DOC: local py.typed for users
xref https://github.com/pandas-dev/pandas/pull/44223#issuecomment-954672983
Starting with 1.4, it might be useful to slowly start advertising pandas's built-in type annotations (before pandas becomes a py.typed library). Specifically, I can imagine informing the maintainers of https://github.com/microsoft/pylance-release They have often pandas type issues as pylance ships the Microsoft type stubs.

Could maybe even have a note in the whatsnew? happy to have a section in the whats new and the docs as well can you merge master @jreback  green'ish, doc seems to fail on master as well I don't think it makes sense to advertise experimenting with a local `py.typed` at the moment. People who will test it will be swamped in error messages. I tested it with my own code: many functions return a Union instead of using overloads (`read_csv`, basically all functions taking `inplace`, and indexing with list-like vs. scalars).

I think the earliest it makes sense to advertise experiments with `py.typed` is with 2.0 (when we can make most arguments keyword-only arguments: makes most overloads possible). thanks @twoertwein this is good.