That is what I was looking for, actually.  I think that would be both easy to use and encourage the use of lists.  Jack's idea of highlighting series and creating list within the dialog would be absolutely killer.  The window button is great, but I think we should have a key command to get to it.  Is that possible?  Also, what do you think about having different icons for the different types of windows.   gretl with an M for model, gretl with an S for script or something like that?

BTW, I was able to write a 3 line script to do MLE of Harvey's heteroskedasticity model.  Amazing!  Like Jack says, the underlying structure is the best language I've ever used.  Bless you for working on this....

Lee