  This paper proposes several tests of restricted specification in
nonparametric instrumental regression. Based on series estimators, test
statistics are established that allow for tests of the general model against a
parametric or nonparametric specification as well as a test of exogeneity of
the vector of regressors. The tests' asymptotic distributions under correct
specification are derived and their consistency against any alternative model
is shown. Under a sequence of local alternative hypotheses, the asymptotic
distributions of the tests is derived. Moreover, uniform consistency is
established over a class of alternatives whose distance to the null hypothesis
shrinks appropriately as the sample size increases. A Monte Carlo study
examines finite sample performance of the test statistics.
