Summary: Misspecification tests for parametric models, \(f(y,\theta)\), that examine data for failure of moment conditions implied by the maintained parametric distribution are interpreted as score tests of \(H_0:\lambda=0\) in the context of a parametric family of distributions \(r(y;\theta,\lambda)\). This family contains the maintained distribution as a special case \((\lambda=0)\) and has the property that only in that special case do the chosen moment conditions hold. A likelihood ratio test of \(H_0:\lambda=0\) therefore constitutes an alternative test of the validity of the moment conditions. This test admits a Bartlett correction, unlike conventional moment tests for which adjustments based on second order asymptotic theory may behave badly. The dependence of the Bartlett correction and of the \(O(n^{-1/2})\) local power of the test on the way in which \(r(y;\theta,\lambda)\) is constructed is studied. In many cases the correction can be made to vanish leading to a specification test whose distribution is chi-square to order \(O_p(n^{-2})\).