Details about Dennis Fok

Access statistics for papers by Dennis Fok.

Last updated 2025-03-17. Update your information in the RePEc Author Service.

Short-id: pfo54

Working Papers

2022

1. Multivariate quantile regression using superlevel sets of conditional densities
   Tinbergen Institute Discussion Papers, Tinbergen Institute

2020

2. A multinomial and rank-ordered logit model with inter- and intra-individual heteroscedasticity
   Tinbergen Institute Discussion Papers, Tinbergen Institute
3. Heterogeneous variable selection in nonlinear panel data models: A semiparametric Bayesian approach
   Tinbergen Institute Discussion Papers, Tinbergen Institute
4. Understanding Large-Scale Dynamic Purchase Behavior
   ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam
   See also Journal Article Understanding Large-Scale Dynamic Purchase Behavior, Marketing Science, INFORMS (2021) View citations (3) (2021)

2019

5. Dynamics in clickthrough and conversion probabilities of paid search advertisements
   Tinbergen Institute Discussion Papers, Tinbergen Institute
6. Forecasting own brand sales: Does incorporating competition help?
   Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (1)
7. New Misspecification Tests for Multinomial Logit Models
   Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
   See also Journal Article New misspecification tests for multinomial logit models, Journal of choice modelling, Elsevier (2025) (2025)

2016

8. Flexible Mixture-Amount Models for Business and Industry using Gaussian Processes
   Tinbergen Institute Discussion Papers, Tinbergen Institute
9. Model-based Purchase Predictions for Large Assortments
   ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam View citations (29)
   See also Journal Article Model-Based Purchase Predictions for Large Assortments, Marketing Science, INFORMS (2016) View citations (37) (2016)

2014

10. BEWARE OF BLACK SWANS AND DO NOT IGNORE WHITE ONES?
    Working Papers, HAL
11. Bayesian D-Optimal Choice Designs for Mixtures
    Tinbergen Institute Discussion Papers, Tinbergen Institute
    See also Journal Article Bayesian D-optimal choice designs for mixtures, Journal of the Royal Statistical Society Series C, Royal Statistical Society (2017) View citations (2) (2017)
12. Parameter Estimation in Multivariate Logit models with Many Binary Choices
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (2)
    See also Journal Article Parameter estimation in multivariate logit models with many binary choices, Econometric Reviews, Taylor & Francis Journals (2018) View citations (17) (2018)
13. The Need for Market Segmentation in Buy-Till-You-Defect Models
    ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam

2013

14. "Counting Your Customers": When will they buy next? An empirical validation of probabilistic customer base analysis models based on purchase timing
    ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam View citations (1)
15. Stay Ahead of Competition
    ERIM Inaugural Address Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.

2010

16. Industry Dynamics and Entrepreneurship: An Equilibrium Model
    Tinbergen Institute Discussion Papers, Tinbergen Institute
17. Modeling Seasonality in New Product Diffusion
    ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam View citations (1)
    See also Journal Article Modeling Seasonality in New Product Diffusion, Marketing Science, INFORMS (2012) View citations (5) (2012)
18. Random Coefficient Logit Model for Large Datasets
    ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam

2009

19. Do vendors benefit from marketing actions in a multi-vendor loyalty program?
    Research Report, University of Groningen, Research Institute SOM (Systems, Organisations and Management)
20. Testing Earning Management
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
    See also Journal Article Testing earnings management, Statistica Neerlandica, Netherlands Society for Statistics and Operations Research (2013) (2013)
21. The Dynamics of Entry and Exit
    Scales Research Reports, EIM Business and Policy Research View citations (6)

2008

22. Incorporating responsiveness to marketing efforts in brand choice modelling
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
    See also Journal Article Incorporating Responsiveness to Marketing Efforts in Brand Choice Modeling, Econometrics, MDPI (2014) View citations (1) (2014)
23. Modeling Global Spill-Over of New Product Takeoff
    ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam View citations (9)
24. Moderating Factors of Immediate, Dynamic, and Long-run Cross-Price Effects
    ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam
25. The Triggers, Timing and Speed of New Product Price Landings
    ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam

2007

26. A rank-ordered logit model with unobserved heterogeneity in ranking capabilities
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (2)
    See also Journal Article A RANK‐ORDERED LOGIT MODEL WITH UNOBSERVED HETEROGENEITY IN RANKING CAPABILITIES, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2012) View citations (29) (2012)

