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Top 10% Institutions and Economists in the Field of Econometric Time Series, as of October 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 7522 institutions with 51326 registered authors evaluated for all the rankings.

The rankings

Ranking of institutions
Ranking of authors
Details

For Econometric Time Series, these are 728 authors affiliated with 1333 institutions.
All authors classified in this field.

Top 10% institutions in the field of Econometric Time Series

RankInstitutionScoreAuthorsAuthor shares
1Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

2.6311615.56
2Stern School of Business, New York University (NYU)

New York City, New York (USA)

2.7582.66
3Department of Economics, Princeton University

Princeton, New Jersey (USA)

3.12491.4
---Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet

Aarhus, Denmark

4.525513.67
4Department of Economics, Duke University

Durham, North Carolina (USA)

5.71441.72
5Department of Economics, School of Arts and Sciences, Columbia University

New York City, New York (USA)

7.18532.89
6Singapore Management University

Singapore, Singapore

7.26405.63
---School of Economics, Singapore Management University

Singapore, Singapore

8.83325.62
7Department of Economics, Boston University

Boston, Massachusetts (USA)

9.21581.82
8Department of Economics, Harvard University

Cambridge, Massachusetts (USA)

10.1741.04
9Monash Business School, Monash University

Melbourne, Australia

10.215310.85
10Department of Economics, University of Southern California

Los Angeles, California (USA)

11.15471.15
---Department of Econometrics and Business Statistics, Monash Business School, Monash University

Melbourne, Australia

12.473110.81
11Department of Economics, University of California-San Diego (UCSD)

La Jolla, California (USA)

13.98501.96
---Volatility Institute, Stern School of Business, New York University (NYU)

New York City, New York (USA)

16.7930.45
12Department of Economics, University of Pennsylvania

Philadelphia, Pennsylvania (USA)

16.92361.15
13Cowles Foundation for Research in Economics, Yale University

New Haven, Connecticut (USA)

17.91220.37
14Department of Economics, University of Washington

Seattle, Washington (USA)

18.98191.61
---Finance Department, Stern School of Business, New York University (NYU)

New York City, New York (USA)

19.06170.82
15Økonomisk Institut, Københavns Universitet

København, Denmark

20.13715.02
16Department of Economics and Related Studies, University of York

York, United Kingdom

20.26843.68
17Faculty of Economics, University of Cambridge

Cambridge, United Kingdom

20.68712.49
18Essex Business School, University of Essex

Colchester, United Kingdom

22.48252.84
19European Central Bank

Frankfurt am Main, Germany

22.641927.43
20Economics Department, University of Wisconsin-Madison

Madison, Wisconsin (USA)

23340.65
21Economics Division, University of Southampton

Southampton, United Kingdom

23.6352.02
22Department of Economics, Oxford University

Oxford, United Kingdom

23.871753.76
23Business School, University of Auckland

Auckland, New Zealand

30.49250.33
24Department of Economics, University of Chicago

Chicago, Illinois (USA)

31.51570.36
---Department of Economics, Business School, University of Auckland

Auckland, New Zealand

32.45180.27
25Economics Department, Michigan State University

East Lansing, Michigan (USA)

34.11481.2
26Brookings Institution

Washington, District of Columbia (USA)

37.3330.2
---Economic Studies, Brookings Institution

Washington, District of Columbia (USA)

38.6120.2
27National Bureau of Economic Research (NBER)

Cambridge, Massachusetts (USA)

38.914960.55
28Tinbergen Instituut

Amsterdam, Netherlands

39.191383.6
29Department of Economics, New York University (NYU)

New York City, New York (USA)

39.27530.99
30Federal Reserve Board (Board of Governors of the Federal Reserve System)

Washington, District of Columbia (USA)

39.461693.83
31Economics Department, Queen's University

Kingston, Canada

39.87561.89
32Department of Economics, Northwestern University

Evanston, Illinois (USA)

41.86350.4
33Department of Economics, Indiana University

Bloomington, Indiana (USA)

