The World Class of Famous Scientiest

Econometric Authors Articles and Papers Links Econometrics 

Top 10% authors in the field of Econometric Time SeriesRankScoreAuthor1.1.24Peter C. B. Phillips2.1.85M Hashem Pesaran3.3.17Robert F. Engle4.6.16Tim Bollerslev5.6.94Pierre Perron6.8.5Clive W. J. Granger †7.9.18James H. Stock8.10.32Donald W. K. Andrews9.10.78Michael McAleer10.11.71Thomas J. Sargent11.11.79Lars Peter Hansen12.12.05Christopher Sims13.12.14Jushan Bai14.13.05David F. Hendry15.14.37Halbert White16.14.75Francis X. Diebold17.15.67Ben S. Bernanke18.16.57Massimiliano Marcellino19.17.23Peter M. Robinson20.19Soren Johansen21.19.29Kenneth D. West22.20.58Serena Ng23.22.79Marc Nerlove24.22.89Timo Teräsvirta25.22.97Andrew C. Harvey26.24.41Graham Elliott27.24.48Wolfgang Karl Härdle28.25.37Torben G. Andersen29.25.39Neil Shephard30.26.5James Hamilton31.26.68Lawrence J. Christiano32.29.15J. Scott Armstrong33.33.37Adrian Rodney Pagan34.35.07Robert Taylor35.35.15Manuel Arellano36.35.41Yacine Ait-Sahalia37.35.76Todd Clark38.35.86Allan Timmermann39.36.34Helmut Lütkepohl40.36.6Christian S. Gourieroux41.37.94Stephen Roy Bond42.37.97Lucrezia Reichlin43.39.95George Tauchen44.40.53Richard T. Baillie45.40.63John Geweke46.41.16Lutz Kilian47.47.01Gary Koop48.49.11Michael Peter Clements49.51.64Neil R. Ericsson50.51.86Cheng Hsiao51.52.65Ole E. Barndorff-Nielsen52.54.76James MacKinnon53.54.95Charles H. Whiteman54.56.08Michael McCracken55.56.49Norman Rasmus Swanson56.56.55Chang-Jin Kim57.57.52Eric Ghysels58.59.44Carlos Velasco59.60.14Sam Ouliaris60.60.4Donggyu Sul61.60.86Siem Jan Koopman62.61.35Peter E. Rossi63.61.78Roberto S. Mariano64.62.46Luis Alberiko Gil-Alana65.62.6Jean-Marie Dufour66.62.89Atsushi Inoue67.64.18Kenneth Frank Wallis68.70.09Nelson C. Mark69.70.36Simon Potter70.72.17Chihwa Kao71.72.67Richard J. Smith72.73.09David H. Papell73.74.53Timothy Vogelsang74.74.96Jean-Michel Zakoian75.76.09Zhijie Xiao76.76.73Luc Bauwens77.79.19Masao Ogaki78.82.33Jonathan H. Wright79.82.35Morten Ørregaard Nielsen80.82.47Peter Reinhard Hansen81.85.82Marcus J. Chambers

Journal http://www.feweb.vu.nl/econometriclinks/authors/