Unknown-breakpoint tests for possible structural change have become standard in recent years, with the most popular being the so-called Sup-F tests, whose asymptotic distribution was derived by Andrews (1993). We highlight two problems that lead to poor performance when testing for structural...

This paper examines the role of the player type distributions in repeated zero sum games of incomplete information with discounting of payoffs. In particular the strategic "sufficiency" of the posterior distributions for histories and the Limiting properties of the posterior sequence are...