  We consider two problems of constructing of goodness of fit tests for ergodic
diffusion processes. The first one is concerned with a composite basic
hypothesis for a parametric class of diffusion processes, which includes the
Ornstein-Uhlenbeck and simple switching processes. In this case we propose
asymptotically parameter free tests of Cram\'er-von Mises type. The basic
hypothesis in the second problem is simple and we propose asymptotically
distribution free tests for a wider class of trend coefficients.
