Everything is ok after installing theĀ texlive-fonts-extra package.
@Clive - I think that a video tutorial could be a great help for average users (like me).
Thank you all for your help.

"Speaking as somebody who pissed off the entire list last year with my
running commentary on a whole litany of -gretl- installation issues via
Linux, try this and see if it works, assuming a clean install from scratch:

sudo apt-get install texlive-latex-extra texlive-fonts-recommended
texlive-fonts-extra
sudo rm -rf gretl-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 --disable-json
make -j3
make pdfdocs
cli/gretlcli -v
sudo make install
sudo /sbin/ldconfig
gretl &"