Access Statistics for Dennis Fok

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
"Counting Your Customers": When will they buy next? An empirical validation of probabilistic customer base analysis models based on purchase timing 0 0 1 59 1 4 16 171
A Hierarchical Bayes Error Correction Model to Explain Dynamic Effects of Price Changes 0 0 0 107 1 4 17 399
A Multi-Level Panel Smooth Transition Autoregression for US Sectoral Production 0 0 0 0 1 5 16 475
A New Multivariate Product Growth Model 0 0 0 123 0 4 5 432
A hierarchical Bayes error correction model to explain dynamic effects 0 1 1 17 0 2 14 99
A multi-level panel smooth transition autoregression for US sectoral production 0 0 0 38 0 2 9 132
A multinomial and rank-ordered logit model with inter- and intra-individual heteroscedasticity 0 1 3 25 0 4 25 68
A rank-ordered logit model with unobserved heterogeneity in ranking capabilities 0 0 3 176 0 0 24 638
BEWARE OF BLACK SWANS AND DO NOT IGNORE WHITE ONES? 0 0 1 30 0 0 8 114
Bayesian D-Optimal Choice Designs for Mixtures 0 0 0 61 0 2 6 81
Do vendors benefit from marketing actions in a multi-vendor loyalty program? 0 0 0 3 0 2 7 41
Dynamics in clickthrough and conversion probabilities of paid search advertisements 0 0 0 17 0 5 15 54
Econometric Analysis of the Market Share Attraction Model 1 2 7 1,336 6 13 33 3,833
Flexible Mixture-Amount Models for Business and Industry using Gaussian Processes 0 0 0 41 0 4 13 56
Forecasting Market Shares from Models for Sales 0 0 1 600 0 3 14 1,618
Forecasting aggregates using panels of nonlinear time series 0 0 0 18 0 2 7 89
Forecasting own brand sales: Does incorporating competition help? 0 0 0 30 2 4 13 53
Impulse-response analysis of the market share attraction model 0 0 0 17 0 2 7 132
Incorporating Responsiveness to Marketing Efforts When Modeling Brand Choice 0 0 0 149 0 5 15 541
Incorporating responsiveness to marketing efforts in brand choice modelling 0 0 0 22 0 2 21 104
Industry Dynamics and Entrepreneurship: An Equilibrium Model 0 0 0 86 0 4 22 216
Interaction Between Shelf Layout and Marketing Effectiveness and Its Impact On Optimizing Shelf Arrangements 0 0 0 185 1 4 11 841
Model-based Purchase Predictions for Large Assortments 0 0 0 77 0 3 9 221
Modeling Dynamic Effects of the Marketing Mix on Market Shares 0 0 1 385 0 3 27 1,169
Modeling Global Spill-Over of New Product Takeoff 0 0 0 43 0 3 8 200
Modeling Seasonality in New Product Diffusion 0 0 0 79 0 3 15 200
Modeling category-level purchase timing with brand-level marketing variables 0 0 0 23 1 5 18 161
Modeling dynamic effects of promotion on interpurchase times 0 0 1 25 0 2 14 117
Modeling the diffusion of scientific publications 0 0 0 6 1 4 12 77
Moderating Factors of Immediate, Dynamic, and Long-run Cross-Price Effects 0 0 0 23 0 5 11 165
Multivariate quantile regression using superlevel sets of conditional densities 0 0 1 46 0 2 7 82
New Misspecification Tests for Multinomial Logit Models 0 0 0 42 0 0 14 59
Ordered logit analysis for selectively sampled data 0 0 0 33 0 2 12 141
Parameter Estimation in Multivariate Logit models with Many Binary Choices 0 0 0 45 0 3 12 104
Performance of Seasonal Adjustment Procedures: Simulation and Empirical Results 0 0 1 30 0 0 8 152
Random Coefficient Logit Model for Large Datasets 0 0 0 68 1 4 12 160
Sales Models For Many Items Using Attribute Data 0 0 0 201 0 2 8 779
Seasonality on non-linear price effects in scanner-data based market-response models 0 0 0 19 0 2 7 92
Stay Ahead of Competition 0 0 0 13 0 0 6 78
Testing Earning Management 0 0 1 96 0 0 1 269
The Dynamics of Entry and Exit 0 0 0 151 0 0 11 226
The Need for Market Segmentation in Buy-Till-You-Defect Models 0 0 0 22 0 0 7 97
The Triggers, Timing and Speed of New Product Price Landings 0 0 0 62 0 5 12 193
Understanding Large-Scale Dynamic Purchase Behavior 0 0 0 89 0 1 26 91
We develop a Bayesian method for heterogeneous variable selection in both linear and nonlinear panel data models, where variable selection takes place at the individual level and non-zero parameters are allowed to differ across individuals. Each individual-specific parameter is either zero or comes from a Dirichlet process mixture of multivariate normals. For inference, we develop an efficient MCMC sampler. In a Monte Carlo study, we show that our method accurately captures complex continuous cross-sectional heterogeneity and individual-specific variable selection, features standard approaches fail to capture jointly. An application on data from a discrete choice experiment on food choices shows that accounting for heterogeneous variable selection and non-normal continuous heterogeneity uncovers substantial variable non-attendance and an improved out-of-sample fit 0 0 0 30 1 3 18 65
What Did I Forget? Basket Analysis for Large Assortments Using Transformers 1 2 2 2 1 3 3 3
Total Working Papers 2 6 24 4,750 17 132 596 15,088


