Find the exponential generating function for $s_{n,r}$, the number of ways to distribute $r$ distinct objects into $n$ distinct boxes with no empty box, and determine $s_{n,r}$.
My solution is $$\left(x+\frac{x^2}{2!}+\frac{x^3}{3!}+\cdots\right)^n=(e^x-1)^n$$ $$=\sum_{k=0}^n(-1)^k\binom{n}{k}e^{kx}=\sum_{k=0}^n(-1)^k\binom{n}{k}\sum_{r=0}^{\infty}k^r\frac{x^r}{r!}$$ Thus, $s_{n,r}$ is the coef. of $\frac{x^r}{r!}$, which is $\sum_{k=0}^n(-1)^k\binom{n}{k}k^r$.
However, I found it in another book that $s_{m,n}=\frac{1}{n!}\sum_{k=0}^{n}(-1)^k\binom{n}{k}(n-k)^m$, where $s_{m,n}$ denotes the Stirling number of the second kind.
I was wondering what's wrong with my solution.
There are a couple of things going on here.
Let's expand on the second issue, as the two problems are clearly related. Since there's some notational confusion going on, let's let $T(r,n)$ denote the number of ways to distribute $r$ distinct objects into $n$ distinct boxes with no empty box (i.e., your problem), and we'll let $S(r,n)$ denote the number of ways to distribute $r$ distinct objects into $n$ indistinguishable boxes with no empty box. Then we have the relationship $T(r,n) = n! S(r,n)$. This is because the indistinguishable boxes can be made distinguishable by applying $n$ different labels to them, and there are $n!$ ways to assign $n$ labels to $n$ boxes.
This fits with your computations above. Your (corrected) computations have $$T(r,n) = \sum_{k=0}^n(-1)^{n-k}\binom{n}{k}k^r.$$ The formula you cite for the Stirling numbers of the second kind has $$S(r,n) = \frac{1}{n!}\sum_{k=0}^{n}(-1)^k\binom{n}{k}(n-k)^r.$$ Since $\binom{n}{n-k} = \binom{n}{k}$, though, by reindexing the sum we get $$S(r,n) = \frac{1}{n!}\sum_{k=0}^{n}(-1)^{n-k}\binom{n}{k}k^r,$$ in agreement with the argument above that $T(r,n) = n!S(r,n)$.