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The proposed test may be viewed as a semi-\/nonparametric extension of the Bierens (1982, <jats:italic>Journal of Econometrics<\/jats:italic> 20, 105\u2013134) goodness-of-fit test of a parametric model for the conditional mean. Estimating conditional expectations using series methods and employing a Gaussian multiplier bootstrap to obtain critical values, the test is shown to be asymptotically correctly sized and consistent. Simulation studies indicate good finite-sample properties. In an empirical application, the test is used to study the validity of a game-theoretical model for discount store market entry, treating equilibrium beliefs as nonparametric conditional expectations. The test indicates that Walmart and Kmart entry decisions do not result from a static discrete game of incomplete information with linearly specified profits.<\/jats:p>","DOI":"10.1017\/s0266466622000615","type":"journal-article","created":{"date-parts":[[2022,12,5]],"date-time":"2022-12-05T09:39:52Z","timestamp":1670233192000},"page":"827-858","source":"Crossref","is-referenced-by-count":1,"title":["TESTING A CLASS OF SEMI- OR NONPARAMETRIC CONDITIONAL MOMENT RESTRICTION MODELS USING SERIES METHODS"],"prefix":"10.1017","volume":"40","author":[{"ORCID":"https:\/\/orcid.org\/0000-0002-0838-7479","authenticated-orcid":false,"given":"Jesper Riis-Vestergaard","family":"S\u00f8rensen","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"56","published-online":{"date-parts":[[2022,12,5]]},"reference":[{"key":"S0266466622000615_r40","doi-asserted-by":"publisher","DOI":"10.1017\/CBO9780511618994"},{"key":"S0266466622000615_r46","doi-asserted-by":"publisher","DOI":"10.1111\/j.1756-2171.2009.00086.x"},{"key":"S0266466622000615_r45","doi-asserted-by":"publisher","DOI":"10.1214\/aos\/1031833666"},{"key":"S0266466622000615_r14","doi-asserted-by":"crossref","first-page":"277","DOI":"10.3982\/ECTA7888","article-title":"Estimation of nonparametric conditional moment models with possibly nonsmooth generalized residuals","volume":"80","author":"Chen","year":"2012","journal-title":"Econometrica"},{"key":"S0266466622000615_r29","doi-asserted-by":"publisher","DOI":"10.1007\/978-0-387-74978-5"},{"key":"S0266466622000615_r32","doi-asserted-by":"publisher","DOI":"10.1016\/S0304-4076(02)00198-7"},{"key":"S0266466622000615_r6","doi-asserted-by":"publisher","DOI":"10.2307\/2938323"},{"key":"S0266466622000615_r36","first-page":"254","volume-title":"Advances in Econometrics and Quantitative Economics","author":"Newey","year":"1995"},{"key":"S0266466622000615_r37","doi-asserted-by":"publisher","DOI":"10.1016\/S0304-4076(97)00011-0"},{"key":"S0266466622000615_r41","doi-asserted-by":"publisher","DOI":"10.1111\/j.1756-2171.2006.tb00034.x"},{"key":"S0266466622000615_r16","doi-asserted-by":"publisher","DOI":"10.1090\/mmono\/173"},{"key":"S0266466622000615_r44","first-page":"689","article-title":"Additive regression and other nonparametric models","author":"Stone","year":"1985","journal-title":"Annals of Statistics"},{"key":"S0266466622000615_r49","doi-asserted-by":"publisher","DOI":"10.1007\/978-1-4757-2545-2"},{"key":"S0266466622000615_r4","doi-asserted-by":"publisher","DOI":"10.1016\/j.jeconom.2015.02.014"},{"key":"S0266466622000615_r3","doi-asserted-by":"publisher","DOI":"10.1198\/jbes.2009.07264"},{"key":"S0266466622000615_r9","unstructured":"Bjorn, P.A. & Vuong, Q.H. 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