
Professor of Econometrics and Data Science
- Location
- Burg. Oudlaan 50, Rotterdam
- Room
- ET-35
- dfok@ese.eur.nl
Profile
Dennis Fok is professor of Econometrics and Data Science at the Econometric Institute of the Erasmus School of Economics, Erasmus University Rotterdam. He obtained his PhD in 2003 on advanced econometric marketing models. He combines state-of-the-art quantitative techniques to relevant marketing topics. His research interests include applied econometrics in general, with a particular focus on combining new econometric methods with marketing questions. More specifically, he focuses on modeling unobserved heterogeneity, non-linear models, Bayesian statistics, and modeling consumer-level decisions. Recently, his research interests also concern models for high-dimensional data. One example is the development of methods and efficient estimation techniques for modeling choices from a very large set of alternatives. His work has been published in the top marketing journals such as Journal of Marketing Research, Marketing Science, International Journal of Research in Marketing and in top econometrics journals such as Journal of Econometrics, Journal of Applied Econometrics, and Journal of Business and Economic Statistics.
- Matilda Dorotic, Dennis Fok, Peter C. Verhoef & Tammo H.A. Bijmolt (2021) - Synergistic and cannibalization effects in a partnership loyalty program - Journal of the Academy of Marketing Science, 49 (5), 1021-1042 - doi: 10.1007/s11747-020-00759-7 - [link]
- Bruno Jacobs, Dennis Fok & Bas Donkers (2021) - Understanding Large-Scale Dynamic Purchase Behavior - Marketing Science, 40 (5), 844-870 - doi: 10.1287/mksc.2020.1279
- Aiste Ruseckaite, Dennis Fok & PP Goos (2020) - Flexible Mixture-Amount Models Using Multivariate Gaussian Processes - Journal of Business and Economic Statistics, 38 (2), 257-271 - doi: 10.1080/07350015.2018.1497506 - [link]
- Dennis Fok, Andre van Stel, AE Burke & Roy Thurik (2019) - How entry crowds and grows markets: the gradual disaster management view of market dynamics in the retail industry - Annals of Operations Research, 283, 1111-1138 - doi: 10.1007/s10479-019-03322-y
- Koen Bel, Dennis Fok & Richard Paap (2018) - Parameter Estimation in Multivariate Logit Models with Many Binary Choices - Econometric Reviews, 37 (5), 534-550 - doi: 10.1080/07474938.2015.1093780 - [link]
- Aiste Ruseckaite, PP Goos & Dennis Fok (2017) - Bayesian D-optimal choice designs for mixtures - Journal of the Royal Statistical Society. Series C, Applied Statistics, 66 (2), 363-386 - doi: 10.1111/rssc.12174
- Bruno Jacobs, Bas Donkers & Dennis Fok (2016) - Model-based Purchase Predictions for Large Assortments - Marketing Science, 35 (3), 389-404 - doi: 10.1287/mksc.2016.0985
- M Dorotic, PC Verhoef, Dennis Fok & THA Bijmolt (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 - doi: 10.1016/j.ijresmar.2014.06.001
- A de Palma, M Abdellaoui, G Attanasi, M Ben-Akiva, I (Ido) Erev, H Fehr-Duda, Dennis Fok, C Fox, R Hertwig, N Picard, Peter Wakker, J Walker & M Weber (2014) - Beware of Black Swans: Taking stock of the description - experience gap in decision under uncertainty - Marketing Letters, 25 (3), 269-280 - doi: 10.1007/s11002-014-9316-z - [link]
- Dennis Fok, Richard Paap & Philip Hans Franses (2014) - Incorporating Responsiveness to Marketing Effort in Brand Choice Modeling - Econometrics, 2 (1), 20-44 - doi: 10.3390/econometrics2010020
- Dennis Fok & Philip Hans Franses (2013) - Testing earnings management - Statistica Neerlandica, 67 (3), 281-292 - doi: 10.1111/stan.12007 - [link]
- Cs Horvath & Dennis Fok (2013) - Moderating Factors of Immediate, Gross, and Net Cross-brand Effects of Price Promotions - Marketing Science, 32 (1), 127-152 - doi: 10.1287/mksc.1120.0748 - [link]
- Yuri Peers, Dennis Fok & Philip Hans Franses (2012) - Modeling Seasonality in New Product Diffusion - Marketing Science, 31 (2), 351-364 - doi: 10.1287/mksc.1110.0696 - [link]
- Dennis Fok, Richard Paap & Philip Hans Franses (2012) - Modeling Dynamic Effects of Promotion on Interpurchase Times - Computational Statistics & Data Analysis, 56 (11), 3055-3069 - doi: 10.1016/j.csda.2012.03.022 - [link]
