prof.dr.

(Dennis) D Fok

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.

• All publications (84)

  • Article (28)

    • Scholarly Publication (27)

      • D. Fok, A.J. van Stel, A.E. Burke & A.R. 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
      • A. Ruseckaite, D. Fok & P.P. Goos (2018). Flexible Mixture-Amount Models Using Multivariate Gaussian Processes. Journal of Business & Economic Studies, 1-15. doi: 10.1080/07350015.2018.1497506
      • A. Ruseckaite, P.P. Goos & D. 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
      • K. Bel, D. Fok & R. Paap (2017). Parameter Estimation in Multivariate Logit Models with Many Binary Choices (forthcoming). Econometric Reviews, 37 (5), 534-550. doi: 10.1080/07474938.2015.1093780
      • B.J.D. Jacobs, B. Donkers & D. Fok (2016). Model-based Purchase Predictions for Large Assortments. Marketing Science, 35 (3), 389-404. doi: 10.1287/mksc.2016.0985
      • D. Fok, R. Paap & P.H.B.F. Franses (2014). Incorporating Responsiveness to Marketing Effort in Brand Choice Modeling. Econometrics, 2 (1), 20-44. doi: 10.3390/econometrics2010020
      • A. de Palma, M. Abdellaoui, G. Attanasi, M. Ben-Akiva, I. Erev, H. Fehr-Duda, D. Fok, C. Fox, R. Hertwig, N. Picard, P.P. 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
      • M. Dorotic, P.C. Verhoef, D. Fok & T.H.A. 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
      • C. Horvath & D. 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
      • D. Fok & P.H.B.F. Franses (2013). Testing earnings management. Statistica Neerlandica, 67 (3), 281-292. doi: 10.1111/stan.12007
      • Y. Peers, D. Fok & P.H.B.F. Franses (2012). Modeling Seasonality in New Product Diffusion. Marketing Science, 31 (2), 351-364. doi: 10.1287/mksc.1110.0696
      • D. Fok, R. Paap & P.H.B.F. 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
      • D. Fok, R. Paap & A. van Dijk (2012). A Rank-Ordered Logit Model with Unobserved Heterogeneity in Ranking Capabilities. Journal of Applied Econometrics, 27 (5), 831-846. doi: 10.1002/jae.1223
      • M. Dorotic, D. Fok, P.C. Verhoef & T.H.A. 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
      • D. Fok & R. 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
      • Y.M. van Everdingen, D. Fok & S. Stremersch (2009). Modeling Global Spillover of New Product Takeoff. Journal of Marketing Research, 46 (5), 637-652. doi: 10.1509/jmkr.46.5.637
      • E. van Nierop, D. Fok & P.H.B.F. 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
      • D. Fok, P.H.B.F. Franses & R. 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
      • D. Fok & P.H.B.F. Franses (2007). Modeling the diffusion of scientific publications. Journal of Econometrics, 139 (2), 376-390. doi: 10.1016/j.jeconom.2006.10.021
      • L.M. Sloot, D. Fok & P.C. 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
      • D. Fok, C. Horvath, R. Paap & P.H.B.F. 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
      • D. Fok, D.J.C. van Dijk & P.H.B.F. 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
      • Y.M. van Everdingen, W.B. Aghina & D. 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
      • D. Fok, D.J.C. van Dijk & P.H.B.F. 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
      • D. Fok & P.H.B.F. 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
      • D. Fok & P.H.B.F. 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
      • D. Fok & P.H.B.F. 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

    • Professional Publication (1)

      • D. Fok & J. van Dalen (2015). Boosting business with data analysis. RSM Discovery - Management Knowledge, 21 (1), 5-7.