43.71301.31
34Department of Economics, University of North Carolina-Chapel-Hill

Chapel Hill, North Carolina (USA)

43.72181.17
35Department of Agricultural and Resource Economics, University of Maryland

College Park, Maryland (USA)

43.73261
36Federal Reserve Bank of New York

New York City, New York (USA)

44.23792.05
37Centre de Recherche en Économie et Statistique (CREST)

France

46.54912.65
38Department of Economics, Boston College

Chestnut Hill, Massachusetts (USA)

46.55561.74
39Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam

Amsterdam, Netherlands

46.59863.74
40Federal Reserve Bank of Cleveland

Cleveland, Ohio (USA)

46.8462.78
41Departamento de Economía, Universidad Carlos III de Madrid

Madrid, Spain

49.42582.54
42Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

51.29621.32
---Economic Research, Federal Reserve Bank of Cleveland

Cleveland, Ohio (USA)

52.51361.63
---Research Division, Federal Reserve Bank of St. Louis

St. Louis, Missouri (USA)

52.61511.3
43Economics Department, University of Michigan

Ann Arbor, Michigan (USA)

52.72630.46
44Economics Department, University of Strathclyde

Glasgow, United Kingdom

53.17321.64
45Università Commerciale Luigi Bocconi

Milano, Italy

54.211692.05
46Barcelona Graduate School of Economics (Barcelona GSE)

Barcelona, Spain

56.131563.93
47Economics Department, Yale University

New Haven, Connecticut (USA)

56.45500.48
48School of Business and Economics, Vrije Universiteit Amsterdam

Amsterdam, Netherlands

57.64973.44
49Department of Economics, University of California-Berkeley

Berkeley, California (USA)

60.04510.68
50School of Economics and Finance, Queen Mary University of London

London, United Kingdom

60.78442.29
51Department of Economics, McGill University

Montréal, Canada

61.23351.3
---Bendheim Center for Finance, Department of Economics, Princeton University

Princeton, New Jersey (USA)

62.1560.58
---Amsterdam School of Economics, Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam

Amsterdam, Netherlands

64.3242.55
52École des Sciences Économiques de Louvain, Université Catholique de Louvain

Louvain-la-Neuve, Belgium

66.631272.4
53Centro de Estudios Monetarios y Financieros (CEMFI)

Madrid, Spain

66.78210.7
54Department of Economics, University College London (UCL)

London, United Kingdom

68.77741.25
---Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain, Université Catholique de Louvain

Louvain-la-Neuve, Belgium

69.5642.2
55Department of Economics, Mathematics and Statistics, Birkbeck College

London, United Kingdom

71.66241.99
56Warwick Business School, University of Warwick

Coventry, United Kingdom

72.12282.65
57Federal Reserve Bank of Atlanta

Atlanta, Georgia (USA)

75.3271.61
58Business School, University of Technology Sydney

Sydney, Australia

76.47831.79
---Research and Statistics Group, Federal Reserve Bank of New York

New York City, New York (USA)

77.75601.03
59Department of Economics, University of California-Riverside

Riverside, California (USA)

80.82261.38
60Hoover Institution on War Revolution & Peace, Stanford University

Stanford, California (USA)

81.11120.1
61Crawford School of Public Policy, Australian National University

Canberra, Australia

82.041580.88
62Economics Department, Massachusetts Institute of Technology (MIT)

Cambridge, Massachusetts (USA)

82.33460.13
63Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", Università degli Studi di Firenze

Firenze, Italy

82.86162.73
64Department of Economics, Ohio State University

Columbus, Ohio (USA)

84.36381.9
65Department of Economics, Korea University

Seoul, South Korea

84.39251.49
66Center for Applied Statistics and Econometrics (CASE), Humboldt-Universität Berlin

Berlin, Germany

84.81250.87
67Federal Reserve Bank of Chicago

Chicago, Illinois (USA)

