慧航，←法号,本人男|不懂算法的经济学家不是好摄影师 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。 此外，作者还提到，这只是一个应用的例子，格兰杰因果还有其他的应用，比如检验： He who laughs last laughs best The multivariate "Pride goeth before destruction An haughty spirit before a fall. 当然，作为一个聪明的能举一反三的经济学家，我也想到了一个题目：鬼究竟是不是鬼他妈生的？ 文章由 @SlowMover 提供。 Fabio Mariani 的这篇文章：《The Economic Value of Virtue》，链接：http://ftp.iza.org/dp4875.pdf 看题目，如果你把 Virtue 这个词看成是“美德”，那也太低估我的节操了： 文章把“贞操”建模成一种女性特有的资产，女性有了这种资产，就可能嫁给地位更高的男人。这也就解释了为什么不同文化都对女性的贞操有很高的要求。 文章是纯理论的文章，具体理论细节我也不说了，这篇文章的结论还是有点意思的： 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 to preserve their virtue, thus explaining a lower prevalence of virginity. 随着经济发展，妇女劳动率提升，男性收入不平等降低，社会福利提高，女性社会地位提高，这些因素都在降低贞操的价值。所以以后的性解放运动。 不要问我作为佛家弟子公开谈论贞操是否合适，没什么不合适。 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 an estimated $6 billion a year on the activity, despite the obstacles to playing posed by the 2006 passage of the Unlawful Internet Gambling Enforcement Act (UIGEA). While the UIGEA does not make it illegal for individuals to play online poker for real money, it is illegal for banks and other financial institutions in the U.S. to process transactions with online gambling sites. Federal authorities recently indicted executives of the three leading online poker sites that allow Americans to play.2 In response, these poker sites stopped accepting American players, but vowed 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 that is illegal under state or federal law. Under state law, courts have evaluated the legality of a game by asking whether it is dominated by skill or luck. 看起来真的是一个很重要的问题呢！ 作者通过在线扑克游戏的数据，发现“牌技好”的人有更大的赢牌的概率，因而得到了结论说，其实打牌非常依靠技巧的。 他们甚至还跟棒球队伍进行了比较，发现跟棒球一样，打牌非常需要技巧，不是纯靠运气。 最后，作者高级黑了一把： Asset management is another domain where skill is generally believed to be important, as evidenced 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 as demonstrated by low rates of persistence in mutual fund returns (Carhart 1997, Bollen and Busse 2004) and evidence of inferior or superior performance only in the extreme tails of the mutual fund distribution (Fama and French 2010). 言外之意，作者认为那些资产管理公司还不如打牌靠实力呢！ 查看知乎原文
