There has been a trend among applied econometricians and economists in general to move away from traditional econometric packages in favour of programming environments, where programming can be done with ease and any existing built-in code can be easily modi®ed. These provide a compromise between the traditional `canned' statistical programs where built-in commands for estimation and testing are readily available, and low-level programming languages where one has the ¯exibility of programming new code. This article looks at three programming environments: GAUSS, Ox and S-PLUS. 1 They are in essence high-level matrix programming languages that include built-in functions and have support for graphics. A common feature of these languages is that they were all designed to allow heavy use of matrix implementations. Their structures, however, are quite dierent. The versions under review are: S-PLUS for Windows version 3.3, GAUSS for Windows version 3.2.19, and Ox for Windows version 1.11. 2 GAUSS, which is probably the most commonly used of the three languages by econometricians, is a programming language sold by Aptech Systems (23804 S.E. Kent-Kangley Rd., Maple Valley, WA, 98038, USA; see httpXGGwwwFptehFomG) and available for DOS, Windows, OS/2 and UNIX. It is also available for PCs running Solaris x86, and a version for Linux is under development. Version 3.2.19 is one of the ®rst versions of the program designed for the Windows operating system. It is 32-bit and runs on Windows NT, Windows 95 and OS/2. It also runs on Windows 3.x with Win32s. The basic language is sold separately from a number of add-on CCC 0883±7252/97/010077±13