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The test is motivated by a conditional moment test against a parametric alternative and amounts to replacing the parametric alternative model with a semiparametric model. The resulting semiparametric test is consistent against a larger set of alternatives than are parametric conditional moments tests based on finitely many moment conditions. The results of Monte Carlo experiments and an application illustrate the usefulness of the new test.<\/jats:p>","DOI":"10.1017\/s0266466600008872","type":"journal-article","created":{"date-parts":[[2009,3,10]],"date-time":"2009-03-10T15:41:18Z","timestamp":1236699678000},"page":"821-848","source":"Crossref","is-referenced-by-count":65,"title":["Testing a Parametric Model Against a Semiparametric Alternative"],"prefix":"10.1017","volume":"10","author":[{"given":"Joel L.","family":"Horowitz","sequence":"first","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"Wolfgang","family":"H\u00e4rdle","sequence":"additional","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]}],"member":"56","published-online":{"date-parts":[[2009,2,11]]},"reference":[{"key":"S0266466600008872_ref009","unstructured":"9 Hong Y. & White H. . Consistent Specification Testing via Nonparametric Series Regression. 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