  • Part of book - Chapter (3)

    • D. Fok (2017). Advanced Individual Demand Models. In P.S.H Leeflang, J.E. Wieringa, T.H.A. Bijmolt, & K.H. Pauwels (Eds.), Advanced Methods for Modeling Markets (International Series in Quantitative Marketing) (pp. 31-86). Switzerland: Springer doi: 10.1007/978-3-316-53469-5
    • D. Fok, P.H.B.F. Franses & R. Paap (2006). Performance of seasonal adjustment procedures: simulation and empirical results. In T.C. Mills & K. Patterson (Eds.), Palgrave Handbook of Econometrics, Volume 1, Econometric Theory (pp. 1035-1055). Basingstoke: Palgrave MacMillan
    • D. Fok, P.H.B.F. Franses & R. Paap (2002). Econometric analysis of the market share attraction model. In P.H.B.F. Franses & A.L. Montgomery (Eds.), Advances in econometrics: Econometric models in marketing, chapter 10 (Advances in Econometrics, 16) (pp. 223-256). Amsterdam: JAI Press

  • Report (50)

    • D. Fok & R. Paap (2019). New Misspecification Tests for Multinomial Logit Models. (Econometric Institute Research Papers, no EI2019-24). Rotterdam: Econometric Institute
    • W. Li, D. Fok & P.H.B.F. Franses (2019). Forecasting own brand sales: Does incorporating competition help? (Intern rapport, Econometric Institute report, no EI2019-35). Rotterdam: Econometric Institute
    • K. Bel, D. Fok & R. Paap (2014). Parameter Estimation in Multivariate Logit Models with Many Binary Choices. (Intern rapport, EI report serie, no EI 2014-25). Rotterdam: Econometric Institute
    • D. Fok, R. Paap & P.H.B.F. Franses (2014). Incorporating Responsiveness to Marketing Efforts in Brand Choice Modeling. (Intern rapport, EI reprint serie, no EI=1615). Rotterdam: Econometric Institute
    • E. Korkmaz, D. Fok & R. Kuik (2014). "The Need for Market Segmentation for Buy-Till-You-Defect Models" (No. ERS-2014-006-LIS). (Preprints). : ERIM Report Series Research in Management Erasmus Research Institute of Management
    • R. Kuik, E. Korkmaz & D. Fok (2013). "Counting Your Customers": When will they buy next? An empirical validation of probabilistic customer base analysis models based on purchase timing (. (Preprints, ERIM Report Series Research in Management, no ERS-2013-001-LIS). Rotterdam: Erasmus Research Institute of Management (ERIM)
    • D. Fok, R. Paap & P.H.B.F. Franses (2012). Modeling dynamic effects of promotion on interpurchase times. (Intern rapport, EI reprint serie, no EI-1587). Rotterdam: Econometric Institute
    • D. Fok, R. Paap & A. van Dijk (2012). A rank-ordered logit model with unobserved heterogeneity in ranking capabilities. (Intern rapport, EI-reprint serie, no EI-1589). Rotterdam: Econometric Institute
    • M. Dorotic, D. Fok, P.C. Verhoef & T.H.A. Bijmolt (2011). Do Vendors Benefit from Promotions in a Multi-Vendor Loyalty Program? (Intern rapport, EI reprint serie, no EI-1575). Rotterdam: Econometric Institute doi: 10.1007/s11003-010-9128-8
    • D. Fok, A. Burke, A. Van Stel & A.R. Thurik (2010). Industry dynamics and entrepreneurship: an equilibrium model. (Preprints, Discussion paper, no TI2010-012/3). 3000 DR Rotterdam: TINBERGEN INSTITUUT
    • Y. Peers, D. Fok & P.H.B.F. Franses (2010). Modeling Seasonality in New Product Diffusion. (Preprints, no 2010-07-15). Rotterdam: ERIM report series research in management
    • C. Hernandez Mireles, D. Fok & P.H.B.F. Franses (2010). Random Coefficient Logit Model for Large Datasets. (Preprints, ERIM Report Series, no 2010-05-31). Rotterdam: ERIM
    • E. van Nierop, D. Fok & P.H.B.F. Franses (2009). Interaction Between Shelf Layout and Marketing Effectiveness and Its Impact on Optimizing Shelf Arrangement. (Intern rapport, EI reprint reeks, no EI-1527). 3000 DR Rotterdam: DEPARTMENT OF ECONOMETRICS
