DEPR: pandas.stats.var, pandas.stats.plm, pandas.stats.ols, pandas.stats.fama_macbeth
closes #6077 

this cleans ups the remainder of the `pandas.stats` modules

we are directing:
- `OLS` -> `http://statsmodels.sourceforge.net/stable/regression.html`
- `PanelOLS/MovingOLS/PooledOLS` to `http://statsmodels.sourceforge.net/stable/mixed_linear.html`
- `VAR` to `http://statsmodels.sourceforge.net/stable/vector_ar.html#var`
- `fama_macbeth` to `http://statsmodels.sourceforge.net/stable/index.html` (as not implemented in statsmodell, but good place to start)

cc @jseabold 
cc @josef-pkt

looks reasonable?
 looks fine to me (without checking details)

Hopefully the deprecation warnings induce some users to help, at least with missing API and testing.
I can check panel models (missing conveniences for fixed effects handling) and move FamaMacBeth (given the example and test case in the issue) in late winter or spring.

I don't know if there is anything directly to do about expanding and rolling OLS or whether it's handled by just a call to the general pandas methods. (I haven't looked at that in years.)
 thanks @josef-pkt 

yeah meant to deprecate these a while ago. 
 +1 !
