsforschung), Berlin, Germany

20.3
22David F. Hendry

Department of Economics, Oxford University, Oxford, United Kingdom

21.95
23Andrew C. Harvey

Faculty of Economics, University of Cambridge, Cambridge, United Kingdom

22.09
24Pentti Saikkonen

Helsinki Center for Economic Research (HECER), Helsinki, Finland

22.49
25Lars Peter Hansen

Department of Economics, University of Chicago, Chicago, Illinois (USA)

23.07
26Kenneth D. West

Economics Department, University of Wisconsin-Madison, Madison, Wisconsin (USA)

24.58
27Joon Y. Park

Department of Economics, Indiana University, Bloomington, Indiana (USA)

24.91
28Torben G. Andersen

National Bureau of Economic Research (NBER), Cambridge, Massachusetts (USA)

26.18
29Halbert White †

28.43
30Gary Koop

Economics Department, University of Strathclyde, Glasgow, United Kingdom

28.75
31Neil Shephard

Department of Economics, Harvard University, Cambridge, Massachusetts (USA)

28.96
32Allan Timmermann

Department of Economics, University of California-San Diego (UCSD), La Jolla, California (USA)

29.97
33Adrian Rodney Pagan

School of Economics, Faculty of Arts and Social Sciences, University of Sydney, Sydney, Australia
Centre for Applied Macroeconomic Analysis (CAMA), Crawford School of Public Policy, Australian National University, Canberra, Australia

31.79
34Todd Clark

Economic Research, Federal Reserve Bank of Cleveland, Cleveland, Ohio (USA)

33.01
35James Hamilton

Department of Economics, University of California-San Diego (UCSD), La Jolla, California (USA)

33.5
36Siem Jan Koopman

Afdeling Econometrie and Operations Research, School of Business and Economics, Vrije Universiteit Amsterdam, Amsterdam, Netherlands
Tinbergen Instituut, Amsterdam, Netherlands

36.23
37Lawrence J. Christiano

Department of Economics, Northwestern University, Evanston, Illinois (USA)

38.37
38Chang-Jin Kim

Department of Economics, Korea University, Seoul, South Korea
Department of Economics, University of Washington, Seattle, Washington (USA)

38.68
39Lutz Kilian

Economics Department, University of Michigan, Ann Arbor, Michigan (USA)

40.99
40Yacine Ait-Sahalia

Bendheim Center for Finance, Department of Economics, Princeton University, Princeton, New Jersey (USA)

42.45
41Luc Bauwens

Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain, Université Catholique de Louvain, Louvain-la-Neuve, Belgium

46.06
42Morten Ørregaard Nielsen

Economics Department, Queen's University, Kingston, Canada

47.67
43Peter Reinhard Hansen

Department of Economics, University of North Carolina-Chapel-Hill, Chapel Hill, North Carolina (USA)

48.02
44Lucrezia Reichlin

Department of Economics, London Business School (LBS), London, United Kingdom

48.43
45Massimiliano Marcellino

Dipartimento di Economia "Ettore Bocconi", Università Commerciale Luigi Bocconi, Milano, Italy
Innocenzo Gasparini Institute for Economic Research (IGIER), Università Commerciale Luigi Bocconi, Milano, Italy

48.49
46Andrew Patton

Department of Economics, Duke University, Durham, North Carolina (USA)

49.78
47Ole E. Barndorff-Nielsen

Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark

52.47
48Jun Yu

School of Economics, Singapore Management University, Singapore, Singapore

53.44
49Joakim Westerlund

Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet, Lund, Sweden

55.25
50Timothy Vogelsang

Economics Department, Michigan State University, East Lansing, Michigan (USA)

55.32
51Donggyu Sul

Department of Economics, University of Texas-Dallas, Dallas, Texas (USA)

56.06
52Jean-Michel Zakoian

Centre de Recherche en Économie et Statistique (CREST), France

57.63
53Michael McCracken

Research Division, Federal Reserve Bank of St. Louis, St. Louis, Missouri (USA)

57.83
54Zhijie Xiao

Department of Economics, Boston College, Chestnut Hill, Massachusetts (USA)

57.85
55Michael McAleer

Department of Finance, College of Management, Asia University, Wufeng, Taiwan

58.13
56A. Ronald Gallant

Department of Economics, Pennsylvania State University, State College, Pennsylvania (USA)

63.53
57Christian S. Gourieroux

Department of Economics, University of Toronto, Toronto, Canada

63.76
58Jean-Marie Dufour

Department of Economics, McGill University, Montréal, Canada

64.9
59Eric Ghysels

Department of Economics, University of North Carolina-Chapel-Hill, Chapel Hill, North Carolina (USA)

65.42
60Marcus J. Chambers

Economics Department, University of Essex, Colchester, United Kingdom

66.34
61Atsushi Inoue

Department of Economics, Vanderbilt University, Nashville, Tennessee (USA)

66.76
62In Choi

College of Economics, Sogang University, Seoul, South Korea

66.85
63Giuseppe Cavaliere

Dipartimento di Scienze Economiche, Alma Mater Studiorum - Università di Bologna, Bologna, Italy

67.05
64Cheng Hsiao

Department of Economics, University of Southern California, Los Angeles, California (USA)

67.18
65Frank Schorfheide

Department of Economics, University of Pennsylvania, Philadelphia, Pennsylvania (USA)

67.59
66Marco Lippi

Istituto Einaudi per l'Economia e la Finanza (EIEF), Roma, Italy

69.45
67Asger Lunde

Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark

70.14
68Badi H. Baltagi

Department of Economics, Maxwell School, Syracuse University, Syracuse, New York (USA)

72.01
69Jean-Pierre Urbain †

72.24
70Chihwa Kao

Department of Economics, University of Connecticut, Storrs, Connecticut (USA)

72.57
71Christopher F Baum

Department of Economics, Boston College, Chestnut Hill, Massachusetts (USA)

74.06
72Hyungsik Roger Moon

Department of Economics, University of Southern California, Los Angeles, California (USA)

74.54
73James MacKinnon

Economics Department, Queen's University, Kingston, Canada

75.62
74Oliver Bruce Linton

Faculty of Economics, University of Cambridge, Cambridge, United Kingdom

76.92

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