In the guide gretl-mpi.pdf (page 9), you must change ".. can also..." :

Once MPI is installed it should probably be found automatically by gretl’s configure script. If need
be you can give the process some help. For instance, if Open MPI is installed under /opt/openmpi
you might do
--with-mpi-lib=/opt/openmpi/lib
--with-mpi-include=/opt/openmpi/include
(see ./configure --help). You can also set the path to the MPI compiler-wrapper, mpicc, via the
environment variable MPICC, as in
MPICC=/opt/openmpi/bin/mpicc ./configure ...

(proposed corrected)
Once MPI is installed it should probably be found automatically by gretl’s configure script. If need
be you can give the process some help. For instance, if Open MPI is installed under /opt/openmpi
you might do
--with-mpi-lib=/opt/openmpi/lib
--with-mpi-include=/opt/openmpi/include
(see ./configure --help). You must also set the path to the MPI compiler-wrapper, mpicc, via the
environment variable MPICC, as in
MPICC=/opt/openmpi/bin/mpicc ./configure ...

It's a MUST and not an optional thing!

This is my successful build command:
MPICC=/usr/lib64/openmpi/bin/mpicc ./configure --enable-build-doc --with-gsf --with-mpi --with-mpi-lib=/usr/lib64/openmpi --with-mpi-include=/usr/include/openmpi-x86_64 --with-odbc --with-libR --enable-quiet-build  --enable-build-addons

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