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A RANK‐ORDERED LOGIT MODEL WITH UNOBSERVED HETEROGENEITY IN RANKING CAPABILITIES 0 0 0 0 0 3 17 178
A multi-level panel STAR model for US manufacturing sectors 0 0 1 380 0 5 22 1,046
Bayesian D-optimal choice designs for mixtures 0 0 1 2 0 2 15 43
Beware of black swans: Taking stock of the description–experience gap in decision under uncertainty 0 1 5 70 0 3 18 167
Do vendors benefit from promotions in a multi-vendor loyalty program? 0 0 1 15 0 2 12 136
Flexible Mixture-Amount Models Using Multivariate Gaussian Processes 0 0 0 8 0 4 9 29
Forecasting aggregates using panels of nonlinear time series 0 0 0 66 1 3 9 180
Forecasting market shares from models for sales 0 0 1 69 0 2 14 217
How entry crowds and grows markets: the gradual disaster management view of market dynamics in the retail industry 0 0 0 1 0 2 10 25
Incorporating Responsiveness to Marketing Efforts in Brand Choice Modeling 0 0 0 17 0 2 7 101
Interaction Between Shelf Layout and Marketing Effectiveness and Its Impact on Optimizing Shelf Arrangements 0 0 1 20 1 1 8 114
Model-Based Purchase Predictions for Large Assortments 0 0 2 38 0 2 13 148
Modeling Seasonality in New Product Diffusion 0 0 0 12 0 3 7 102
Modeling category‐level purchase timing with brand‐level marketing variables 0 0 0 3 1 2 12 58
Modeling dynamic effects of promotion on interpurchase times 0 0 0 10 0 1 6 90
Modeling the diffusion of scientific publications 0 0 0 30 0 3 11 134
Moderating Factors of Immediate, Gross, and Net Cross-Brand Effects of Price Promotions 0 0 0 13 1 2 8 61
New misspecification tests for multinomial logit models 0 0 0 0 2 3 16 18
On superlevel sets of conditional densities and multivariate quantile regression 0 0 0 1 2 5 16 18
Ordered logit analysis for selectively sampled data 0 0 0 41 0 2 5 124
Parameter estimation in multivariate logit models with many binary choices 0 0 0 8 0 2 8 80
Reward redemption effects in a loyalty program when customers choose how much and when to redeem 0 0 5 30 3 10 50 202
Seasonality and non-linear price effects in scanner-data-based market-response models 0 0 0 33 0 2 7 148
Synergistic and cannibalization effects in a partnership loyalty program 0 0 0 8 0 5 29 87
Testing earnings management 0 0 0 12 0 2 8 60
Understanding Large-Scale Dynamic Purchase Behavior 0 0 0 2 0 4 15 25
Total Journal Articles 0 1 17 889 11 77 352 3,591


Statistics updated 2026-07-10