DOC: Explain how to run the tests without other pytest plugins

pytest loads every plugin installed in the environment, and the strict test
configuration turns a marker that a plugin uses but linearmodels does not
register into an error. In the FreeBSD report (xref #853), test_runner and
test_extra_args failed with "'gpu' not found in markers configuration option":
linearmodels.test() starts a second pytest session in the same process, and a
plugin of that environment used the marker there.

The README now shows how to run the tests, and how to run them with
PYTEST_DISABLE_PLUGIN_AUTOLOAD=1 and pytest-xdist loaded explicitly. A stand-in
plugin that uses an unregistered marker fails the same two tests with the same
message, and they pass with the environment variable. The testing requirements
also list xarray, which the tests import, and pytest-xdist.

Author: bashtage

README.md

@@ -125,6 +125,47 @@ python -m pip install -r requirements.txt -r requirements-dev.txt
 python -m pip install -e . --no-build-isolation
 ```
 
+## Running the tests
+
+The tests are installed with linearmodels. They need pytest 9 and xarray, and
+pytest-xdist to run in parallel.
+
+```bash
+python -c "import linearmodels; linearmodels.test(['--skip-slow', '-n', 'auto'])"
+```
+
+`--skip-slow` skips the slow tests and `--skip-examples` the example notebooks.
+
+pytest loads every plugin that is installed in the environment, and the test
+configuration of linearmodels is strict, so that, for example, a marker that is
+not registered is an error. A plugin that uses such a marker makes tests fail
+with a message such as `'gpu' not found in markers configuration option`. To run
+the tests without the other plugins, turn off their automatic loading and load
+pytest-xdist explicitly. This works with `python -m pytest` too.
+
+```bash
+PYTEST_DISABLE_PLUGIN_AUTOLOAD=1 python -c "import linearmodels; linearmodels.test(['-p', 'xdist', '-n', 'auto'])"
+```
+
+When the tests run in several processes with pytest-xdist, limit the BLAS
+libraries to one thread in each process. Otherwise every process starts as many
+threads as there are cores, and excessive context switching makes the tests run
+very slow. This problem is particularly acute on machines with high CPU counts.
+
+```bash
+export MKL_NUM_THREADS=1
+export OPENBLAS_NUM_THREADS=1
+export OMP_NUM_THREADS=1
+```
+
+or, in PowerShell,
+
+```powershell
+$env:MKL_NUM_THREADS = 1
+$env:OPENBLAS_NUM_THREADS = 1
+$env:OMP_NUM_THREADS = 1
+```
+
 ## Documentation
 
 [Stable Documentation](https://bashtage.github.io/linearmodels/) is
@@ -173,6 +214,8 @@ Python, NumPy and the other dependencies.
 ### Testing
 
 -   pytest (9.0+)
+-   xarray (0.16+)
+-   pytest-xdist (optional, to run the tests in parallel)
 
 ### Documentation