以下是我在国外网站上看到的关于这几种软件的评价,楼主可以参考
SPSS
A very popular package among econometricians in the late 1970s and early 1980s.
EViews (Quantitative Micro Software)
The modern windows based replacement to the very popular MicroTSP package. This package offers state of the art time-series modelling capabilities and a good variety of single equation and simultaneous equation regression models. A variety of limited dependent variable, panel data, and ARCH models are also included to provide a very well-rounded econometrics package. Remote access to web-based data files is possible. Available for Windows.
Matlab
A mathematical processing language that is a competitor to Mathematica and Maple.
Gauss
This econometrics package/matrix programming language is one of the most popular among those working with maximum likelihood estimators. Gauss is available on Dos, Windows, and Unix platforms. This site contains online tutorials and links to several libraries of Gauss code. Links to a variety of Gauss resources may be found at American University or at Eric Zivot''s Gauss Resources page.
个人觉得前两个比较适合初学者和一般性的应用,如果想研究最新最前沿的理论,不可能会有这么成熟的软件包供人使用的,还是学点matlab和gauss更好些,非常灵活的。