In this paper, we make the argument that the best place to look for differences in
individual propensities to be forward looking is in dynamic behaviour considered at
different points in the distribution of the consumption of an addictive commodity. To do
this we adopt techniques of Quantile Regression, (QR) estimating RA type difference
equations in consumption across quantiles of cigarette consumption. We use panel data
to ensure that we are examining the behaviour of individuals across time. Our hypothesis
is that we will find differences in the degree of forward looking behaviour characterizing
the time paths of consumption across quantiles in the micro-level data.