2006

27. A New Multivariate Product Growth Model
    Tinbergen Institute Discussion Papers, Tinbergen Institute View citations (1)
28. Interaction Between Shelf Layout and Marketing Effectiveness and Its Impact On Optimizing Shelf Arrangements
    ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam View citations (4)
    See also Journal Article Interaction Between Shelf Layout and Marketing Effectiveness and Its Impact on Optimizing Shelf Arrangements, Marketing Science, INFORMS (2008) View citations (27) (2008)

2005

29. A Hierarchical Bayes Error Correction Model to Explain Dynamic Effects of Price Changes
    ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam View citations (6)
    Also in Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2004) View citations (2)
30. Modeling the diffusion of scientific publications
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (1)
    See also Journal Article Modeling the diffusion of scientific publications, Journal of Econometrics, Elsevier (2007) View citations (24) (2007)
31. Performance of Seasonal Adjustment Procedures: Simulation and Empirical Results
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (6)
32. Seasonality on non-linear price effects in scanner-data based market-response models
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
    See also Journal Article Seasonality and non-linear price effects in scanner-data-based market-response models, Journal of Econometrics, Elsevier (2007) View citations (9) (2007)

2004

33. A Multi-Level Panel Smooth Transition Autoregression for US Sectoral Production
    Econometric Society 2004 Australasian Meetings, Econometric Society View citations (4)
    Also in Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2003) View citations (2)
34. Forecasting aggregates using panels of nonlinear time series
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
    See also Journal Article Forecasting aggregates using panels of nonlinear time series, International Journal of Forecasting, Elsevier (2005) View citations (13) (2005)

2003

35. Modeling Dynamic Effects of the Marketing Mix on Market Shares
    ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam View citations (3)
36. Modeling category-level purchase timing with brand-level marketing variables
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
    See also Journal Article Modeling category‐level purchase timing with brand‐level marketing variables, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2009) View citations (2) (2009)

2002

37. Modeling dynamic effects of promotion on interpurchase times
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (1)
    See also Journal Article Modeling dynamic effects of promotion on interpurchase times, Computational Statistics & Data Analysis, Elsevier (2012) View citations (2) (2012)
38. Sales Models For Many Items Using Attribute Data
    ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam View citations (2)

2001

39. Econometric Analysis of the Market Share Attraction Model
    ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam View citations (2)
40. Incorporating Responsiveness to Marketing Efforts When Modeling Brand Choice
    ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam

2000

41. Forecasting Market Shares from Models for Sales
    ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam View citations (2)
    See also Journal Article Forecasting market shares from models for sales, International Journal of Forecasting, Elsevier (2001) View citations (5) (2001)

1999

42. Impulse-response analysis of the market share attraction model
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (1)
43. Ordered logit analysis for selectively sampled data
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (1)
    See also Journal Article Ordered logit analysis for selectively sampled data, Computational Statistics & Data Analysis, Elsevier (2002) View citations (1) (2002)

Journal Articles

2025

1. New misspecification tests for multinomial logit models
   Journal of choice modelling, 2025, 54, (C)
   See also Working Paper New Misspecification Tests for Multinomial Logit Models, Econometric Institute Research Papers (2019) (2019)

2021

2. Synergistic and cannibalization effects in a partnership loyalty program
   Journal of the Academy of Marketing Science, 2021, 49, (5), 1021-1042 View citations (2)
3. Understanding Large-Scale Dynamic Purchase Behavior
   Marketing Science, 2021, 40, (5), 844-870 View citations (3)
   See also Working Paper Understanding Large-Scale Dynamic Purchase Behavior, ERIM Report Series Research in Management (2020) (2020)

2020

4. Flexible Mixture-Amount Models Using Multivariate Gaussian Processes
   Journal of Business & Economic Statistics, 2020, 38, (2), 257-271 View citations (1)

2019

5. How entry crowds and grows markets: the gradual disaster management view of market dynamics in the retail industry
   Annals of Operations Research, 2019, 283, (1), 1111-1138 View citations (2)

2018

6. Parameter estimation in multivariate logit models with many binary choices
   Econometric Reviews, 2018, 37, (5), 534-550 View citations (17)
   See also Working Paper Parameter Estimation in Multivariate Logit models with Many Binary Choices, Econometric Institute Research Papers (2014) View citations (2) (2014)

2017

7. Bayesian D-optimal choice designs for mixtures
   Journal of the Royal Statistical Society Series C, 2017, 66, (2), 363-386 View citations (2)
   See also Working Paper Bayesian D-Optimal Choice Designs for Mixtures, Tinbergen Institute Discussion Papers (2014) (2014)

