Camehl, A., Fok, D. and Gruber, K. (2025). On superlevel sets of conditional densities and multivariate quantile regression Journal of Econometrics, 249.
Dennis Fok
University
Erasmus University Rotterdam
E-mail
Research field
Econometrics
Interests
Applied Econometrics, Econometrics, Panel Data
Website
Key publications
Ruseckaite, A., Fok, D. and Goos, P. (2020). Flexible Mixture-Amount Models Using Multivariate Gaussian Processes Journal of Business and Economic Statistics, 38(2):257--271.
Fok, D., Paap, R. and van Dijk, A. (2010). A Rank-Ordered Logit Model with Unobserved Heterogeneity in Ranking Capabilities Journal of Applied Econometrics, 27(5):831--846.
Fok, D. and Paap, R. (2009). Modeling category-level purchase timing with brand-level marketing variables Journal of Applied Econometrics, 24(3):469--489.
Fok, D. and Franses, P.H. (2007). Modeling the diffusion of scientific publications Journal of Econometrics, 139(2):376--390.
Fok, D., Franses, P.H. and Paap, R. (2007). Seasonality and non-linear price effects in scanner-data based market-response models Journal of Econometrics, 138(1):231--251.
Fok, D., van Dijk, D. and Franses, P.H. (2005). A multi-level panel STAR model for US manufacturing sectors Journal of Applied Econometrics, 20(6):811--827.
List of publications
Camehl, A., Fok, D. and Gruber, K. (2025). On superlevel sets of conditional densities and multivariate quantile regression Journal of Econometrics, 249.
Fok, D. and Paap, R. (2025). New misspecification tests for multinomial logit models Journal of Choice Modelling, 54.
Jacobs, B., Fok, D. and Donkers, B. (2021). Understanding Large-Scale Dynamic Purchase Behavior Marketing Science, 40(5):844--870.
Dorotic, M., Fok, D., Verhoef, PeterC. and Bijmolt, TammoH.A. (2021). Synergistic and cannibalization effects in a partnership loyalty program Journal of the Academy of Marketing Science, 49(5):1021--1042.
Ruseckaite, A., Fok, D. and Goos, P. (2020). Flexible Mixture-Amount Models Using Multivariate Gaussian Processes Journal of Business and Economic Statistics, 38(2):257--271.
Bel, K., Fok, D. and Paap, R. (2018). Parameter Estimation in Multivariate Logit Models with Many Binary Choices Econometric Reviews, 37(5):534--550.
Jacobs, B., Donkers, B. and Fok, D. (2016). Model-based Purchase Predictions for Large Assortments Marketing Science, 35(3):389--404.
Dorotic, M., Verhoef, P., Fok, D. and Bijmolt, T. (2014). Reward redemption effects in a loyalty program when customers choose how much and when to redeem International Journal of Research in Marketing, 31(4):339--355.
Horvath, C. and Fok, D. (2013). Moderating Factors of Immediate, Gross, and Net Cross-brand Effects of Price Promotions Marketing Science, 32(1):127--152.
Fok, D., Paap, R. and van Dijk, A. (2010). A Rank-Ordered Logit Model with Unobserved Heterogeneity in Ranking Capabilities Journal of Applied Econometrics, 27(5):831--846.
Fok, D. and Paap, R. (2009). Modeling category-level purchase timing with brand-level marketing variables Journal of Applied Econometrics, 24(3):469--489.
van Everdingen, Y., Fok, D. and Stremersch, S. (2009). Modeling Global Spillover of New Product Takeoff Journal of Marketing Research, 46(5):637--652.
van Nierop, E., Fok, D. and Franses, P.H. (2008). Interaction between shelf layout and marketing effectiveness and its impact on optimizing shelf arrangements Marketing Science, 27(6):1065--1082.
Fok, D. and Franses, P.H. (2007). Modeling the diffusion of scientific publications Journal of Econometrics, 139(2):376--390.
Fok, D., Franses, P.H. and Paap, R. (2007). Seasonality and non-linear price effects in scanner-data based market-response models Journal of Econometrics, 138(1):231--251.
Sloot, L., Fok, D. and Verhoef, P. (2006). The Short- and Long-Term Impact of an Assortment Reduction on Category Sales Journal of Marketing Research, 43(4):536--548.
Fok, D., Horvath, C., Paap, R. and Franses, P.H. (2006). A hierarchical Bayes error correction model to explain dynamic effects of price changes Journal of Marketing Research, 43(3):443--461.
Fok, D., van Dijk, D. and Franses, P.H. (2005). A multi-level panel STAR model for US manufacturing sectors Journal of Applied Econometrics, 20(6):811--827.
van Everdingen, Y., Aghina, W. and Fok, D. (2005). Forecasting cross-population innovation diffusion: A Bayesian approach. International Journal of Research in Marketing, 22(3):293--308.
Fok, D., van Dijk, D. and Franses, P.H. (2005). Forecasting aggregate using panels of nonlinear time series International Journal of Forecasting, 21(4):785--794.
Fok, D. and Franses, P.H. (2004). Analyzing the effects of a brand introduction on competitive structure using a market share attraction model International Journal of Research in Marketing, 21(2):159--177.
Fok, D. and Franses, P.H. (2001). Forecasting market shares from models for sales International Journal of Forecasting, 17(1):121--128.