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Heinz Neudecker (3 October, 1933 - 5 December, 2017) was a Austrian-Dutch econometrist and statistician, recognised as a pioneering figure and ‘founding father of matrix differential calculus’ [1]
Biography
[edit]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. An obituary published by the University of Amsterdam can unfortunately no longer be accessed.[2] It can be retrieved through Wayback machine [2]
Education
[edit]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
[edit]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.
1979 (1 September) – 1980 (31 July): Fellow at Netherlands Institute of Advanced Studies in the Humanities and Social Sciences (NIAS) where he conducted research on matrix differential calculus, (0,1) matrices and variance matrix estimation in normal regression[3]. [4]
Final speech upon retirement from the University of Amsterdam: Afscheid van dierenboerderij (Goodbye to animal farm) (published in limited paper edition by UvA University of Amsterdam, 1998)
As a professor emeritus, Heinz remained actively involved in the international fields of statistics and matrix differential calculus, supervising young academics, continuing to supervise young academics, publish papers in leading journals, and speak at conferences around the world until 2015. In 2000, several of his international colleagues honoured his contributions to multivariate statistical analysis with a commemorative publication: Innovations in Multivariate Statistical Analysis: A Festschrift for Heinz Neudecker, (2000), edited by R. D. H. Heijmans, D. S. G. Pollock, and A. Satorra. [5]
The book Matrix Differential Calculus with Applications in Statistics and Econometrics, co-authored by Heinz Neudecker and Jan Magnus, has gone through three editions (Wiley, 1988, 1999, 2019), and remains an essential reference for scholars and students worldwide. The book is widely recognised for its rigorous treatment of matrix calculus and its applications in econometrics and statistics, helping to shape these fields and advance research in multivariate analysis. [6]
Publications in econometrics, statistics and mathematics
[edit]Heinz Neudecker's over one hundred scientific publications are listed in several places:
1: Heinz Neudecker's research works | University of Amsterdam and other places
2: Magnus & Neudecker (2019), see note 7
Politics
[edit]Heinz had a lifelong commitment to improving society through political activism. During his university studies in Rotterdam, he was a member of the Democratic Socialist Student Society Politeia and the youth organisation Nieuwe Koers linked to the Social Democratic Partij van de Arbeid. He published analyses about in political subjects in Maatstaf and Gard Sivik in the early 60s and also campaigned for human rights in countries like Algeria, Vietnam, Turkey. Having become disenchanted with Social Democracy, he became involved in the Green Movement in the early 70s. He started a local Green party in his town Schagen and was a member of the municipal council for several years. Documents relevant to his political activity are kept in the International Institute for Social History in Amsterdam [7]
Selected publications on politics
[edit]Contributions to Gard Sivik, experimental Flemish-Dutch Journal, 1960-1[8], 1962[9]
Between 1963 and 1966, Heinz Neudecker contributed to Maatstaf, a literary and political journal, where he wrote about significant contemporary issues such as the Cold War, the Vietnam War, and his visit to Russia. His involvement in these discussions reflected his broader interest in global political dynamics during a time of great tension. Additionally, from 1965 to 1966, Heinz served as a guest editor for Maatstaf, further showcasing his engagement with both literary and political discourse. [10][11]
References
[edit]- ^ Liu, S., Trenkler, G., Kollo, T., von Rosen, D. & Baksalary, O.M. Professor Heinz Neudecker and matrix differential calculus, Statistical Papers (2024) 65:2605–2639. https://www.researchgate.net/publication/374417466_Professor_Heinz_Neudecker_and_matrix_differential_calculus
- ^ a b Amsterdam, Universiteit van. "In Memoriam: Heinz Neudecker".
- ^ "NIAS". NIAS. Retrieved 1 August 2024.
- ^ "Find NIAS Alumni".
- ^ Heijmans, R. D.H., Pollock, D.S.G. & Satorra, A (2012). Innovations in Multivariate Statistical Analysis: A Festschrift for Heinz Neudecker. Springer. ISBN 978-1-4615-4603-0. OL 37229573M.
{{cite book}}: CS1 maint: multiple names: authors list (link) - ^ Magnus, J.R. & Neudecker, H. (2019). Matrix Differential Calculus with Applications in Statistics and Econometrics. Wiley Series in Probability and Statistics. Wiley. doi:10.1002/9781119541219. ISBN 978-1-119-54120-2.
{{cite book}}: CS1 maint: multiple names: authors list (link) - ^ "Search Results - Heinz Neudecker". search.iisg.amsterdam.
- ^ Neudecker, Heinz (1960–61). "ideologie en taboe". Gard Sivik. 5 – via DBNL.
- ^ Neudecker, Heinz (1962). "Onder 1 hoedje". Gard Sivik. 6: 56–58 – via DBNL.
- ^ Neudecker, Heinz (1963). "Het Rapacki-plan". Maatstaf. 11 – via DBNL.
- ^ Neudecker, Heinz (1965–1966). "Tekenen van tegenspraak". Maatstaf (1–12) – via Digitale bibliotheek voor de Nederlandse letteren (DBNL).