Phone: +44 20 7882 8832
Office hours: Tuesday 14:00-16:00
Research keywords: Time-Series Econometrics
Stepana Lazarova is a Senior Lecturer at the School of Economics and Finance at Queen Mary University of London, specializing in econometrics.
One area of her research deals with time series with long memory, in particular in the presence of structural breaks. She explores the use of bootstrap methods time series models.
Another of her research interests is panel data models. She has looked at how spatial proximity of cities influences evolution of the city price indexes
She has also written about nonparametric methods that can be employed for the detection of correlation in time series.
She received her MSc and PhD in economics from London School of Economics.
Guay, A., E. Guerre and S. Lazarova, “Robust adaptive rate-optimal testing for the white noise hypothesis”, 2013, Journal of Econometrics
Lazarova, S,. L. Trapani and G. Urga, "Common stochastic trends and aggregation in heterogeneous panels", 2007, Econometric Theory