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We propose two classes of consistent tests in parametric econometric models defi ned through multiple conditional moment restrictions. The fi rst type of tests relies on nonparametric estimation, while the second relies on a functional of a marked empirical process. For both tests, a simulation procedure for obtaining critical values is shown to be asymptotically valid. Finite sample performances of the tests are investigated by means of several Monte-Carlo experiments. 2 3 4 Tests convergentsdoi:10.2307/20079138 fatcat:k2jruj36w5g25mnyxbotxkh7su