Dear Fernando,
I'd fixed the first line of your code and it worked just fine here on
my Windows 7 PC (Gretl 2016c).
matrix Q_s = {1, 1; 1, 1} # BEFORE: matrix Q_S = {1, 1; 1, 1}
scalar beta_p = 0.9
matrix Q = beta_p * Q_s
Using "*" or ".*" did not change the results. I will test on my OS/X
computer tonight to check if is something specific to Windows.
Um abraço,
Henrique Andrade