很多都很出名的啦，估计在经济系也有很多的。



伯克里很不错。
Cornell的经济系，Boston U的经济系，New York U的经济系（Bai Jushan在这里）。时间序列方面，我的感觉是经济系往往比统计系做得好。另外普林斯顿的运筹和金融工程系因为有了范剑青，也非常牛。
6 个月 后
8 天 后
呵呵， 其实还不如说说哪些名校做的不好， 名单也许会短些！！！



6 天 后
13 天 后
http://faculty.washington.edu/ezivot/econ584/time_series_econometricians.htm







Time Series Econometricians





Jushan Bai, Boston University



Anil Bera, University of Illinois at Urbana-Champaign



Peter Boswijk, University of Amsterdam



Mark Dwyer, UCLA



Robert Engle, UC San Diego



Jesus Gonzalo, Carlos III



Philip Hans Franses, Erasmus University Rotterdam



James Hamilton, UC San Diego



Bruce Hansen, University of Wisconsin



Andrew Harvey, Cambridge University



David Hendry, Oxford University



Oscar Jorda, UC Davis



Chang-Jin Kim, Korea University



Jan Kiviet, University of Amsterdam



Frank Kleibergen, University of Amsterdam



Gary Koop, University of Edinburgh



Andre Lucas, Free University of Amsterdam



Roger Moon, UC Santa Barbara



Serena Ng, Boston College



Maurice Ooms, Erasmus University Rotterdam



Peter C.B. Phillips, Yale University



Simon Potter, Federal Reserve Bank of New York



Norman Swanson, Texas A&M University



Dick van Dijk, Erasmus University Rotterdam



Herman van Dijk, Erasmus University Rotterdam



Mark Watson, Princeton University



Halbert White, UC San Diego



Time Series Courses

UCLA



UC Davis



UC Santa Barbara



University of Washington