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Otherwise the DLL is dynamically linked against libwinpthread. This regression
was introduced by commit 671fe4bc.

- Use the -static flag when linking Dynare++, so that shipping libquadmath and
  libgcc DLL in the installer is no longer needed.

- Use AM_CXXFLAGS and AM_LDFLAGS variables for changing flags, since CXXFLAGS
  and LDFLAGS are user variables. Also, this avoids passing these flags down to
  configure scripts in subdirectories.

- Check for the SZIP library in the configure test for the MatIO, this is
  needed under MSYS2.

- Statically link MatIO and GSL in MEX files for MATLAB, this is needed under
  MSYS2.

This commit was breaking the detection of slicot. My understanding is that
autoconf is not able to deal with spaces in paths, hence Windows users have not
choice but to use the 8.3 notation for MATLAB location.

This reverts commit 4ab79c55.

Update documentation accordingly (except on macOS where the solution has not
yet been implemented).

Also include MinGW in the Windows installer.

This fixes crashes under Octave (while MATLAB seems to accept array-indexing
with cell arrays).

Thanks to Reuben for reporting.

fs2000_uncorr_ME_missing was failing on some servers due to a numerical
precision issue. It appears that the problem drops off if the smoothed
variables are computed on another point (given by another optimization
algorithm).

See https://forum.dynare.org/t/simulated-kurtosis-reported-incorrectly/12534

Adapt the k-order DLL as a consequence.

Updated preprocessor submodule.

This optimizer seems more robust accross different hardware (with other
optimizers, the algorithm does not converge to a local maximum, e.g. on the
runner "lupi").