86.09640.77
---Afdeling Econometrie and Operations Research, School of Business and Economics, Vrije Universiteit Amsterdam

Amsterdam, Netherlands

86.41142.36
---Centre for Applied Macroeconomic Analysis (CAMA), Crawford School of Public Policy, Australian National University

Canberra, Australia

88.47670.86
68School of Economics, Faculty of Arts and Social Sciences, University of Sydney

Sydney, Australia

88.79611.42
69Department of Economics, University of Warwick

Coventry, United Kingdom

88.83731.25
---Department of Economics, London Business School (LBS)

London, United Kingdom

89.01130.29
70London Business School (LBS)

London, United Kingdom

89.01320.29
---Economics Discipline Group, Business School, University of Technology Sydney

Sydney, Australia

89.13311.33
71Dipartimento di Scienze Statistiche "Paolo Fortunati", Alma Mater Studiorum - Università di Bologna

Bologna, Italy

89.52233.9
72Bank of Canada

Ottawa, Canada

94.631242.74
73Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

97.11123.78
74DIW Berlin (Deutsches Institut für Wirtschaftsforschung)

Berlin, Germany

100.481500.45
75Departamento de Estadistica, Universidad Carlos III de Madrid

Madrid, Spain

100.774.14
76Department of Economics, University of Texas-Dallas

Dallas, Texas (USA)

101.17110.83
77Department of Economics, Pennsylvania State University

State College, Pennsylvania (USA)

101.91260.38
78Facoltà di Economia, Università degli Studi di Roma "Tor Vergata"

Roma, Italy

103.091013.3
---Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

103.89233.11
79Politiikan ja Talouden Tutkimuksen Laitos, Valtiotieteellinen tiedekunta, Helsingin Yliopisto

Helsinki, Finland

104.42262.48
80William E. Simon Graduate School of Business Administration, University of Rochester

Rochester, New York (USA)

107.09130.31
---Departament d'Economia i Empresa, Universitat Pompeu Fabra, Barcelona Graduate School of Economics (Barcelona GSE)

Barcelona, Spain

107.4872.84
81Department of Economics, Emory University

Atlanta, Georgia (USA)

107.86201.02
82School of Business and Economics, Maastricht University

Maastricht, Netherlands

108.08982.99
---Dipartimento di Economia e Finanza, Facoltà di Economia, Università degli Studi di Roma "Tor Vergata"

Roma, Italy

108.32633.28
83College of Economics, Sogang University

Seoul, South Korea

109.03230.94
84Department of Economics, University of Connecticut

Storrs, Connecticut (USA)

109.43441.84
85International Monetary Fund (IMF)

Washington, District of Columbia (USA)

110.934063.27
86School of Economics, University of Nottingham

Nottingham, United Kingdom

111.8912.44
87Ekonomihögskolan, Lunds Universitet

Lund, Sweden

111.95961.16
---Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet

Lund, Sweden

111.95671.16
88Toulouse School of Economics (TSE)

Toulouse, France

112.061631.12
89Department of Economics, University of Birmingham

Birmingham, United Kingdom

113.83321.63
90Department of Economics, University of Toronto

Toronto, Canada

114.01641.06
91Department of Economics, Johns Hopkins University

Baltimore, Maryland (USA)

114.81200.58
92Deutsche Bundesbank

Frankfurt, Germany

115.091083.26
93Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

117.21581.76
94Istituto Einaudi per l'Economia e la Finanza (EIEF)

Roma, Italy

118.06230.52
---Department of Finance, Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

118.25180.2
95Kellogg Graduate School of Management, Northwestern University

Evanston, Illinois (USA)

118.25460.2
96Department of Economics, Vanderbilt University

Nashville, Tennessee (USA)

119.46390.53
---Economic Research Department, Federal Reserve Bank of Atlanta

Atlanta, Georgia (USA)

120.14241.37
97Anderson Graduate School of Management, University of California-Los Angeles (UCLA)

Los Angeles, California (USA)

