Econometrics Around the World

This page contains links to the recognized departments of economics/econometrics. Of course I cannot claim that information here is the only truth about econometrics and people doing econometrics. I include references to the home pages of the departments, to the home pages of the well-known people from these departments, and to working papers of the department. If you are looking for something particular, you should also visit the pages of the departments, research institutes, associations and foundations to find information about the conferences and the presented papers.

Universities, departments, research centers...
Ranking system
Journals
Software

More details:
Econometric Society
Internet Resources for Economists
Economics Departments, Institutes and Research Centers in the World

Departments (and people)

Chicago:
James Heckman, Lars Hansen...

University of Pennsylvania
Mark Rosenzweig, Robert Summers, Francis Diebold...
Institute for Economic Research Working Papers.

Harvard:
John Campbell, Garry Chamberlain, late Zvi Griliches, Dale Jorgenson, Lawrence Katz, ...
HIER working papers.
Harvard-MIT data center.
Lecture notes.

Princeton:
Gregory Chow, Angus Deaton, Bo Honore, Richard Quandt, Christopher Sims, Mark Watson...
Econometrics Research Program and its working papers.

MIT:
Joshua Angrist, Jerry Hausman, Whitney Newey, James Poterba, ...

Yale:
Donald Andrews, Peter Phillips, ...
Cowles Foundation and its discussion papers.

Northwestern:
Timothy Conley, Charles Manski, ...
Working papers (at Kellogg school of management).

University of California at San Diego:
Robert Engle, Clive Granger, James Hamilton, Valerie Ramey, Halbert White, ...
Working papers

Stanford
Takeshi Amemiya, Michael Boskin, Tim Bresnahan, Thomas Sargent , ...
Working papers

LSE, UK
Anthony Atkinson, David Bartholomew, Howell Tong, ...
STICERD and its working papers.
Financial Markets group and its working papers.

New York University
James Ramsey, ...
C.V.Starr Center for Applied Economcis and its working papers.

Rochester
Jeffrey Campbell, Thomas Cooley,...
Working papers.

Michigan
Roger Gordon, E. Philip Howrey, James Levinsohn, Lee Lillard, Matthew Shapiro, ...
Working papers.
William Davidson Institute working papers on transition.

Minnesota
John S. Chipman, John Geweke, Edward Prescott, ...
Working papers.

University of Texas, Austin
Daniel Hamermesh, Subal Kumbhakar, Daniel Slesnick, Maxwell Stinchcombe, ...
Working papers

Ohio State
Paul Evans, J. Huston McCulloch, Randall Olsen, ...
Working papers

University of California at Berkeley
Bronwyn Hall, Daniel McFadden, Paul Ruud, Kenneth Train, ...
Econometric Laboratory: data on the web, software archive...
Working papers.

>18 Carnegie-Mellon 444 . 24 38 26 32 18 16 17 . 09 96
>19 U CA, Davis 429 . 70 42 27 68 27 28 15 . 91 111
>20 Columbia 428 . 25 35 22 53 25 12 19 . 47 65
>21 U Wisconsin, Madison 399 . 96 38 28 17 15 15 14 . 28 138
>22 Oxford U, UK 399 . 57 35 19 20 16 NR 21 . 03 56
>23 Duke U 392 . 28 37 25 59 33 18 15 . 69 113
http://www.econ.duke.edu/~get/

>24 U Toronto, Canada 352 . 46 30 18 38 31 NR 19 . 58 63
>25 N. Carolina State 349 . 27 39 25 18 19 36 13 . 97 147
>26 Southern Methodist U 349 . 23 46 14 37 30 58 24 . 94 23
  >3 Slottje, Daniel J. SMU 11 70 . 41 43
http://www.smu.edu/~economic/faculty/dslottje.html
  >8 Hayes, Kathy J. SMU 10 54 . 32 96
http://www.smu.edu/~economic/faculty/khayes.html