- M Dorotic, Dennis Fok, PC Verhoef & THA Bijmolt (2011) - Do Vendors Benefit From Promotions in a Multi-Vendor Loyalty Program? - Marketing Letters, 22 (4), 341-356 - doi: 10.1007/s11002-010-9128-8 - [link]
- Dennis Fok, Richard Paap & A van Dijk (2010) - A Rank-Ordered Logit Model with Unobserved Heterogeneity in Ranking Capabilities - Journal of Applied Econometrics, 27 (5), 831-846 - doi: 10.1002/jae.1223 - [link]
- Yvonne van Everdingen, Dennis Fok & Stefan Stremersch (2009) - Modeling Global Spillover of New Product Takeoff - Journal of Marketing Research, 46 (5), 637-652 - doi: 10.1509/jmkr.46.5.637 - [link]
- Dennis Fok & Richard Paap (2009) - Modeling category-level purchase timing with brand-level marketing variables - Journal of Applied Econometrics, 24 (3), 469-489 - doi: 10.1002/jae.1059 - [link]
- E van Nierop, Dennis Fok & Philip Hans Franses (2008) - Interaction between shelf layout and marketing effectiveness and its impact on optimizing shelf arrangements - Marketing Science, 27 (6), 1065-1082 - doi: 10.1287/mksc.1080.0365 - [link]
- Dennis Fok & Philip Hans Franses (2007) - Modeling the diffusion of scientific publications - Journal of Econometrics, 139 (2), 376-390 - doi: 10.1016/j.jeconom.2006.10.021 - [link]
- Dennis Fok, Philip Hans Franses & Richard Paap (2007) - Seasonality and non-linear price effects in scanner-data based market-response models - Journal of Econometrics, 138 (1), 231-251 - doi: 10.1016/j.jeconom.2006.05.021 - [link]
- LM Sloot, Dennis Fok & PC Verhoef (2006) - The Short- and Long-Term Impact of an Assortment Reduction on Category Sales - Journal of Marketing Research, 43 (4), 536-548 - doi: 10.1509/jmkr.43.4.536 - [link]
- Dennis Fok, Cs Horvath, Richard Paap & Philip Hans Franses (2006) - A hierarchical Bayes error correction model to explain dynamic effects of price changes - Journal of Marketing Research, 43 (3), 443-461 - doi: 10.1509/jmkr.43.3.443 - [link]
- Yvonne van Everdingen, WB Aghina & Dennis Fok (2005) - Forecasting cross-population innovation diffusion: A Bayesian approach. - International Journal of Research in Marketing, 22 (3), 293-308 - doi: 10.1016/j.ijresmar.2004.11.003 - [link]
- Dennis Fok, Dick van Dijk & Philip Hans Franses (2005) - Forecasting aggregate using panels of nonlinear time series - International Journal of Forecasting, 21 (4), 785-794 - doi: 10.1016/j.ijforecast.2005.04.015 - [link]
- Dennis Fok, Dick van Dijk & Philip Hans Franses (2005) - A multi-level panel STAR model for US manufacturing sectors - Journal of Applied Econometrics, 20 (6), 811-827 - doi: 10.1002/jae.822 - [link]
- Dennis Fok & Philip Hans Franses (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 - doi: 10.1016/j.ijresmar.2003.09.001 - [link]
- Dennis Fok & Philip Hans Franses (2002) - Ordered logit analysis for selectively sampled data - Computational Statistics & Data Analysis, 40 (3), 477-497 - doi: 10.1016/S0167-9473(02)00063-4 - [link]
- Dennis Fok & Philip Hans Franses (2001) - Forecasting market shares from models for sales - International Journal of Forecasting, 17 (1), 121-128 - doi: 10.1016/S0169-2070(00)00075-3 - [link]
- Dennis Fok & Jan van Dalen (2015) - Boosting business with data analysis - RSM Discovery - Management Knowledge, 21 (1), 5-7 - [link]
- Dennis Fok (2017) - Advanced Individual Demand Models - In P.S.H Leeflang, J.E. Wieringa, T.H.A. Bijmolt, & K.H. Pauwels, Advanced Methods for Modeling Markets (pp. 31-86) - doi: 10.1007/978-3-316-53469-5 - Springer
- Dennis Fok, Philip Hans Franses & Richard Paap (2006) - Performance of seasonal adjustment procedures: simulation and empirical results - In T.C. Mills & K. Patterson, Palgrave Handbook of Econometrics, Volume 1, Econometric Theory (pp. 1035-1055) - Palgrave Macmillan
- Dennis Fok, Philip Hans Franses & Richard Paap (2002) - Econometric analysis of the market share attraction model - In P.H.B.F. Franses & A.L. Montgomery, Advances in econometrics: Econometric models in marketing, chapter 10 (pp. 223-256) - JAI Press
