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Draft:Heinz Neudecker

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Heinz Neudecker (3 October, 1933 - 5 December, 2017) was a Austrian-Dutch econometrist and statistician, the ‘founding father of multivariate statistical analysis, or matrix algebra’ [1]

Biography

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Born on 3 October 1933 in The Hague, the Netherlands, as the son of Hilda Weiss and Friedrich Franz Neudecker, both Austrian. His sister Blanca was born on 16 December, 1939. As his mother was Jewish, Heinz became a member of the Jewish community, and received the name Arye Leib. The family acquired Dutch nationality in 1952.

Heinz married Erica Engels in 1961. Three children were born: Ilia (1962), Hannah (1964), and Franz (1966).

The family lived in the United Kingdom, Turkey and Belgium, before settling in Schagen, in the Northwest of the Netherlands in 1972. Heinz died in Haarlem on the 5th of December 2017, aged 84.

Education

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Heinz started at Jewish primary school in 1940, but due to the German occupation of the Netherlands and the persecution of Jews, his parents considered it safer to enroll him at a protestant school. After the occupation, in 1946, Heinz started secondary education at Gymnasium Sorghvliet, The Hague, where he finished in 1952, to continue his education at the Economische Hogeschool, Rotterdam (later renamed Erasmus University) where he graduated in Economics in 1959 (drs., equivalent to a master’s degree).

Professional career

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1959-1964: researcher at Landbouw-Economisch Instituut, The Hague, Netherlands

1964-1969: lector/senior lecturer, Birmingham University, UK

1967 Ph.D., Birmingham University, UK. Title of dissertation: Matrix Methods for Econometric Research

1969-1971: visiting professor of Economics at Middle Eastern Technical University (Orta Doğu Teknik Üniversitesi), Ankara, Turkey

1971-1972: professor of Econometrics at Vrije Universiteit Brussel, Belgium (continued as a special, parttime professorship afterwards)

1972-1998: Professor of econometrics at Universiteit van Amsterdam.

1 September 1979 – 31 July 1980: Fellow at Netherlands Institute of Advanced Studies in the Humanities and Social Sciences (NIAS) where he worked on research on matrix differential calculus, (0,1) matrices and variance matrix estimation in normal regression[2]. [3]

Final speech upon retirement from the University of Amsterdam: Afscheid van dierenboerderij (Goodbye to animal farm) (published in limited paper edition by UvA, 1998)

As professor emeritus, Heinz continued to be actively involved in the international field of statistics and matrix differential calculus, supervising young academics, publishing papers in prominent Journals and speaking at conferences across the world, until 2015. In 1999, several international colleagues published a commemorative publication (Festschrift) to honour Heinz’ contribution to the field of multivariate statistical analysis. D. S. G. Pollock, R. D. H. Heijmans, & A. Satorra (Eds.), Innovations in Multivariate Statistical Analysis. A Festschrift for Heinz Neudecker, 1999. [4]

The handbook Matrix Differential Calculus - with applications in statistics and econometrics, together with Jan Magnus, went through three editions (Wiley, 1988, 1999, 2019), and is still consulted by colleagues and students the world over. [5]

Publications in econometrics, statistics and mathematics

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Heinz Neudecker's over one hundred scientific publications are listed in several places:

1: https://www.researchgate.net/scientific-contributions/Heinz-Neudecker-5841475

2: see note 5


Politics

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to be completed


Selected publications on politics

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Contributions to Gard Sivik, experimental Flemish-Dutch Journal, 1960-1[6], 1962[7]

Contributions to Maatstaf, Literary and political journal. 1963-66. Comments on the Cold War, Vietnam war, visit to Russia. Heinz was also a guest editor of this Journal in 1965-66. [8][9]

References

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  1. ^ Shuangzhe Liu et al., Professor Heinz Neudecker and matrix differential calculus, Statistical Papers 65(4): 1-35, 2023 https://www.researchgate.net/publication/374417466_Professor_Heinz_Neudecker_and_matrix_differential_calculus
  2. ^ "NIAS". NIAS. Retrieved 1 August 2024.
  3. ^ "Find NIAS Alumni".
  4. ^ Innovations in Multivariate Statistical Analysis: A Festschrift for Heinz Neudecker. Springer. 2012. ISBN 978-1-4615-4603-0. OL 37229573M.
  5. ^ Matrix Differential Calculus with Applications in Statistics and Econometrics. Wiley Series in Probability and Statistics. Wiley. 2019. doi:10.1002/9781119541219. ISBN 978-1-119-54120-2.
  6. ^ Neudecker, Heinz (1960–61). "ideologie en taboe". Gard Sivik. 5 – via DBNL.
  7. ^ Neudecker, Heinz (1962). "Onder 1 hoedje". Gard Sivik. 6: 56–58 – via DBNL.
  8. ^ Neudecker, Heinz (1963). "Het Rapacki-plan". Maatstaf. 11 – via DBNL.
  9. ^ Neudecker, Heinz (1965–1966). "Tekenen van tegenspraak". Maatstaf (1–12) – via Digitale bibliotheek voor de Nederlandse letteren (DBNL).