120.24330.36
98Economics Department, University of Essex

Colchester, United Kingdom

121.42482.09
99Department of Economics, Washington University in St. Louis

St. Louis, Missouri (USA)

121.98270.61
100Department of Economics, George Washington University

Washington, District of Columbia (USA)

126692.65
101Aix-Marseille School of Economics (AMSE)

Aix-en-Provence/Marseille, France

126.041162.89
---Groupement de Recherche en Économie Quantitative d'Aix-Marseille (GREQAM), Aix-Marseille School of Economics (AMSE)

Marseille, France

126.041012.89
102Department of Economics, Rutgers University-New Brunswick

New Brunswick, New Jersey (USA)

128.04351.55
---European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management, Université Libre de Bruxelles

Bruxelles, Belgium

128.74692.44
103Solvay Brussels School of Economics and Management, Université Libre de Bruxelles

Bruxelles, Belgium

128.741682.44
104Rotman School of Management, University of Toronto

Toronto, Canada

129.74400.73
---Finance, Rotman School of Management, University of Toronto

Toronto, Canada

129.7480.73
105London School of Economics (LSE)

London, United Kingdom

131.153091.77
106Department of Economics, University of Houston

Houston, Texas (USA)

132.08210.91
107Sveriges Riksbank

Stockholm, Sweden

133.91401.71
108Rady School of Management, University of California-San Diego (UCSD)

La Jolla, California (USA)

133.98110.29
109Department of Quantitative Finance, National Tsing Hua University

Hsin-Chu, Taiwan

134.25120.58
110Department of Economics and Finance, Brunel University

Uxbridge, United Kingdom

136.24161.86
---Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien

Wien, Austria

136.8661.48
111Athens University of Economics and Business (AUEB)

Athens, Greece

136.91722.6
112Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia

Modena, Italy

138.66450.46
---Abteilung Volkswirtschaftslehre, Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin

Berlin, Germany

139.66160.4
113Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin

Berlin, Germany

139.66380.4
---Vakgroep Kwantitatieve Economie, School of Business and Economics, Maastricht University

Maastricht, Netherlands

142.6461.91
114Economics Department, Brown University

Providence, Rhode Island (USA)

145.28570.97
115Department of Economics, Maxwell School, Syracuse University

Syracuse, New York (USA)

145.37210.41
116Economics Department, Georgetown University

Washington, District of Columbia (USA)

146.08440.43
117Smeal College of Business Administration, Pennsylvania State University

State College, Pennsylvania (USA)

146.33100.83
118Management School, Lancaster University

Lancaster, United Kingdom

146.88571.99
119Dipartimento di Economia, Università Ca' Foscari Venezia

Venezia, Italy

148.3731.56
120Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam

Rotterdam, Netherlands

149.49300.65
121Handelshögskolan, Örebro Universitet

Örebro, Sweden

150.11130.97
---ICMA Centre for Financial Markets, Henley Business School, University of Reading

Reading, United Kingdom

150.36120.34
122Henley Business School, University of Reading

Reading, United Kingdom

150.36280.34
123Department of Economics, University of California-Los Angeles (UCLA)

Los Angeles, California (USA)

151.47470.57
124School of Economics and Management, Wuhan University

Hubei, China

151.89150.67
125Faculty of Business and Economics, University of Melbourne

Melbourne, Australia

152.58983.38
---Dipartimento di Economia "Ettore Bocconi", Università Commerciale Luigi Bocconi

Milano, Italy

154.01350.31
126DeGroote School of Business, McMaster University

Hamilton, Canada

157.182.21
127Business School, Deakin University

Melbourne, Australia

158.22552.03
128Institut für Ökonometrie und OR, Rheinische Friedrich-Wilhelms-Universität Bonn

Bonn, Germany

162.7310.5
129Helsinki Center for Economic Research (HECER)

Helsinki, Finland

163.34191.18
130Cass Business School, City University

London, United Kingdom

165.42400.68
131School of Economics, Finance and Management, University of Bristol

