In Memoriam: Heinz Neudecker

13 December 2017

We were sad to learn that Heinz Neudecker passed away recently on 5 December 2017. Neudecker was Emeritus Professor of mathematics, mathematical economics, econometrics and statistics at the Faculty of Economics and Business.

Heinz Neudecker was born on 3 October 1933 to Austrian parents in The Hague. After completing secondary school, his decision to study quantitative economics in Rotterdam was influenced in part by Jan Tinbergen. During his studies he worked as a kandidaats-assistent at the Rotterdam Econometrics Institute led by Hans Theil.

After obtaining his initial degree in 1959, Neudecker successively worked at the Landbouw-Economisch Instituut, the forerunner of Wageningen University & Research, followed by periods spent at universities in Birmingham, Ankara, and Brussels. He completed his thesis in Birmingham. His initial doctoral research subject was investment criteria in Soviet economic planning. This subject demonstrated his fascination with Marxist economics and socialist ideas that were expressed in periodic opinion pieces contributed to periodicals such as Maatstaf and De Nieuwe Stem. In the end however, his interest in linear algebra won out and he wrote his thesis Matrix Methods for Econometric Research based on his articles.

On 1 July 1972 Neudecker was appointed as professor at what was then known as the UvA’s Interfaculty Actuarial Sciences and Econometrics that would later merge with the Economics faculty in 1987. Much of his research was compiled in the standard work Matrix Differential Calculus with Applications in Statistics and Econometrics, a joint publication with Jan Magnus that appeared in 1988. The methods developed in this work are still used by contemporary econometricians in analysing multivariate models. He was also active in education. Under his supervision generations of econometricians learned about standard regression methods as well as more exotic results such as the Poincaré Conjecture and how it could be applied in determining critical values for the Durbin-Watson test. His lectures were a challenge for the average student, especially with his unparalleled use of the board. His teaching was at the foundation of successful academic careers for econometricians such as Tom Wansbeek and Frank Windmeijer.

During the seventies Neudecker spent a few years as director of the interfaculty. During this period he modernised research and gave it a more international character. In the early nineties he was briefly dean of what was then the Faculty of Economic Sciences and Econometrics. There was a high degree of polarisation at the faculty at this time; Neudecker had outspoken ideas on approaches to resolving an administrative crisis, but was unable to unite the different parties involved. Up to the time he became an Emeritus Professor, he remained involved in faculty politics while keeping it at arm’s length and demonstrating a healthy aversion to bureaucracy. Outside of the faculty he was active in municipal politics in Schagen for a long time. As expressed by his family in his obituary, Heinz Neudecker was a “strong-willed and assertive” person. He had a deep sense of humour that revealed his dislike of authority in all its forms (except scientific). Above all, he was a source of inspiration for generations of students and researchers.

Published by  Economics and Business