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Economics Department Staff

Economics at Queen Mary University of London

Stepana Lazarova

Email: s.lazarova@qmul.ac.uk
Senior Lecturer
Room number: W306
Office hours: Monday 2 - 4pm
Telephone: +44 (0)20 7882 8832
Internal extension: 8832

Stepana works in the area of Time Series Econometrics. In particular she focuses on time series with long memory. She investigates linear models with breaks in parameters and examines the validity of bootstrap methods for models with strongly dependent processes.

  • Lazarova S. (2001) "Testing for Ongoing Convergence in Central and Eastern Europe: 1970 - 1998" Journal of Comparative Economics (with S. Estrin and G. Urga)
  • Lazarova S. (2003) "Are Differences in Firm Sizes Transitory or Permanent" Journal of Applied Econometrics (with P. Geroski, G. Urga and C. Walters)
  • Lazarova S. (2005) "Testing for Structural Change in Regression With Long Memory Processes" Journal of Econometrics
  • Lazarova, S. (forthcoming) "Common stochastic trends and aggregation in heterogoeneous panels" Econometric Theory (with L. Trapani and G. Urga).