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Research
  1. Queen Mary University of London
  2. Research
  3. Publications

Publications: DR Stepana Lazarova

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( 2019 ) . Semiparametric detection of changes in long range dependence . Journal of Time Series Analysis vol. 40 , ( 5 ) 693 - 706 .
( 2017 ) . Semiparametric detection of changes in long range dependence .
( 2015 ) . Spatial effects in a common trend model of US city-level CPI . vol. 54 , ( C ) 87 - 98 .
( 2013 ) . Robust adaptive rate-optimal testing for the white noise hypothesis . vol. 176 , ( 2 ) 134 - 145 .
( 2011 ) . Robust Adaptive Rate-Optimal Testing for the White Noise Hypothesis .
( 2009 ) . Adaptive Rate-Optimal Detection of Small Autocorrelation Coefficients .
( 2006 ) . COMMON STOCHASTIC TRENDS AND AGGREGATION IN HETEROGENEOUS PANELS . Econometric Theory vol. 23 , ( 01 )
( 2005 ) . Testing for structural change in regression with long memory processes . vol. 129 , ( 1-2 ) 329 - 372 .
( 2003 ) . <i>Journal of Applied Econometrics</i> Vol <b>18</b> No 1 2003, pages 47–59 Are differences in firm size transitory or permanent? P.A. Geroski, S. Lazarova, G. Urga and C. F. Walters . Journal of Applied Econometrics vol. 18 , ( 2 ) 249 - 249 .
( 2002 ) . Are differences in firm size transitory or permanent? . Journal of Applied Econometrics vol. 18 , ( 1 ) 47 - 59 .
( 2001 ) . Testing for Ongoing Convergence in Transition Economies, 1970 to 1998 . vol. 29 , ( 4 ) 677 - 691 .
( 2001 ) . Tests of Financial Intermediation and Banking Reform in China . Journal of Comparative Economics vol. 29 , ( 4 ) 608 - 644 .
( 2001 ) . Convergence in Transition Countries – Focus on Investment: Central and Eastern Europe, 1970–1996 . Economics of Planning vol. 34 , ( 3 ) 215 - 230 .
( 2001 ) . Convergence in Transition Countries--Focus on Investment: Central and Eastern Europe, 1970-1996 . Economics of Planning vol. 34 , ( 3 )
( 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 .
( 1999 ) . A Principal Components Analysis of Common Stochastic Trends in Heterogeneous Panel Data: Some Monte Carlo Evidence . Oxford Bulletin of Economics and Statistics vol. 61 , ( s1 ) 749 - 767 .
( 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 .
( 1998 ) . Growth and convergence in the CR . Finance A Uver Czech Journal of Economics and Finance vol. 1998 , ( 7 ) 478 - 479 .
( 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 .
. Adaptive Rate-optimal Detection of Small Autocorrelation\n Coefficients .
. Testing for structural change in regression with long memory processes .
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