"The title is pretty self-explanatory and, as you'd expect with any book published by [Cambridge University Press], this is a high-quality item. The authors provide a very readable, but careful, treatment of the main topics in nonparametric econometrics, and a feature of this book is the set of empirical examples."
– David Giles (Econometrics Beat), University of Victoria
“Daniel Henderson and Chris Parmeter have provided a modern survey of nonparametric econometrics. Newcomers will enjoy their applications oriented introduction to this growing field. Theorists will find a compact survey of the most important foundations. Researchers of all sorts will want to add this valuable resource to their libraries.”
– William Greene, New York University
“The aim of this book is to teach nonparametric methods to applied economists. The book does an excellent job of achieving this objective. The mix of rigor and intuition is perfect, and the availability of software to go with the book makes it easy to implement the techniques being taught.”
– Peter Schmidt, Michigan State University
“This well written textbook represents a rigorous yet accessible introduction to nonparametric methods, one which makes clear the importance of these techniques for empirical research. Henderson and Parmenter have performed a valuable service for students throughout the social sciences."
– Steven N. Durlauf, University of Wisconsin
“The authors advertise right at the beginning that this book was written to help bridge the gap between applied economists and theoretical nonparmetric econometricians. Having worked on both sides I can say that this book keeps this promise in almost all aspects: the way it is written, the selection of topics, and the selection of methods.”
– Stefan Sperlich, Université de Genève
“Nonparametric econometric methods have by now become quite common in applied research, yet as in almost all areas of research theory precedes practice. The current "hands on" approach of the book comes to fill the gap and offer the applied researcher a manual of how to properly use these methods without compromising rigor. It will complement other more theoretical books on the subject and as such it will prove very useful to many practitioners and students alike.”
– Thanasis Stengos, University of Guelph
“Applied Nonparametric Econometrics fills a gap among available textbooks which focus more on theory, less on implementation, than this book. Taking theory to data is difficult for most students, but this book provides substantial help by providing cogent explanations of practical considerations, including how well methods that work "in theory" might be expected to work with real data in the quantities that researchers might have available.”
– Paul W. Wilson, Clemson University
"A clear and thorough treatment of nonparametric and semiparametric econometrics. The text will be valuable to empirical researchers, who can expand their methodological toolkits without resorting to difficult journal articles. Even advanced topics, such as nonparametric instrumental variables and nonparametric models with panel data, are treated at an accessible level."
– Jeffrey M. Wooldridge, Michigan State University