If I understand right, that I may use the phrase "I study at (the name) University", for example:
I study at City University London.
I study at Michigan State University.
I study at the University of St. Andrew.
but I can see that some write such, for example:
(*) I study at the City University London.
(**) I study at the Michigan State University.
So you can see that the article "the" exists. Is this correct to write a name of the University with "the" in these cases of (*) and (**)?