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


    submitting
  1. 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)
  2. Mei-Yu Lee, On Durbin-Watson Test Statistic Based on Z Test in Large Samples, International Journal of Computational Economics and Econometrics. (under review)
  3. 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)
  4. 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)
  5. 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)
  6. 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)

  7. published or accepted
  8. 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)
  9. 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)
  10. Mei-Yu Lee, Adequacy of Lagrange Multiplier Test, European Economics Letters. (accepted)
  11. 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)
  12. 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.
  13. 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)
  14. 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)
  15. 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)
  16. Hu, Jin-Li, Ming-Chung Chang, and Mei-Yu Lee, 2011, “Economic and Environmental Effects of Refill Packs,” Bulletin of Economic Research.(SSCI)
  17. 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。
  18. 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。
  19. 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)
  20. 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

    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

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

E-books

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