是时候祭出这篇文章了:《鸡,蛋,与因果:先有鸡,还是先有蛋?》 《Chickens, Eggs, and Causality, or Which Came First?》,发表在《American Journal of Agricultural Economics》 Vol. 70, No. 2 (May, 1988), pp. 237-238。 文章只有两页,作者使用了1930-1983鸡蛋数量与鸡的数量的时间序列数据,使用了格兰杰因果模型,得出了先有蛋的结果。
In par-ticular, economic development, increased female labor force participation, lower male inequality,stronger social stratification and higher social status may all weaken the incentive for women topreserve their virtue, thus explaining a lower prevalence of virginity.
Steven D. Levitt, Thomas J. Mile的文章:《The Role of Skill Versus Luck in Poker: Evidence from the World Series of Poker》研究了打扑克牌究竟靠运气还是靠技巧的问题。
当然文章没有这么无厘头,提出这个问题还有有背景的:
Until recently, millions of American consumers played poker online, spending anestimated $6 billion a year on the activity, despite the obstacles to playing posed by the 2006passage of the Unlawful Internet Gambling Enforcement Act (UIGEA). While the UIGEA doesnot make it illegal for individuals to play online poker for real money, it is illegal for banks andother financial institutions in the U.S. to process transactions with online gambling sites. Federalauthorities recently indicted executives of the three leading online poker sites that allowAmericans to play.2 In response, these poker sites stopped accepting American players, butvowed to demonstrate the legality of online poker.
这个背景跟运气v.s.技巧有啥关系呢?
The UIGEA defines unlawful internet gambling as transmitting through the internet a wager thatis illegal under state or federal law. Under state law, courts have evaluated the legality of a gameby asking whether it is dominated by skill or luck.
Asset management is another domain where skill is generally believed to be important, asevidenced by consumers paying billions of dollars annually in fees to money managers.Academic analysis, however, has generally found little evidence for skill in this domain asdemonstrated by low rates of persistence in mutual fund returns (Carhart 1997, Bollen and Busse2004) and evidence of inferior or superior performance only in the extreme tails of the mutualfund distribution (Fama and French 2010).
在控制了家庭收入、种族、年龄、健康状况等一系列其他影响因素以后,Mocan and Tekin发现长得丑的人犯罪率更高。而且,高中如果长相不好,GPA更低,更有可能被停课、退学。这样的影响会一直伴随人们7至8年,导致高中长相不好的人成年以后还是更容易犯罪。http://www.nber.org/papers/w12019.pdf
去年罗切斯特大学一位教授在JFE上发了篇文章,发现美国总统的党派、曼哈顿区的天气、太阳黑子、行星运行等不靠谱变量对金融市场异常现象有很好的解释作用。。。 评论:经济学家是最善于自黑的一帮人 参考文献:Novy-Marx R. Predicting anomaly performance with politics, the weather, global warming, sunspots, and the stars[J]. Journal of Financial Economics, 2014, 112(2): 137-146.