Email: email@example.comTelephone: +44 20 7882 8832Room Number: GC518Office Hours: Tuesday: 10am - 11am and 4pm - 5pm
Research keywords: Time-Series Econometrics, Nonparametric methods
Stepana Lazarova is a Senior Lecturer at the School of Economics and Finance at Queen Mary University of London, specialising in econometrics.
She is interested in structural breaks and general instability in time series, with potential applications in macroeconometrics. She is currently developing a new quantile regression methodology with potential applications in microeconometrics.
She received her MSc and PhD in economics from London School of Economics.
- Iacone F., Lazarova S. (2019) "Semiparametric detection of changes in long range dependence", Journal of Time Series Analysis, forthcoming.
- Burridge P., Iacone F., Lazarova S. (2015) "Spatial effects in a common trend model of US city-level CPI", Regional Science and Urban Economics 54, 87–98
- Guay A., Guerre E., Lazarova S. (2013) "Robust adaptive rate-optimal testing for the white noise hypothesis", Journal of Econometrics 176, 134–145.
- Lazarova S., Trapani L., Urga G. (2007) "Common stochastic trends and aggregation in heterogeneous panels", Econometric Theory 23, 89-105.