- Dennis Fok (2003) - Advanced econometric marketing models - [link] - Erasmus University Rotterdam
- Dennis Fok (2013) - Stay Ahead of Competition - [link] - Erasmus Research Institute of Management (ERIM)
- W Li, Dennis Fok & Philip Hans Franses (2019) - Forecasting own brand sales: Does incorporating competition help? - [link] - Econometric Institute
- Dennis Fok & Richard Paap (2019) - New Misspecification Tests for Multinomial Logit Models - [link] - Econometric Institute
- Koen Bel, Dennis Fok & Richard Paap (2014) - Parameter Estimation in Multivariate Logit Models with Many Binary Choices - Econometric Institute
- Dennis Fok, Richard Paap & Philip Hans Franses (2014) - Incorporating Responsiveness to Marketing Efforts in Brand Choice Modeling - Econometric Institute
- Dennis Fok, Richard Paap & A van Dijk (2012) - A rank-ordered logit model with unobserved heterogeneity in ranking capabilities - Econometric Institute
- Dennis Fok, Richard Paap & Philip Hans Franses (2012) - Modeling dynamic effects of promotion on interpurchase times - Econometric Institute
- M Dorotic, Dennis Fok, PC Verhoef & THA Bijmolt (2011) - Do Vendors Benefit from Promotions in a Multi-Vendor Loyalty Program? - doi: 10.1007/s11003-010-9128-8 - Econometric Institute
- Dennis Fok, Andre van Stel, AE Burke & Roy Thurik (2009) - The dynamics of entry and exit - EIM
- Dennis Fok & Richard Paap (2009) - Modeling category-level purchase timing with brand-level marketing variables - DEPARTMENT OF ECONOMETRICS
- M Dorotic, Dennis Fok, PC Verhoef & THA Bijmolt (2009) - Do Vendors Benefit From Promotions In a Multi-Vendor Loyalty Program? - Universtity of Groningen
- Dennis Fok & Philip Hans Franses (2009) - Testing Earnings Management - DEPARTMENT OF ECONOMETRICS
- E van Nierop, Dennis Fok & Philip Hans Franses (2009) - Interaction Between Shelf Layout and Marketing Effectiveness and Its Impact on Optimizing Shelf Arrangement - DEPARTMENT OF ECONOMETRICS
- Yvonne van Everdingen, Dennis Fok & Stefan Stremersch (2009) - Modeling Global Spillover of New Product Takeoff - DEPARTMENT OF ECONOMETRICS
- C Horvath & Dennis Fok (2008) - Moderating Factors of Immediate, Dynamic, and Long-run Cross-Price Effects - Econometrics
- C Hernandez Mireles, Dennis Fok & Philip Hans Franses (2008) - Why, How and When Do Prices Land? Evidence from the Videogame Industry - Econometrics
- Dennis Fok, Richard Paap & Philip Hans Franses (2008) - Incorporating responsiveness to marketing efforts in brand choice modeling - Econometrics
- Dennis Fok & Philip Hans Franses (2007) - Modeling the diffusion of scientific publications - Econometrics
- Dennis Fok, Philip Hans Franses & Richard Paap (2007) - Seasonality and non-linear price effects in scanner-data-based market response models - Econometrics
- LM Sloot, Dennis Fok & PC Verhoef (2006) - The short- and long-term impact of an assortment reduction on category sales. - Econometrics
- Dennis Fok, Philip Hans Franses & Richard Paap (2006) - Performance of seasonal adjustment procedures: simulation and empirical results - Econometrics
- A van Dijk, Dennis Fok & Richard Paap (2006) - A rank-ordered logit model with unobserved heterogeneity in ranking capabilities. - Econometrics
- Dennis Fok, Cs Horvath, Richard Paap & Philip Hans Franses (2006) - A hierarchical Bayes error correction model to explain dynamic effects of price changes - Econometrics
- E van Nierop, Dennis Fok & Philip Hans Franses (2006) - Interaction between shelf layout and marketing effectiveness and its impact on optimizing shelf arrangements - Econometrics
- HP Boswijk, Dennis Fok & Philip Hans Franses (2006) - A new multivariate product growth model - Econometrics
- Dennis Fok, Dick van Dijk & Philip Hans Franses (2005) - A multi-level panel star model for us manufacturing sectors - Econometrics
- Dennis Fok, Dick van Dijk & Philip Hans Franses (2005) - Forecasting aggregates using panels, of nonlinear time series. - Econometrics
- Dennis Fok, Cs Horvath, Richard Paap & Philip Hans Franses (2005) - A hierarchical Bayes error correction model to explain dynamic effects of price changes - Econometrics
