On Tue, 28 Jul 2009, Ofer Cornfeld wrote: Insofar as I understand your question, I'd say smpl <max_t1> <min_t2> where <max_t1> is the starting point beyond which all the series of interest are defined, and <min_t2> is the ending point beyond which at least one of the series is no longer defined. One way of doing this in gretl -- for 3 series, as you say -- is: list L = x1 x2 x3 smpl ok(L) --restrict Of course, replace "x1", "x2" and "x3" with the actual names of the series in question. Allin Cottrell