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Suppose, I want to say:

You're wasting your time, in the first place. (1)

In other words, I want to know how to use "in the first place" correctly. Is my sentence above correct? Or should I say:

You were wasting your time, in the first place. (2)

What about this:

You have been wasting your time, in the first place. (3)

I understand a bit the general rules for simple continuous, past continuous, and past perfect continuous, but in this case, I am not sure which tense is suitable.

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    To reviewers: please consider the trouble this user has gone to to write this question before voting to close. They have formatted it well, made a good (if imperfect) attempt at well-written English, punctuation and spelling in their question, and made clear the nature of their difficulty. Why would this warrant closure? If even this isn't good enough, what hope do other learners have? Furthermore, closing would deprive other learners of Fev's excellent answer.
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    Aug 6, 2021 at 20:16

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In the first place has no connotation of time, it just marks the order of considerations, truths, ideas or facts, which can be past, present or future. So it does not matter what tense you use. It just means that the clause used before, is the first argument or consideration that is taken into account. This idiom is

used when listing the most important parts of something or the most important reasons for something

  • I'm not going to tell you because, in the first place, it's none of your business, and in the second place, you would tell everyone else. (M-W)

All the three examples you gave are fine, and they all suggest that there is at least one other argument or reason why something is true. See this example from Macmillan:

There were several reasons he couldn’t sleep. In the first place, Peg snored.

Note that, without commas, the idiom is used with a different purpose and meaning:

You say in the first place when you are talking about the beginning of a situation or about the situation as it was before a series of events.

  • What brought you to Washington in the first place?
  • I don't think we should have been there in the first place. (Collins)
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