Thanks for the guidance. I think I have an idea about my problem and it is the 32 bit libs. (Any change that Gretl becomes 64-bit?).

When I run

./configure PKG_CONFIG_PATH="/Library/Frameworks/GTK+.framework/Resources/lib/pkgconfig" LAPACK_LIBS="-framework Accelerate" --build=i386

I get

...
checking for GLIB... yes
checking for GTK... yes
checking for GTKSPINNER... no
checking for GTKSOURCEVIEW... no
version 2.0 >= 2.2.2 not found
*** msgfmt not found, can't build message catalogs
checking for GDK_PIXBUF... yes
checking for XML... no
configure: error: Package requirements (libxml-2.0 >= 2.5.0) were not met:

No package 'libxml-2.0' found

Homebrew and MacPorts install 64-bit libraries (I haven't tried Fink) so I tried to build the libraries myself. However, after three hours I have not succeeded. When trying to build gtksourceview I get

./configure --build=i386 --prefix=/Users/andreasnoackjensen/cvs/gretl/deps PKG_CONFIG_PATH="/Library/Frameworks/GTK+.framework/Resources/lib/pkgconfig:../libxml2-2.8.0:../gettext-0.18.1.1"

...
checking for intltool >= 0.40... 0.50.2 found
checking for intltool-update... /usr/local/bin/intltool-update
checking for intltool-merge... /usr/local/bin/intltool-merge
checking for intltool-extract... /usr/local/bin/intltool-extract
checking for xgettext... no
checking for msgmerge... no
checking for msgfmt... no
checking for gmsgfmt... no
configure: error: GNU gettext tools not found; required for intltool

Even if this worked, it would still be cumbersome. Berend, do you have an easy way to build the dependencies?