Qi Li is Professor of Economics and Hugh Roy Cullen Professor in Liberal Arts at Texas A&M University. Jeffrey Scott Racine is Professor of Economics, Professor in the Graduate Program in Statistics, and Senator William McMaster Chair in Econometrics at McMaster University.

"Overall, the text is a must for graduate students undertaking research in this area; the large number of exercises at the end of each chapter makes it very suitable for a graduate class on nonparametric and semiparametric techniques. In addition, because the coverage of the book is very comprehensive and up-to-date, it constitutes an excellent reference for researchers applying these techniques. Therefore, it can satisfy the needs of both audiences with a solid background in theoretical econometrics and more applied audiences."---Margarita Genius, European Review of Agricultural Economics

Qi Li is Professor of Economics and Hugh Roy Cullen Professor in Liberal Arts at Texas A&M University. Jeffrey Scott Racine is Professor of Economics, Professor in the Graduate Program in Statistics, and Senator William McMaster Chair in Econometrics at McMaster University.

"Overall, the text is a must for graduate students undertaking research in this area; the large number of exercises at the end of each chapter makes it very suitable for a graduate class on nonparametric and semiparametric techniques. In addition, because the coverage of the book is very comprehensive and up-to-date, it constitutes an excellent reference for researchers applying these techniques. Therefore, it can satisfy the needs of both audiences with a solid background in theoretical econometrics and more applied audiences."---Margarita Genius, European Review of Agricultural Economics