2016

8. Model-Based Purchase Predictions for Large Assortments
   Marketing Science, 2016, 35, (3), 389-404 View citations (37)
   See also Working Paper Model-based Purchase Predictions for Large Assortments, ERIM Report Series Research in Management (2016) View citations (29) (2016)

2014

9. Beware of black swans: Taking stock of the description–experience gap in decision under uncertainty
   Marketing Letters, 2014, 25, (3), 269-280 View citations (11)
10. Incorporating Responsiveness to Marketing Efforts in Brand Choice Modeling
    Econometrics, 2014, 2, (1), 1-25 View citations (1)
    See also Working Paper Incorporating responsiveness to marketing efforts in brand choice modelling, Econometric Institute Research Papers (2008) (2008)
11. Reward redemption effects in a loyalty program when customers choose how much and when to redeem
    International Journal of Research in Marketing, 2014, 31, (4), 339-355 View citations (39)

2013

12. Moderating Factors of Immediate, Gross, and Net Cross-Brand Effects of Price Promotions
    Marketing Science, 2013, 32, (1), 127-152 View citations (13)
13. Testing earnings management
    Statistica Neerlandica, 2013, 67, (3), 281-292
    See also Working Paper Testing Earning Management, Econometric Institute Research Papers (2009) (2009)

2012

14. A RANK‐ORDERED LOGIT MODEL WITH UNOBSERVED HETEROGENEITY IN RANKING CAPABILITIES
    Journal of Applied Econometrics, 2012, 27, (5), 831-846 View citations (29)
    See also Working Paper A rank-ordered logit model with unobserved heterogeneity in ranking capabilities, Econometric Institute Research Papers (2007) View citations (2) (2007)
15. Modeling Seasonality in New Product Diffusion
    Marketing Science, 2012, 31, (2), 351-364 View citations (5)
    See also Working Paper Modeling Seasonality in New Product Diffusion, ERIM Report Series Research in Management (2010) View citations (1) (2010)
16. Modeling dynamic effects of promotion on interpurchase times
    Computational Statistics & Data Analysis, 2012, 56, (11), 3055-3069 View citations (2)
    See also Working Paper Modeling dynamic effects of promotion on interpurchase times, Econometric Institute Research Papers (2002) View citations (1) (2002)

2011

17. Do vendors benefit from promotions in a multi-vendor loyalty program?
    Marketing Letters, 2011, 22, (4), 341-356 View citations (14)

2009

18. Modeling category‐level purchase timing with brand‐level marketing variables
    Journal of Applied Econometrics, 2009, 24, (3), 469-489 View citations (2)
    See also Working Paper Modeling category-level purchase timing with brand-level marketing variables, Econometric Institute Research Papers (2003) (2003)

2008

19. Interaction Between Shelf Layout and Marketing Effectiveness and Its Impact on Optimizing Shelf Arrangements
    Marketing Science, 2008, 27, (6), 1065-1082 View citations (27)
    See also Working Paper Interaction Between Shelf Layout and Marketing Effectiveness and Its Impact On Optimizing Shelf Arrangements, ERIM Report Series Research in Management (2006) View citations (4) (2006)

2007

20. Modeling the diffusion of scientific publications
    Journal of Econometrics, 2007, 139, (2), 376-390 View citations (24)
    See also Working Paper Modeling the diffusion of scientific publications, Econometric Institute Research Papers (2005) View citations (1) (2005)
21. Seasonality and non-linear price effects in scanner-data-based market-response models
    Journal of Econometrics, 2007, 138, (1), 231-251 View citations (9)
    See also Working Paper Seasonality on non-linear price effects in scanner-data based market-response models, Econometric Institute Research Papers (2005) (2005)

2005

22. A multi-level panel STAR model for US manufacturing sectors
    Journal of Applied Econometrics, 2005, 20, (6), 811-827 View citations (88)
23. Forecasting aggregates using panels of nonlinear time series
    International Journal of Forecasting, 2005, 21, (4), 785-794 View citations (13)
    See also Working Paper Forecasting aggregates using panels of nonlinear time series, Econometric Institute Research Papers (2004) (2004)

2002

24. Ordered logit analysis for selectively sampled data
    Computational Statistics & Data Analysis, 2002, 40, (3), 477-497 View citations (1)
    See also Working Paper Ordered logit analysis for selectively sampled data, Econometric Institute Research Papers (1999) View citations (1) (1999)

2001

25. Forecasting market shares from models for sales
    International Journal of Forecasting, 2001, 17, (1), 121-128 View citations (5)
    See also Working Paper Forecasting Market Shares from Models for Sales, ERIM Report Series Research in Management (2000) View citations (2) (2000)