Mei-Yu Lee is an assistant professor at Yuanpei University in Taiwan.
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
- Che-Yang Lin and Mei-Yu Lee, Time-Varying and Scale Effect of Payoff Uncertainty on Nash Equilibrium Payoff in 2 × 2 Simulation-Based Game: A Weibull Distribution Case, Journal of Economic Computation and Economic Cybernetics Studies and Research. (submitted)
- Mei-Yu Lee, On Durbin-Watson Test Statistic Based on Z Test in Large Samples, International Journal of Computational Economics and Econometrics. (under review)
- Mei-Yu Lee, The Effect of Nonzero Autocorrelation Coefficients on the Distributions of Durbin-Watson Test Estimator: Three Autoregressive Models, Expert Journal of Economics(under review)
- Mei-Yu, Lee, The effect of Strategic Payoffs with Uniform Distribution on Nash Equilibrium in 2 × 2 Simulation-Based Game, Decision and Theory. (under review)
- 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)
- Mei-Yu Lee, The Conflict of Residual and Error Simulated in Linear Regression Model with AR(1) Error Process, Romanian Journal of Economic Forecasting, (submitted at 2014/5/21)
- Yao-Hsien Lee and Mei-Yu Lee, The payoff pattern of Nash Equilbiria By a Change of Risk in 2 × 2 Simulation-Based Game, Proceeding of ICS 2014.(accepted)
- Yao-Hsien Lee and Mei-Yu Lee, Risky Strategies with Payoff Mean Changed in 2 × 2 Simulation-Based Game: A Normal Distribution Case, Problems and Perspectives in Management.(accepted)
- Mei-Yu Lee, Adequacy of Lagrange Multiplier Test, European Economics Letters. (accepted)
- Mei-Yu Lee, Computer Simulates the Effect of Internal Restriction on Residuals in Linear Regression Model with First-order Autoregressive Procedures, Journal of Statistical and Econometric Methods, 3(3), 1-22. (ISI, EconBiz, accepted, 2014/7/23)
- Mei-Yu Lee, 2014, Strategic Payoffs of Normal Distribution Bump into Nash Equilibrium in 2 × 2 Game, International Journal of Game theory and Technology, 2(3), 1-10.
- Mei-Yu Lee, 2014, "The Pattern of R-Square in Linear Regression Model with First-Order Autoregressive Error Process and Bayesian property: Computer Simulation," Journal of Accounting Finance & Management Strategy, 9(1), 115-132. (ABI, June)
- 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)
- 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)
- Hu, Jin-Li, Ming-Chung Chang, and Mei-Yu Lee, 2011, “Economic and Environmental Effects of Refill Packs,” Bulletin of Economic Research.(SSCI)
- 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。
- 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。
- 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)
- 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).
submitting
published or accepted
Working papers
- Durbin-Watosn test
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
- Rebuilding Durbin-Watson critical values in the model of Y_{t}=e_{t} (Simplified Chinese Edition)
- Rebuilding Durbin-Watson critical values in the model of Y_{t}=e_{t} with sufficient statisitc (Simplified Chinese Edition)
- Rebuilding Durbin-Watson critical values in first-order autoregressive and linear model of Y_{t}=μ+ε_{t}
- Rebuilding Durbin-Watson critical values in first-order autoregressive and linear model of Y_{t}=μ+ε_{t} with sufficient statisitc
- Rebuilding Durbin-Watson critical values in first-order autoregressive and simple linear model of Y_{t}=β_{t}X_{t}+ε_{t} by GLS
- Rebuilding Durbin-Watson critical values in the first-order autoregressive and simple linear model of Y_{t}=β_{t}X_{t}+ε_{t} with sufficient statisitc by GLS
- Rebuilding Durbin-Watson critical values in first-order autoregressive and simple linear model of Y_{t}=β_{t}X_{t}+ε_{t} by MME
- Rebuilding Durbin-Watson critical values in the first-order autoregressive and simple linear model of Y_{t}=β_{t}X_{t}+ε_{t} with sufficient statisitc by MME
- Rebuilding Durbin-Watson critical values in the first-order autoregressive and simple linear model of Y_{t}=β_{0}+β_{t}X_{t}+ε_{t}
- Rebuilding Durbin-Watson critical values in the first-order autoregressive and simple linear model of Y_{t}=β_{0}+β_{t}X_{t}+ε_{t} with sufficient statisitc
- Rebuilding Durbin-Watson critical values in the first-order autoregressive and multiple regressive model
- Rebuilding Durbin-Watson critical values in the first-order autoregressive and multiple regressive model with sufficient statisitc
- Rebuilding Durbin-Watson critical values in the first-order autoregressive and multiple regressive model without intercept
- Rebuilding Durbin-Watson critical values in the first-order autoregressive and multiple regressive model with sufficient statisitc and without intercept
- Limiting Properties of Durbin-Watson Test Statistic(submitted Statistical Methods and Applications)
- The application of curve-linear regression
- Distributed Game
E-books
- The Truth of Serial Correlation and Autocorrelation: Durbin-Watson test' Problems and Solution (Traditional Chinese Edition)(Forthcoming)