- Dennis Fok & Philip Hans Franses (2005) - Modelling the diffusion of scientific publications - Econometrics
- Dennis Fok, Philip Hans Franses & Richard Paap (2005) - Seasonality and non-linear price effects in scanner-data based market-response modelss - Econometrics
- Dennis Fok, Philip Hans Franses & Richard Paap (2005) - Performance of seasonal adjustment procedures: simulation and empirical results - Econometrics
- Yvonne van Everdingen, WB Aghina & Dennis Fok (2005) - Forecasting cross-population innovation diffusion: a Bayesian approach - Econometrics
- Dennis Fok, Dick van Dijk & Philip Hans Franses (2004) - Forecasting aggregates using panels of nonlinear time series
- Dennis Fok, C Horvath, Richard Paap & Philip Hans Franses (2004) - A hierarchical bayes error correction model to explain dynamic effects of promotions on sales
- Dennis Fok & Richard Paap (2003) - Modeling category-level purchase timing with brand-level marketing variables
- Dennis Fok, Richard Paap & Philip Hans Franses (2003) - Modeling dynamic effects of the marketing mix on market shares
- Dick van Dijk, Dennis Fok & Philip Hans Franses (2003) - A multi-level panel smooth transition autoregression for US sectoral production
- Dennis Fok, Richard Paap & Philip Hans Franses (2002) - Estimating dynamic effects of promotion on interpurchase times
- Erjen van Nierop, Dennis Fok & Philip Hans Franses (2002) - Sales models for many items using attribute data
- Dennis Fok, Richard Paap & Philip Hans Franses (2002) - Modeling dynamic effects of promotion on interpurchase times
- Dennis Fok, Philip Hans Franses & Richard Paap (2001) - Econometric analysis of the market share attraction model
- Dennis Fok, Philip Hans Franses & Richard Paap (2001) - Incorporating responsiveness to marketing efforts when modeling brand choice
- Dennis Fok & Philip Hans Franses (2000) - Forecasting market shares from models for sales
- Dennis Fok & Philip Hans Franses (1999) - Impulse-response analysis of the market share attraction model
- Dennis Fok & Philip Hans Franses (1999) - Impulse-response analysis of the market share attraction model
- Dennis Fok, Philip Hans Franses & JS Cramer (1999) - Ordered logit analysis for selectively sampled data
- E Korkmaz, Dennis Fok & Roelof Kuik (2014) - "The Need for Market Segmentation for Buy-Till-You-Defect Models" (No. ERS-2014-006-LIS) - ERIM Report Series Research in Management Erasmus Research Institute of Management
- Roelof Kuik, E Korkmaz & Dennis Fok (2013) - "Counting Your Customers": When will they buy next? An empirical validation of probabilistic customer base analysis models based on purchase timing ( - Erasmus Research Institute of Management (ERIM)
- Dennis Fok, A Burke, A Van Stel & Roy Thurik (2010) - Industry dynamics and entrepreneurship: an equilibrium model - TINBERGEN INSTITUUT
- Yuri Peers, Dennis Fok & Philip Hans Franses (2010) - Modeling Seasonality in New Product Diffusion - ERIM Report Series Research in Management
- C Hernandez Mireles, Dennis Fok & Philip Hans Franses (2010) - Random Coefficient Logit Model for Large Datasets - ERIM
- Dennis Fok, Stefan Stremersch & Yvonne van Everdingen (2010) - ERIM Top Article Award
Erasmus Quantitave Intelligence
- Begindatum goedkeuring
- juli 2019
- Einddatum goedkeuring
- juli 2022
- Plaats
- ROTTERDAM
- Beschrijving
- Research and teaching
Autoriteit Consument en Markt
- Begindatum goedkeuring
- november 2019
- Einddatum goedkeuring
- november 2022
- Plaats
- S'-GRAVENHAGE
- Beschrijving
- Lid onderzoeksadviescommissie
Internship Hub
- Year
- 2021
- Course Code
- FEB63017
Thesis Hub Bachelor Econometrics & OR
- Year
- 2021
- Course Code
- FEB63007
Thesis Hub BSc2 Econometrics / Economics
- Year
- 2021
- Course Code
- FEB63008
Advanced Marketing Models
- Level
- master
- Year
- 2021
- Year Level
- master
- Course Code
- FEM21024
Major & Master Orientation(econometrics)
- Year
- 2021
- Course Code
- FEB62010
Seminar Case Studies in QMarketing
- Level
- master
- Year
- 2021
- Year Level
- master
- Course Code
- FEM21001