    • Y.M. van Everdingen, D. Fok & S. Stremersch (2009). Modeling Global Spillover of New Product Takeoff. (Intern rapport, EI reprint reeks, no EI-1528). 3000 DR Rotterdam: DEPARTMENT OF ECONOMETRICS
    • D. Fok & R. Paap (2009). Modeling category-level purchase timing with brand-level marketing variables. (Intern rapport, EI reprint serie, no EI-1498). 3000 DR Rotterdam: DEPARTMENT OF ECONOMETRICS
    • D. Fok & P.H.B.F. Franses (2009). Testing Earnings Management. (Intern rapport, EI report serie, no EI 2009-31). 3000 DR Rotterdam: DEPARTMENT OF ECONOMETRICS
    • M. Dorotic, D. Fok, P.C. Verhoef & T.H.A. Bijmolt (2009). Do Vendors Benefit From Promotions In a Multi-Vendor Loyalty Program? (Extern rapport, SOM Working paper, no 9001). Groningen, Netherlands: Universtity of Groningen
    • D. Fok, A.J. van Stel, A.E. Burke & A.R. Thurik (2009). The dynamics of entry and exit. (Extern rapport, Research Reports, no H200907). Zoetermeer: EIM
    • D. Fok, R. Paap & P.H.B.F. Franses (2008). Incorporating responsiveness to marketing efforts in brand choice modeling. (Intern rapport, EI Report serie, no EI 2008-15). 3000 DR Rotterdam: Econometrics
    • C. Hernandez Mireles, D. Fok & P.H.B.F. Franses (2008). Why, How and When Do Prices Land? Evidence from the Videogame Industry. (Intern rapport, ERIM REPORT SERIES RESEARCH IN MANAGEMENT, no ERS-2008-044-MKT). 3000 DR Rotterdam: Econometrics
    • C. Horvath & D. Fok (2008). Moderating Factors of Immediate, Dynamic, and Long-run Cross-Price Effects. (Intern rapport, ERIM REPORT SERIES RESEARCH IN MANAGEMENT, no ERS-2008-042-MKT). 3000 DR Rotterdam: Econometrics
    • D. Fok, P.H.B.F. Franses & R. Paap (2007). Seasonality and non-linear price effects in scanner-data-based market response models. (Intern rapport, Econometric Institute Reprint, no EI-1439). 3000 DR Rotterdam: Econometrics
    • D. Fok & P.H.B.F. Franses (2007). Modeling the diffusion of scientific publications. (Intern rapport, EI reprint reeks, no EI-1447). 3000 DR Rotterdam: Econometrics
    • A. van Dijk, D. Fok & R. Paap (2006). A rank-ordered logit model with unobserved heterogeneity in ranking capabilities. (Intern rapport, Econometric Institute Report, no EI 2007-07). 3000 DR Rotterdam: Econometrics
    • D. Fok, C. Horvath, R. Paap & P.H.B.F. Franses (2006). A hierarchical Bayes error correction model to explain dynamic effects of price changes. (Intern rapport, Econometric Institute Reprint, no EI-1414). 3000 DR Rotterdam: Econometrics
    • L.M. Sloot, D. Fok & P.C. Verhoef (2006). The short- and long-term impact of an assortment reduction on category sales. (Intern rapport, Econometric Institute Reprint, no EI-1427). 3000 DR Rotterdam: Econometrics
    • D. Fok, P.H.B.F. Franses & R. Paap (2006). Performance of seasonal adjustment procedures: simulation and empirical results. (Intern rapport, Econometric Institute Reprint, no EI 1408). 3000 DR Rotterdam: Econometrics
    • E. van Nierop, D. Fok & P.H.B.F. Franses (2006). Interaction between shelf layout and marketing effectiveness and its impact on optimizing shelf arrangements. (Intern rapport, ERIM Report, no 2006-13-MK). 3000 DR Rotterdam: Econometrics
    • H.P. Boswijk, D. Fok & P.H.B.F. Franses (2006). A new multivariate product growth model. (Intern rapport, Tinbergen Institute Discussion Paper, no 06-027/4). 3000 DR Rotterdam: Econometrics
    • D. Fok, D.J.C. van Dijk & P.H.B.F. Franses (2005). A multi-level panel star model for us manufacturing sectors. (Intern rapport, Econometrisch Institute Reprint serie, no EI-1379). 3000 DR Rotterdam: Econometrics
