Bruce D. McCullough, "A Review of TESTU01", Journal of Applied Econometrics, Vol. 21, 2006, pp. 677-682. testu01appendix.pdf - describes how to install and appply TESTU01. ccodeforRrngs.zip - contains code for testing R RNGs in TESTU01. codelistings.zip - contains code for examples in the appendix. All code files are in DOS format. Unix users should use "unzip -a".