On Fri, 25 Sep 2009, YiMin Chen wrote:
 What I meant is that, e.g., if I create a list of the code of 50
states
 list statelist = AR MA PA ...
 I can save this statelist somewhere. Next time I do not need to
 create this list again. I just retrieve it from the file... 
There are two approaches to saving your work in gretl: composing
and saving a script file (which you can then use later to recreate
lists, among other things) or saving your "session" (under
/File/Session files).  The second approach saves a snapshot of
gretl's state, and this includes any lists you defined in the
course of the session.
Allin Cottrell