  We point out that the ideas underlying some test procedures recently proposed
for testing post-model-selection (and for some other test problems) in the
econometrics literature have been around for quite some time in the statistics
literature. We also sharpen some of these results in the statistics literature.
Furthermore, we show that some intuitively appealing testing procedures, that
have found their way into the econometrics literature, lead to tests that do
not have desirable size properties, not even asymptotically.
