Hi Francesca,

I can only comment on c).

c) using the tramolin package  by Ignacio  using the gretl menu "variable/linearization by tramo"I obtain the the following message

The shell command is not activated.
*** error in function tramolin, line 59
! del /Q *.t && cd C:\Users\francesca\AppData\Roaming\gretl\tramo && "C:\Program Files\tramo\tramo.exe" -i sername -k sername.ser && cd C:\Users\francesca\AppData\Roaming\gretl\tramo\graph\series && echo "ser_adj" > sername.txt

 You must activate Run shell commands from the Preferences. The content of the error looks like a valid Windows Command Line, command. (we at Unix/Linux use the Shell name to reference the command line interface).

If your Tramo-x13 is the file C:\Program Files\tramo\tramo.exe I believe it will work after activating the option in Preferences.

Chiao di Portugallo,
Hélio