>27 Cornell 336 . 02 31 24 34 32 17 14 . 00 146
>28 UCLA 334 . 08 27 19 23 24 10 17 . 58 88
>29 Cambridge U, UK 331 . 25 30 15 31 28 NR 22 . 08 46
http://www.econ.cam.ac.uk/faculty/pesaran/
http://www.econ.cam.ac.uk/faculty/harvey/

>30 Boston U 314 . 22 34 22 43 35 27 14 . 28 139
>31 U Iowa 310 . 64 32 15 22 26 34 20 . 71 60
>32 U Montreal, Canada 307 . 95 31 21 13 20 NR 14 . 66 129
>33 U British Columbia, Canada 302 . 64 25 17 46 37 NR 17 . 80 84
>34 U Virginia 299 . 07 20 12 44 39 32 24 . 92 25
>35 Penn State U 288 . 30 31 20 73 43 35 14 . 42 135
http://econ.la.psu.edu/~hbierens/

>36 Texas A&M University 279 . 18 39 27 19 29 33 10 . 34 253
>37 U Florida 269 . 58 25 19 106 47 31 14 . 19 142
>38 U Southern California 263 . 69 22 17 26 34 25 15 . 51 118
>39 U Illinois, Urbana 261 . 66 30 20 39 40 19 13 . 08 159
>40 U Pittsburgh 259 . 16 25 11 76 46 46 23 . 56 33
>41 Indiana U 250 . 81 27 19 51 44 22 13 . 20 157
>42 U Warwick, UK 241 . 93 24 14 NR 61 NR 17 . 28 91
>43 U College, London 239 . 58 28 9 85 53 NR 26 . 62 16
>44 McMaster U, Canada 232 . 51 28 16 114 56 NR 14 . 53 133
>45 U Houston 226 . 41 22 14 95 55 45 16 . 17 109
>46 U North Carolina, Chapel Hill 222 . 75 17 9 64 48 39 24 . 75 28
>47 U Maryland 222 . 24 32 20 30 41 23 11 . 11 229
>48 Michigan State 221 . 60 24 10 24 38 30 22 . 16 43
>49 U York, UK 217 . 67 16 12 61 50 NR 18 . 14 81
>50 Tilburg U, Netherlands 216 . 89 28 17 7 23 NR 12 . 76 173
>51 Tel Aviv U 210 . 32 17 11 NR 72 NR 19 . 12 72
>52 Brown 205 . 03 19 8 40 45 40 25 . 63 19
>53 Rutgers 201 . 18 18 11 129 63 37 18 . 29 80
>54 Queen's U, Canada 198 . 72 20 8 52 51 NR 24 . 84 26
>55 U Washington 194 . 58 19 13 132 65 26 14 . 97 126
>56 U Amsterdam, Netherlands 179 . 90 17 12 45 52 NR 14 . 99 125
>57 Hebrew U, Jerusalem 179 . 27 15 7 104 66 NR 25 . 61 20
>58 Iowa State 175 . 94 23 14 100 68 65 12 . 57 178
>59 U Georgia 175 . 87 24 15 84 64 43 11 . 72 205
>60 Arizona State U 170 . 62 23 15 116 71 42 11 . 37 217




