Эконометрические модели для анализа гетерогенности экономических агентовEconometric models for analyzing heterogeneity of economic agents

The purpose of this research is to develop econometric models in order to reveal observable and unobservable heterogeneity in economic choices by producers and consumers, to disentangle heterogeneous effects of exogenous shocks on firm costs, and to evaluate heterogeneous effects of policy reforms aimed at price and quality regulation. The theoretical part of the dissertation deals with conditional quantile regression, data envelopment analysis and dynamic panel data models. The empirical part of this dissertation employs conditional quantile regression, finite mixture (latent class) models, stochastic frontier analysis, data envelopment analysis, dynamic panel data models and treatment effect estimation in an application to several economic fields: banking, productivity analysis, health economics, contracts and empirical corporate finance. As regards regulation, the models help to identify the heterogeneous effect of policy reforms on different agents. Extensions of the methodology pertain to empirical labor economics, energy economics, municipal finance and macroeconomics.