Top 10% Institutions and Economists in the Field of Econometric Time Series, as of April 2019

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This page is part of a larger set of rankings for research items, serials, authors and institutions made available on this site. A FAQ is available.

• 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 institution according to the weights they have set to each in their profile, or by default according to a formula described here.
• Authors affiliated with subentities of institutions listed in EDIRC are also counted in the latter.
• Only institutions listed in EDIRC are counted.
• 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 7817 institutions with 55926 registered authors evaluated for all the rankings.

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Same ranking by authors, institutions, countries and regions, and more rankings for , including the individual criteria used here.

The rankings

Top 10% authors in the field of Econometric Time Series

For Econometric Time Series, these are 334 authors affiliated with 916 institutions.
All authors classified in this field.

Rank	Author	Score
1	Robert F. Engle III Finance Department, Stern School of Business, New York University (NYU), New York City, New York (USA) Volatility Institute, Stern School of Business, New York University (NYU), New York City, New York (USA)	1.46
2	Pierre Perron Department of Economics, Boston University, Boston, Massachusetts (USA)	1.98
3	Mark W. Watson Department of Economics, Princeton University, Princeton, New Jersey (USA)	4.92
4	Charles R. Nelson Department of Economics, University of Washington, Seattle, Washington (USA)	5.93
5	Soren Johansen Økonomisk Institut, Københavns Universitet, København, Denmark	7.35
6	James H. Stock Department of Economics, Harvard University, Cambridge, Massachusetts (USA)	8.12
7	Francis X. Diebold Department of Economics, University of Pennsylvania, Philadelphia, Pennsylvania (USA)	8.19
8	Donald W. K. Andrews Economics Department, Yale University, New Haven, Connecticut (USA) Cowles Foundation for Research in Economics, Yale University, New Haven, Connecticut (USA)	9.15
9	Serena Ng Department of Economics, School of Arts and Sciences, Columbia University, New York City, New York (USA)	9.61
10	David F. Hendry Department of Economics, Oxford University, Oxford, United Kingdom	10.3
11	Andrew C. Harvey Faculty of Economics, University of Cambridge, Cambridge, United Kingdom	10.72
12	Pentti Saikkonen	11.3
13	Torben G. Andersen National Bureau of Economic Research (NBER), Cambridge, Massachusetts (USA)	13.04
14	Joon Y. Park Department of Economics, Indiana University, Bloomington, Indiana (USA)	13.2
15	Siem Jan Koopman Afdeling Econometrie and Operations Research, School of Business and Economics, Vrije Universiteit Amsterdam, Amsterdam, Netherlands Tinbergen Instituut, Amsterdam, Netherlands	16.99
16	Lutz Kilian Federal Reserve Bank of Dallas, Dallas, Texas (USA)	18.99
17	Peter Reinhard Hansen Department of Economics, University of North Carolina-Chapel-Hill, Chapel Hill, North Carolina (USA)	21.09
18	Luc Bauwens Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain, Université Catholique de Louvain, Louvain-la-Neuve, Belgium	21.14
19	David I. Harvey Granger Centre for Time Series Econometrics, School of Economics, University of Nottingham, Nottingham, United Kingdom	21.93
20	Christian S. Gourieroux Department of Economics, University of Toronto, Toronto, Canada	22.95
21	Lucrezia Reichlin Department of Economics, London Business School (LBS), London, United Kingdom Centre for Economic Policy Research (CEPR), London, United Kingdom	24.21
22	Jun Yu School of Economics, Singapore Management University, Singapore, Singapore	24.68
23	Ole E. Barndorff-Nielsen Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark	24.99
24	Donggyu Sul Department of Economics, University of Texas-Dallas, Dallas, Texas (USA)	25.43
25	Michael McCracken Research Division, Federal Reserve Bank of St. Louis, St. Louis, Missouri (USA)	25.51
26	Joakim Westerlund Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet, Lund, Sweden	26.58
27	In Choi College of Economics, Sogang University, Seoul, South Korea	27.41
28	Zhijie Xiao Department of Economics, Boston College, Chestnut Hill, Massachusetts (USA)	28.79
29	Cheng Hsiao Department of Economics, University of Southern California, Los Angeles, California (USA)	32.06
30	Marco Lippi Istituto Einaudi per l'Economia e la Finanza (EIEF), Roma, Italy	32.22
31	Jörg Breitung Institut für Ökonometrie und OR, Rheinische Friedrich-Wilhelms-Universität Bonn, Bonn, Germany	37.14
32	Mario Forni Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia, Modena, Italy	37.64
33	Luis Alberiko Gil-Alana Facultad de Ciencias Económicas y Empresariales, Universidad de Navarra, Pamplona, Spain Navarra Center for International Development, Universidad de Navarra, Pamplona, Spain	39.05

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, Federal Reserve Bank of St. Louis.
• RePEc has been initiated by Thomas Krichel.