It could well be that a workaround has already been proposed, but:

$ sudo apt-get install texlive-latex-extra texlive-fonts-recommended texlive-fonts-extra texlive-base texlive-latex-base texlive-lang-greek texlive-xetex xterm git
$ git clone git://git.code.sf.net/p/gretl/git gretl-git
$ cd gretl-git
$ sudo apt-get build-dep gretl
$./configure --prefix=/usr/local --enable-quiet-build --enable-openmp --enable-build-doc
$ make -j4 # all runs fine, but then ...
$ make pdfdocs

[...]

Thoughts?

Cheers, Clive