Christiaan Heij (born 1950s) is a Dutch mathematician, Assistant Professor in statistics and econometrics at the

Econometric Institute Econometric Institute (Dutch ''Econometrisch Instituut'') at the Erasmus University Rotterdam is a leading research institute in the fields of econometrics and management science in the Netherlands. The Institute offers advanced education in econom ...

at the

Erasmus University Rotterdam Erasmus University Rotterdam (abbreviated as ''EUR'', nl, Erasmus Universiteit Rotterdam ) is a public research university located in Rotterdam, Netherlands. The university is named after Desiderius Erasmus Roterodamus, a 15th-century humanist ...

, known for his work in the field of mathematical systems theory, and econometrics.

Life and work

Heij did his PhD research at the

University of Groningen The University of Groningen (abbreviated as UG; nl, Rijksuniversiteit Groningen, abbreviated as RUG) is a Public university#Continental Europe, public research university of more than 30,000 students in the city of Groningen (city), Groningen in ...

in the 1980s among other young system theorists, such as Hans Nieuwenhuis, Pieter Otter,

Jan Camiel Willems Jan Camiel Willems (18 September 1939 – 31 August 2013) was a Belgian mathematical system theorist who has done most of his scientific work while residing in the Netherlands and the United States. He is most noted for the introduction of the not ...

, and Dirk T. Tempelaar. In 1988 he graduated under Willems, Professor of Systems and Control and Nieuwenhuis with the thesis "Deterministic Identification of Dynamical Systems," which was published the next year by Springer in the "Lecture Notes in Control and Information Sciences" series. In the 1990s Heij continued his research at the

of the

, and wrote a series of books on systems theory, modelling, dynamics systems, and econometrics. With Jan Camiel Willems he supervised the promotion of Berend Roorda, who graduated in 1995 with the thesis, entitled "Deterministic Identification of Dynamical Systems." Heij is credited extending "The behavioral approach to system theory put forward by

Willems Willems is a patronymic surname of Dutch origin, equivalent to Williams. In 2008, it was the 6th most common surname in Belgium (18,604 peopleand in 2007 it was the 39th most common surname in the Netherlands (17,042 people People with this surnam ...

," and for presenting a new total least squares algorithms, specifically for system identification.Markovsky, Ivan, and

Sabine Van Huffel Sabine J. A. Van Huffel (born September 26, 1958) is a Belgian computer scientist, applied mathematician, and electrical engineer, whose research concerns computational methods for medical diagnostics, and in particular methods based on total least ...

.
Overview of total least-squares methods
" ''Signal processing'' 87.10 (2007): 2283-2302. His most cited work is the 2004 textbook "Econometric methods with applications in business and economics," co-authored with

Philip Hans Franses Philippus Henricus Benedictus Franciscus "Philip Hans" Franses (born 1963) is a Dutch economist and Professor of Applied Econometrics and Marketing Research at the Erasmus University Rotterdam, and dean of the Erasmus School of Economics, especial ...

Teun Kloek Teunis (Teun) Kloek (born 1934) is a Dutch economist and Emeritus Professor of Econometrics at the Erasmus Universiteit Rotterdam. His research interests centered on econometric methods and their applications, especially nonparametric and robust ...

, and Herman K. van Dijk, and published by the Oxford University Press. In his later career he is well known for being the gatekeeper of the study Econometrics & Operational Research in Rotterdam, with an average passing percentage of 30% on the first course given to new students.

Selected publications

* Heij C., ''Deterministic Identification of Dynamical Systems,'' Lecture Notes in Control and Information Sciences, vol. 127. PhD Thesis University of Groningen, New York: Springer, 1989. * Heij, C., Schumacher, J. M., Hanzon, B., & Praagman, C. ''System dynamics in economic and financial models.'' (1997). * Heij, C., De Boer, P., Franses, P. H., Kloek, T., & Van Dijk, H. K. (2004). ''Econometric methods with applications in business and economics.'' Oxford University Press. * Christiaan Heij, André C.M. Ran and F. van Schagen. ''Introduction to Mathematical Systems Theory: Linear Systems, Identification and Control.'' 2006 Articles, a selection: * Heij, Christiaan. "Exact modelling and identifiability of linear systems." ''Automatica'' 28.2 (1992): 325–344. * Roorda, Berend, and Christiaan Heij. "Global total least squares modeling of multivariable time series." ''Automatic Control, IEEE Transactions on'' 40.1 (1995): 50–63. * Heij, Christiaan, and Wolfgang Scherrer. "System identification by dynamic factor models." ''SIAM Journal on Control and Optimization'' 35.6 (1997): 1924–1951. * Heij, Christiaan, Patrick JF Groenen, and Dick van Dijk. "Forecast comparison of principal component regression and principal covariate regression." ''Computational statistics & data analysis'' 51.7 (2007): 3612–3625.

References

External links

Christiaan Heij
profile at eur.nl.
Works by Christiaan Heij
at narcis.nl. {{DEFAULTSORT:Heij, Christiaan 1950s births Living people Dutch mathematicians Econometricians University of Groningen alumni Academic staff of Erasmus University Rotterdam