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Analysis of Spatial Panel Data Models by the Example of Consumption in the Regions of Russia

Student: Negin Yaroslav

Supervisor: Andrey M. Silaev

Faculty: Faculty of Economics

Educational Programme: Economics (Bachelor)

Year of Graduation: 2018

This paper introduces new programming method for quantile regression models of panel data with spatial dependence. A special attention is given to practical application of method. In addition, a number of software packages have been developed to compare various methods of spatial regression analysis, using procedurally generated data with spatial dependence and different kinds of errors. Comparison was made between different models of spatial dependence such as spatial autoregressive model and spatial error model, including their combinations with different methods of constructing regressions, like generalized method of moments and maximum likelihood estimation. The best combinations were applied for the regression analysis of household expenditures on food in different regions of the Russian Federation. As a supplement, we made a comparison of results of regression analysis for different quantiles of food consumption in the regions of Russia.

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