This error was reported here: http://lists.wfu.edu/pipermail/gretl-users/2014-May/010061.html but it was an off topic. I'm using gretl2018c and on Win7. Regarding "D:" and "C:", I have two disk partitions (C: and D:), where gretl is installed in C: and the directory where I work is in D:. Note: something went wrong with my previous post, the correct error message I'm getting is: "Couldn't create directory 'D:\<...>\' C:\Users\<...>\AppData\Roaming\gretl\gretl.pid: No such file or directory C:\Users\<...>\AppData\Roaming\gretl\gretl.pid: No such file or directory" Thank you for you fast answer, Marcelo Am 11.11.18 um 16:18 schrieb Marcelo Duarte: ***