    • D. Fok, D.J.C. van Dijk & P.H.B.F. Franses (2005). Forecasting aggregates using panels, of nonlinear time series. (Intern rapport, Econometric Institute Reprint serie, no EI-1378). 3000 DR Rotterdam: Econometrics
    • D. Fok, C. Horvath, R. Paap & P.H.B.F. Franses (2005). A hierarchical Bayes error correction model to explain dynamic effects of price changes. (Intern rapport, ERIM report series Research in Management, no 2005-047). 3000 DR Rotterdam: Econometrics
    • D. Fok & P.H.B.F. Franses (2005). Modelling the diffusion of scientific publications. (Intern rapport, Econometric Institute Report Serie, no EI 2005-48). 3000 DR Rotterdam: Econometrics
    • D. Fok, P.H.B.F. Franses & R. Paap (2005). Seasonality and non-linear price effects in scanner-data based market-response modelss. (Intern rapport, Econometric Institute Report Serie, no EI 2005-45). 3000 DR Rotterdam: Econometrics
    • D. Fok, P.H.B.F. Franses & R. Paap (2005). Performance of seasonal adjustment procedures: simulation and empirical results. (Intern rapport, Econometric Institute Report Serie, no EI 2005-30). 3000 DR Rotterdam: Econometrics
    • Y.M. van Everdingen, W.B. Aghina & D. Fok (2005). Forecasting cross-population innovation diffusion: a Bayesian approach. (Intern rapport, Econometric Institute Reprint serie, no EI-1374). 3000 DR Rotterdam: Econometrics
    • D. Fok, D.J.C. van Dijk & P.H.B.F. Franses (2004). Forecasting aggregates using panels of nonlinear time series. (Intern rapport, Econometric Institute, no EI 2004-44). :
    • D. Fok, C. Horvath, R. Paap & P.H.B.F. Franses (2004). A hierarchical bayes error correction model to explain dynamic effects of promotions on sales. (Intern rapport, Econometric Institute, no EI 2004-27). :
    • D. Fok, R. Paap & P.H.B.F. Franses (2003). Modeling dynamic effects of the marketing mix on market shares. (Intern rapport, ERIM Report Series Research in Management, no 044-MKT). :
    • D. Fok & R. Paap (2003). Modeling category-level purchase timing with brand-level marketing variables. (Intern rapport, Econometric Institute, no EI 2003-15). :
    • D.J.C. van Dijk, D. Fok & P.H.B.F. Franses (2003). A multi-level panel smooth transition autoregression for US sectoral production. (Intern rapport, no E1 2003-43). :
    • D. Fok, R. Paap & P.H.B.F. Franses (2002). Modeling dynamic effects of promotion on interpurchase times. (Intern rapport, Econometric Institute, no EI 2002-37). :
    • D. Fok, R. Paap & P.H.B.F. Franses (2002). Estimating dynamic effects of promotion on interpurchase times. (Intern rapport, Econometric Institute, no EI-2002-37). :
    • J.E.M. van Nierop, D. Fok & P.H.B.F. Franses (2002). Sales models for many items using attribute data. (Intern rapport, ERIM Report Series 2002, no 65-MKT). :
    • D. Fok, P.H.B.F. Franses & R. Paap (2001). Incorporating responsiveness to marketing efforts when modeling brand choice. (Intern rapport, ERIM Report Series 2001, no 47-MKT). :
    • D. Fok, P.H.B.F. Franses & R. Paap (2001). Econometric analysis of the market share attraction model. (Intern rapport, ERIM Report Series 2001, no 25-MKT). :
    • D. Fok & P.H.B.F. Franses (2000). Forecasting market shares from models for sales. (Intern rapport, ERIM Report Series, no 03-MKT). :
    • D. Fok & P.H.B.F. Franses (1999). Impulse-response analysis of the market share attraction model. (Intern rapport, Econometric Institute Report, no EI-9955/A). : -
    • D. Fok, P.H.B.F. Franses & J.S. Cramer (1999). Ordered logit analysis for selectively sampled data. (Intern rapport, Econometric Institute, no 9933/A). :
    • D. Fok & P.H.B.F. Franses (1999). Impulse-response analysis of the market share attraction model. (Intern rapport, Econometric Institute, no 9955/A). :

