  In P\"otscher and Preinerstorfer (2022) and in the abridged version
P\"otscher and Preinerstorfer (2024, published in Econometrica) we have tried
to clear up the confusion introduced in Hansen (2022a) and in the earlier
versions Hansen (2021a,b). Unfortunatelly, Hansen's (2024) reply to P\"otscher
and Preinerstorfer (2024) further adds to the confusion. While we are already
somewhat tired of the matter, for the sake of the econometrics community we
feel compelled to provide clarification. We also add a comment on Portnoy
(2023), a "correction" to Portnoy (2022), as well as on Lei and Wooldridge
(2022).
