Introductory Econometrics for Finance.

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Exploring the CDS-Bond Basis (2006, unknown): “As argued by Brooks (2002), if a series must be differenced once before it becomes stationary, it is said to be integrated of order one or to contain one unit root.”
Weak Form Efficiency In Indian Stock Markets (2011, methodology): “Three regression models (standard model, with drift and with drift and trend) are used in this study to test for unit root in the research, (Chan, Gup and Pan 1997; Brooks 2002).”
An International Analysis of Earnings, Stock Prices and Bond Yields (2005, methodology): “This econometric framework (which involves unit root tests, cointegration tests, specifications of VECM(k) models, estimation of these models including impulse-response analysis or variance decompositions) is now well established and detailed in many textbooks such as Enders (1995), Brooks (2002) or”
International portfolio diversification to Central European stock markets (2004, background): “Provided that the system is stable, the shock should gradually die away (Brooks, 2002).”