(...)

I'm truly sorry if all of you watching on are frustrated and irritated at having had to read all this crap from the past few days and I truly thank you for all the help and time you've devoted to my issues _pro bono_. I just want a resolution and I think I'm getting there!

I'll now proceed to try Helio's solution, as promised.

Clive, you now have fixed your gretl development environment, there is no need to try my solution.

One more proposal.

You may build individually each PDF if you want, like for example:

cd gretl-git/doc/tex

make gretl-guide-a4.pdf

Any of the PDF in the list:
GUIDE = gretl-guide.pdf
REF = gretl-ref.pdf
HANSL = hansl-primer.pdf
PKGBOOK = pkgbook.pdf
KBD = gretl-keys.pdf
ALTGUIDE = gretl-guide-a4.pdf
ALTREF = gretl-ref-a4.pdf
ALTHANSL = hansl-primer-a4.pdf
ALTPKGBOOK = pkgbook-a4.pdf
ALTKBD = gretl-keys-a4.pdf