Tests should show error more explicitly

[bquistorff]

Right now, the user has to manual check all_tests_results.txt for errors. (I think by searching for with error and ^r\(). It would be nice if this was somehow automatic. We could:

• have make automatically search through the output for errors
• have the stata run return appropriate error codes. We would explicitly error out of Stata on parallel errors by adding _assert(...), msg(...) after the calls to parallel in the test files. Stata doesn't set its return code properly on error, so this wouldn't get automatically propagated back to make, but we could have a stata executable wrapper that does this on it own like this (I've made and used updated versions of this).

[gvegayon]

I don't think this is crucial (we shouldn't get any errors from the tests!... right?). But if you can make it work go ahead =).