Before revision:  The projection interpretation of series estimators allows me to derive a degrees of freedom correction. This correction allows me to account for the estimation variance and develop refined asymptotic results. It also substantially improves the finite sample performance of the test .
After revision:  The projection interpretation of series estimators and derive a different normalization of the test statistic. Compared with the recent test in Gupta (2018), I use a different way of accounting for heteroskedasticity. I demonstrate using Monte Carlo studies that my test has superior finite sample performance of the test .