Delgado, Miguel A.Domínguez, Manuel A.Lavergne, PascalUniversidad Carlos III de Madrid. Departamento de Estadística2009-07-082009-07-081998-06https://hdl.handle.net/10016/4674We address the issue of consistent specification testing in general econometric models definedı by multiple moment conditions. We develop two c1asses of moment conditions based tests. The first class of tests depends upon nonparametric functions that are estimated by kernel smoothers. The second class of tests depends upon a marked empirical process. Asymptotic and bootstrap versions of these tests are formally justified, and their finite sample performances are investigated by means of Monte-CarIo experiments.application/pdfengAtribución-NoComercial-SinDerivadas 3.0 EspañaSpecification testingNonlinear in variable modelsSmoothersMarked empirical processesWild bootstrapworking paperEstadísticaopen access