>6 Blundell, Richard W. U College, London 10 66 . 37 53


>9 Angrist, Joshua D. Hebrew U, Jerusalem 9 145 . 49 3

>11 Koop, Gary U Toronto 9 115 . 08 9

>12 Hendry, David F. Oxford 9 96 . 67 15

>13 Campbell, John Y. Princeton 8 128 . 64 6

>14 Wolpin, Kenneth I. NYU 8 105 . 08 10

>15 Poirier, Dale J. U Toronto 8 92 . 99 16

>16 Card, David Princeton 8 91 . 43 18

>17 DeJong, David N. U Pittsburgh 8 86 . 59 22

>18 Viscusi, W. Kip Duke U 8 85 . 18 26

>20 Wadhwani, Sushil LSE 8 71 . 60 42

>22 Canova, Fabio U Pompeu Fabra, Barcelona 7 122 . 24 8

>23 Fair, Ray C. Yale 7 92 . 64 17

>24 Browning, Martin McMaster U 7 85 . 97 24

>25 Meghir, Costas U College, London 7 81 . 52 29

>26 Krueger, Alan B. Princeton 7 75 . 95 34

>27 Gregory, Allan W. Queen's U, Canada 7 64 . 89 58

>28 Harvey, Andrew C LSE 7 60 . 67 69

>29 Neumark, David Michigan State U 7 58 . 26 78

>30 Diebold, Francis X. U PA 7 57 . 64 82

>31 Palm, Franz C. U Limburg 7 53 . 70 98

>32 Grosskopf, Shawna Southern IL U 7 30 . 11 304

>33 Formby, John P. U Alabama, Tuscaloosa 7 24 . 22 425

>34 Bishop, John A. E Carolina U, Greenville 7 21 . 66 510

>35 Lewis, Karen K. U PA 6 130 . 63 5

>36 Baxter, Marianne U VA, Charlottesville 6 89 . 10 20

>38 Attanasio, Orazio P. Stanford U 6 85 . 99 23

>40 Eichenbaum, Martin Northwestern U 6 75 . 65 35

>42 Stewart, Mark B. U Warwick 6 74 . 03 40

>43 LeSage, James P. U Toledo 6 69 . 59 46

>44 Lewbel, Arthur Brandeis U 6 66 . 93 52

>45 Cecchetti, Stephen G. OH State U 6 66 . 31 54

>46 Borjas, George J. U CA, San Diego 6 64 . 94 57


>47 Quah, Danny LSE 6 62 . 38 62

>48 Levinsohn, James A. U MI 6 62 . 26 64

>49 Currie, Janet U CA, Los Angeles 6 58 . 36 77

>50 Poterba, James M. MIT 6 56 . 31 86

>51 Shiller, Robert J. Yale 6 54 . 86 92

>52 Hsiao, Cheng US CA, Los Angeles 6 52 . 36 109

>53 Whiteman, Charles H. U Iowa 6 49 . 11 126

>54 Murphy, Kevin M. U Chicago 6 43 . 64 160

>55 Maasoumi, Esfandiar SMU 6 42 . 19 166
http://www.smu.edu/~economic/faculty/emaasoumi.html

>56 Miron, Jeffrey A. Boston U 6 39 . 47 182

>57 Caudill, Steven B. Auburn U 6 26 . 72 361

>58 Fare, Rolf Southern IL U 6 25 . 15 401

Not ranked:

John Geweke
Department of Economics
University of Minnesota
http://www.econ.umn.edu/~geweke

Takeshi Amemiya
Dept of Economics
Stanford Univ.
http://www-econ.stanford.edu/faculty/amemiya.html

James MacKinnon
Department of Economics
http://qed.econ.queensu.ca:80/pub/faculty/mackinnon/ 

James D. Hamilton 
Chair of Economics Department, U CA, San Diego
http://weber.ucsd.edu/~jhamilto/

Halbert L. White, Jr. 
University of California, San Diego 
http://weber.ucsd.edu/~mbacci/white/

Badi Baltagi himself

Ranking system

The information on relative standing is vaguely based on several rankings I had at hand:
Rankings are usually based on tangible things like papers published, i.e. essentially research. Textbooks and monographs published are not included here, though it might be that someone is specializing on writing chapters to handbooks :). Teaching is yet another thing, and a knowledgeable scientist would not necessarily be a perfect instructor (and vice versa).

Journals

Journal of Applied Econometrics

You can also find something of interest at the webpages of American Statistical Association.

Software

Stata -- my favorite!
Ox
STAMP
TSP

Send your comments to: Stas Kolenikov