Gretl uses GNU autoconf.  Here's the quick way to get going:

  ./configure
  make
  make check
  make install

* You may want to do "./configure --help" first to see what options are
  available.  

* By default the installation goes under /usr/local.  To install
  elsewhere use "./configure --prefix=/your/prefix". 

* On systems where GNU make is not the default you may need to use the
  "--with-gmake" option to ./configure.
  
See the Gretl User's Guide, Appendix C ("Building gretl") for further 
details [ http://gretl.sourceforge.net/#man ]