Bristol, United Kingdom

166.7530.51
132Institute for Fiscal Studies (IFS)

London, United Kingdom

166.86700.18
133Management School, University of Liverpool

Liverpool, United Kingdom

168.12271.78

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

1.64
2Robert F. Engle III

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

2.39
3Clive W. J. Granger †

4.21
4Pierre Perron

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

4.85
5Tim Bollerslev

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

6.02
6Jushan Bai

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

7.67
7Mark W. Watson

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

8.69
8M Hashem Pesaran

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

8.73
9Charles R. Nelson

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

12.94
10Robert Taylor

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

14.81
11James H. Stock

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

14.96
12Soren Johansen

Økonomisk Institut, Københavns Universitet, København, Denmark

15.43
13Timo 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

15.52
14Francis X. Diebold

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

16.83
15Donald W. K. Andrews

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

17.22
16Thomas J. Sargent

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

17.75
17Yongcheol Shin

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

17.9
18Serena Ng

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

18.8
19Graham Elliott

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

18.81
20George Tauchen

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

19.73
21Helmut Lütkepohl

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

20.12
22David F. Hendry

Department of Economics, Oxford University, Oxford, United Kingdom

21.34
23Lars Peter Hansen

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

21.75
24Pentti Saikkonen

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

21.95
25Andrew C. Harvey

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

22.13
26Joon Y. Park

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

24.1
27Kenneth D. West

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

24.77
28Torben G. Andersen

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

26.4
29Gary Koop

Economics Department, University of Strathclyde, Glasgow, United Kingdom

28.59
30Halbert White †

28.78
31Neil Shephard

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

28.92
32Allan Timmermann

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

30.16
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

31.65
34Todd Clark

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

32.77
35James Hamilton

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

33.78
36Siem Jan Koopman

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

34.17
37Lutz Kilian

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

38.66
38Lawrence J. Christiano

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

38.72
39Chang-Jin Kim

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

39.27
40Yacine Ait-Sahalia

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

42.27
41Luc Bauwens

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

45.99
42Peter Reinhard Hansen

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

47.54
43Massimiliano 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

48.56
44Morten Ørregaard Nielsen

Economics Department, Queen's University, Kingston, Canada

48.62
45Lucrezia Reichlin

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

50.3
46Andrew Patton

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

51.01
47Ole E. Barndorff-Nielsen

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

52.44
48Jun Yu

School of Economics, Singapore Management University, Singapore, Singapore

52.61
49Timothy Vogelsang

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

54.35
50Donggyu Sul

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

55.66
51Joakim Westerlund

Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet, Lund, Sweden

56.86
52Zhijie Xiao

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

58.1
53Jean-Michel Zakoian

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

58.22
54Michael McCracken

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

58.34
55Michael McAleer

Department of Quantitative Finance, National Tsing Hua University, Hsin-Chu, Taiwan

59.19
56A. Ronald Gallant

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

62.86
57Christian S. Gourieroux

Department of Economics, University of Toronto, Toronto, Canada

63.45
58Jean-Marie Dufour

Department of Economics, McGill University, Montréal, Canada

64.93
59Eric Ghysels

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

65.82
60Marcus J. Chambers

Economics Department, University of Essex, Colchester, United Kingdom

65.9
61Giuseppe Cavaliere

Dipartimento di Scienze Statistiche "Paolo Fortunati", Alma Mater Studiorum - Università di Bologna, Bologna, Italy

66.41
62In Choi

College of Economics, Sogang University, Seoul, South Korea

66.42
63Cheng Hsiao

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

66.45
64Atsushi Inoue

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

66.55
65Jean-Pierre Urbain †

69.95
66Marco Lippi

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

70.11
67Chihwa Kao

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

70.23
68Christopher F Baum

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

70.25
69Asger Lunde

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

70.3
70Badi H. Baltagi

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

71.84
71Frank Schorfheide

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

73.28
72James MacKinnon

Economics Department, Queen's University, Kingston, Canada

73.38

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