Mei-Yu Lee is an assistant professor at Yuanpei University in Taiwan.

EDUCATION
INSTITUTION DEGREE DATE
National Taiwan University Ph.D. July,2007
National Taiwan University MSc. January,2003
National Central University B.A. June,2001


Journal Papers

  1. Mei-Yu Lee, A new study of Box and Cox model: autocorrelation coefficient and variance of error, Mathematical Economics Letters. (submitted at 2014/5/10, under review)
  2. Mei-Yu Lee, Adequacy of Lagrange Multiplier Test, European Economics Letters. (submitted at 2014/5/8, under review)
  3. Mei-Yu Lee, Limiting theorem in Linear Regression Model, Metrika. (SCIE, EconLit)(submitted at 2014/5/8)
  4. Mei-Yu Lee, The Conflict of Residual and Error in Linear Regression Model with AR(1) Error Process: Computer Simulation Method, Economics and Business Letters. (submitted at 2014/5/13, Awaiting assignment)
  5. Mei-Yu Lee, Randomized Game Bumps into Nash Equilibrium in the Normal Form Game with Payoffs of Normal Distribtuion, International Journal of Game theory and Technology. (submitted at 2014/5/6 by mail, under review)
  6. Mei-Yu Lee, The Pattern of R-Square in Linear Regression Model with First-Order Autoregressive Error Process and Bayesian property, Statistical Inference for Stochastic Processes. (EconLit)(submitted at 2014/5/6, Editor assigned)
  7. Mei-Yu Lee, Payoffs of Uniform Distribution Bumps into Nash Equilibrium with Dominant Strategy in Normal form Game, International Game Theory Review. (EconLit)(submitted at 2014/5/1)
  8. Mei-Yu Lee, Payoffs of U-quadratic Distribution Bumps into Nash Equilibrium with Dominant Strategy in Normal form Game, International Journal of Game Theory. (EconLit)(submitted at 2014/5/1)
  9. Mei-Yu Lee, The limiting property of Durbin-Watson test Statistic, Statistical Methods and Applications. (SCIE, EconLit)(submitted at 2014/4/23, decision in process)
  10. 李玫郁,「論Durbin-Watson檢定之影響因素與檢定表」,經濟論文叢刊。(submitted at 2014/2/17)
  11. Mei-Yu Lee、Yao-Hsien Lee、Ying-Jui Lu, 2012, “Production Mode Choice and Price Competition in The Presence of Network Effects: Shrink-wrap via Cloud Service,” Advanced Materials Research, 542-543, 964-967. (EI)
  12. Hu, Jin-Li, Ming-Chung Chang, and Mei-Yu Lee, 2011, “Economic and Environmental Effects of Refill Packs,” Bulletin of Economic Research.(SSCI)
  13. 孔秀琴、李玫郁、蔡永聰,2011,「擇時、四四三三法則與貝它避險策略下基金之績效分析-短期效率市場之驗證」,台灣銀行季刊,第62卷,第1期,第242-255頁。
  14. 李玫郁、孔秀琴、楊琮泰、李堯賢,2010,「民宿客房預收訂金率之決定與經濟效率分析」,中華管理學報,第11卷,第2期,第45-62頁。
  15. 吳芝文、李玫郁, 2009,「異質廠商,獨佔性競爭與貿易政策」,經濟論文叢刊,第37卷,第213-234頁。(TSSCI)
  16. Yi-Hsien Wang, Mei-Yu Lee and Che-Yang Lin, 2008 “General Election, Political Change and Market Efficiency: Long- and Short-term Perspective in Developed Stock Market,” Journal of Money, Investment and Banking,No. 3, 58-67.(EconLit).

Working papers

  1. Durbin-Watosn test
  2. Durbin-Watson test is a test of checking the third assumption of regression depending on a multiple regression model with error having first-order autocorrelation. This is not AR(1) model. In fact, AR(1) model is the explained varaible and explanatory variable has the first-order autocorrelation while the errors are followed the standard regression assumptions. So, the researchers can check the AR(1) model by stationary, that is finite difference method.
    However, Durbin-Watson test is based on the multiple regression model with breaking third assumption of regression. The variance-covariance matrices are not the same!
    We have seen that many papers support the defence and availability of Durbin-Watson test. There are many problems of Durbin-Watson test, and the following papers explain the Durbin-Watson test table is wrong. There are total 14 papers which revise the Durbin-Watson test table in the regressive models from the simplest to the most complex multiple regression.

    The software of Bayesian Durbin-Watson test model (White model I) has been free online: Bayesian DW test model

  3. The application of curve-linear regression
  4. Distributed Game

E-books

  1. The Truth of Serial Correlation and Autocorrelation: Durbin-Watson test' Problems and Solution (Traditional Chinese Edition)(Forthcoming)