"Finite Sample Theory and Time Series Asymptotics," University of Canterbury, Christchurch, New Zealand, August, 1987.
"Stationary and Nonstationary Time Series," Institute of Advanced Studies, Vienna, Austria, May, 1989.
"Bayesian Modeling, Testing and Nonstationarity," Economic Modelling Bureau of Australia, Port Douglas, Australia, August, 1992.
"Unit Roots and Cointegration," University of Tulane, April, 1993.
"Panel Cointegration and New Developments on Unit Roots," Economic Modelling Bureau of Australia, Palm Cove, Australia, August, 1996.
"Econometric Model Determination and Macroeconomic Forecasting," Economic Modelling Bureau of Australia, Sydney, Australia, August, 1996.
"Trends and Spurious Regressions," NAKE Lectures, Nijmegen, Netherlands, December 7–12, 1997.
"Nonstationary Time Series: New Methods and Applications," Journal of Applied Econometrics Lectures, University of Wisconsin, Madison, Wisconsin, April 29–30, 1998.
"Econometric Analysis of Nonstationary Data," IMF Lectures, IMF, Washington DC, November, 1998. [Summary] [Order Information]
"New Methods for Time Series and Panel Econometrics" [Summary], IMF Lectures, IMF, Washington, DC, September 2003