  • Inaugural speech (1)

    • D. Fok (2013). Stay Ahead of Competition. (2013, oktober 4). Rotterdam: Erasmus Research Institute of Management

  • Award (1)

    • Y.M. van Everdingen, D. Fok & S. Stremersch (2010). ERIM Top Article Award. Wetenschappelijk.

  • Doctoral thesis (1)

    • D. Fok (2003, november 6). Advanced econometric marketing models. Erasmus University Rotterdam (186 pag.) (Rotterdam: Erasmus Research Institute of Management (PhD Serie 027)) Prom./coprom.: prof.dr. P.H.B.F. Franses.

• Ancillary activities (2)

  Erasmus Quantitave Intelligence

  Start date approval

  Jul/2019

  End date approval

  Jul/2022

  Place

  ROTTERDAM

  Description

  Research and teaching

  Autoriteit Consument en Markt

  Start date approval

  Nov/2019

  End date approval

  Nov/2022

  Place

  S'-GRAVENHAGE

  Description

  Lid onderzoeksadviescommissie

• Teaching (7)

  Text Analytics for Marketing

  Title

  Text Analytics for Marketing

  Year

  2020

  Year level

  master

  Seminar Case Studies in QMarketing

  Title

  Seminar Case Studies in QMarketing

  Year

  2020

  Year level

  master

  Advanced Marketing Models

  Title

  Advanced Marketing Models

  Year

  2020

  Year level

  master

  Major & Master Orientation(econometrics)

  Title

  Major & Master Orientation(econometrics)

  Year

  2020

  Thesis Hub Bachelor Econometrics & OR

  Title

  Thesis Hub Bachelor Econometrics & OR

  Year

  2020

  Thesis Hub BSc2 Econometrics / Economics

  Title

  Thesis Hub BSc2 Econometrics / Economics

  Year

  2020

  Advanced Econometrics I

  Title

  Advanced Econometrics I

  Year

  2020

  Year level

  Master

• PhD list (14)

  • Luuk van Maasakkers

    Marketing modelling for large-scale assortments

    • 2018 -

  • Xun Gong

    forecasting implied volatility surface

    • 2016 -

  • Eric Slob

    Integrating Genetics into Economics

    • 2016 -

  • Anoek Castelein

    Advanced individual response models

    • 2015 -

  • Thai Young Kim

    Data-driven Warehouse Management in Global Supply Chains

    • 2014 -
  • Kars Iddo Maik Schouten

    Semantics-Driven Aspect-Based Sentiment Analysis

    • 2012 - 2018
  • Gertjan van den Burg

    Algorithms for Multiclass Classification and Regularized Regression

    • 2012 - 2018
  • Bruno Jacobs

    Marketing Analytics for High-Dimensional Assortments

    • 2012 - 2017
  • Pieter Schoonees

    Methods for Modelling Response Styles

    • 2011 - 2015

  • Wei Li

    Competition in the Retail Market of Consumer Packaged Goods

    • 2009 - 2021
  • Evsen Korkmaz

    Bridging Models and Business: Understanding heterogeneity in hidden drivers of customer purchase behavior

    • 2009 - 2014
  • Baris Depecik

    Revitalizing Brand and Brand Portfolios: Essays on Brand and Brand Portfolio Management Strategies

    • 2008 - 2016
  • Yuri Peers

    Econometric Advances in Diffusion Models

    • 2007 - 2011
  • Carlos Hernandez Mireles

    Marketing Modeling for New Products

    • 2006 - 2010

• Present position

  Full Professor

  University

  Erasmus University Rotterdam

  School

  Erasmus School of Economics

  Department

  Econometrics

  Country

  The Netherlands

  Telephone

  0104081333