Skip to main content
Research
  1. Queen Mary University of London
  2. Research
  3. Publications

Publications: Dr Stepana Lazarova

Back to Search
Iacone F, Lazarová Š ( 2019 ) . Semiparametric Detection of Changes in Long Range Dependence . Wiley pp. 693 - 706 .
LAZAROVA S, Iacone F ( 2019 ) . Semiparametric detection of changes in long range dependence . Journal of Time Series Analysis vol. 40 , ( 5 ) 693 - 706 .
Burridge P, Iacone F, Lazarová Š ( 2015 ) . Spatial effects in a common trend model of US city-level CPI . Regional Science and Urban Economics vol. 54 , 87 - 98 .
Guay A, Guerre E, Lazarová Š ( 2013 ) . Robust adaptive rate-optimal testing for the white noise hypothesis . Journal of Econometrics vol. 176 , ( 2 ) 134 - 145 .
Guay A, Guerre E, Lazarova S ( 2009 ) . Adaptive Rate-Optimal Detection of Small Autocorrelation Coefficients . Abstract: java.sql.Clob org.hibernate.engine.jdbc.WrappedClob java.io.Serializable ,
LAZAROVA S, Urga G, Trapani L ( 2007 ) . Common stochastic trends and aggregation in heterogeneous panels . Econometric Theory vol. 23 , ( 1 ) 89 - 105 .
Lazarova S ( 2005 ) . Testing for structural change in regression with long memory processes . JOURNAL OF ECONOMETRICS vol. 129 , ( 1-2 ) 329 - 372 .
Geroski PA, Lazarova S, Urga G, Walters CF ( 2003 ) . Erratum: Are Differences in Firm Size Transitory or Permanent? (Journal of Applied Econometrics (2003) 18:1 (47-59)) . Journal of Applied Econometrics vol. 18 , ( 2 )
Geroski PA, Lazarova S, Urga G, Walters CF ( 2003 ) . Are differences in firm size transitory or permanent? . J APPL ECONOM vol. 18 , ( 1 ) 47 - 59 .
Hall S, Lazarova S, Urga G ( 2002 ) . A principal components analysis of common stochastic trends in heterogeneous panel data: Some Monte Carlo evidence . Oxford Bulletin of Economics and Statistics vol. 61 , ( SUPPL. ) 749 - 767 .
Estrin S, Urga G, Lazarova S ( 2001 ) . Testing for ongoing convergence in transition economies, 1970 to 1998 . J COMP ECON vol. 29 , ( 4 ) 677 - 691 .
Estrin S, Lazarova S, Urga G ( 2001 ) . Convergence in transition countries - Focus on investment: Central and Eastern Europe, 1970-1996 . ECON PLANN vol. 34 , ( 3 ) 215 - 230 .
Park A, Sehrt K ( 2001 ) . Tests of financial intermediation and banking reform in China . Journal of Comparitive Economics vol. 29 , ( 4 ) 608 - 644 .
Hall S, Lazarova S, Urga G ( 1999 ) . A Principal Components Analysis of Common Stochastic Trends in Heterogeneous Panel Data: Some Monte Carlo Evidence . Oxford Bulletin of Economics & Statistics vol. 61 , ( S1 ) 749 - 767 .
Lazarov TPN ( 1998 ) . R�st a konvergence v �R (Growth and Convergence in CR) . Finance a uver - Czech Journal of Economics and Finance vol. 48 , ( 7 ) 466 - 479 .
Lazarov TPN ( 1997 ) . Odhad rovnov�n�ho m�nov�ho kurzu (Estimation of the Equilibrium Exchange Rate of the Koruna) . Finance a uver - Czech Journal of Economics and Finance vol. 47 , ( 10 ) 598 - 607 .
Back to Search