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School of Economics and Finance

Stepana Lazarova


Senior Lecturer

Telephone: +44 20 7882 8832
Room Number: GC518
Office Hours: Tuesday: 10:30am - 12:30pm


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.
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