Abstract This paper analyzes the heterogeneity of consumer behavior of urban residents in China by the method of dynamic quantile regression for panel data proposed by Antonio and Galvao (2011) together with the panel data identification method testing whether it has variable intercepts or variable coefficients by dividing the 31 provinces into five area. Results show that the panel data identification method has some advantages to divide regions and there has a demonstration effect in Chinese consumption behavior of regional heterogeneity between five regions currently.
DIAO Wei-E,YUAN Jun-Jiang,CHEN Xin-Chao. An Empirical Analysis on the Heterogeneity in Consumer Behavior of Urban Residents in China ——Based on Quantile Regression for Dynamic Panel Data. Economic Survey, 2012, 1(4): 06.