Draft:Heinz Neudecker

Heinz Neudecker (October 3, 1933 – December 5, 2017) was an Austrian-Dutch econometrician and statistician, recognised as a pioneering figure and a ‘founding father’ of matrix differential calculus.'

Biography

Heinz Neudecker was born on 3 October 1933, in The Hague, the Netherlands, to Austrian parents Hilda Weiss and Friedrich Franz Neudecker. 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.

In 1961, Heinz married Erica Engels, and they had three children: 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 Neudecker passed away in Haarlem on 5 December 2017, at the age of 84. An obituary published by the University of Amsterdam is no longer accessible, but it can be retrieved via the Wayback Machine.

Education

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

Professional career

• 1959–1964: Researcher at Landbouw-Economisch Instituut, The Hague, Netherlands

• 1964–1969: Lector/Senior Lecturer, University of Birmingham, UK

• 1967: Ph.D., University of Birmingham, UK; Dissertation: Matrix Methods for Econometric Research

• 1969–1971: Visiting Professor of Economics, Middle East Technical University (Orta Doğu Teknik Üniversitesi), Ankara, Turkey

• 1971–1972: Professor of Econometrics, Vrije Universiteit Brussel, Belgium (later continued as a special part-time professorship)

• 1972–1998: Professor of Econometrics, University of Amsterdam

• 1979 (September 1) – 1980 (July 31): Fellow at the Netherlands Institute for Advanced Study 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..

Heinz’s final speech upon retirement from the University of Amsterdam was titled Afscheid van dierenboerderij (Goodbye to the Animal Farm), which was published in a limited paper edition by UvA in 1998. As a professor emeritus, Heinz remained actively engaged in the international fields of statistics and matrix differential calculus. He continued 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 (edited by R. D. H. Heijmans, D. S. G. Pollock, and A. Satorra).

The book Matrix Differential Calculus with Applications in Statistics and Econometrics, co-authored by Heinz Neudecker and Jan Magnus, has been published in three editions (Wiley, 1988, 1999, 2019). It 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, shaping the fields and advancing research in multivariate analysis.

Pioneer of matrix differential calculus

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 5

Politics

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 organization Nieuwe Koers, linked to the Social Democratic Partij van de Arbeid. In the early 1960s, he published analyses on political subjects in Maatstaf and Gard Sivik and campaigned for human rights in countries like Algeria, Vietnam, and Turkey. Having become disenchanted with Social Democracy, Heinz became involved in the Green Movement in the early 1970s. He started a local Green party in his town of Schagen and served as a member of the municipal council for several years. Documents relevant to his political activity are kept at the International Institute for Social History in Amsterdam.

Selected publications on politics

• Contributions to Gard Sivik, an experimental Flemish-Dutch journal, 1960-1961,, 1962 • 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.