DOC: Update documentation for TestCase usage

tm.TestCase no longer follows the nosetest idiom,
so it is here to stay, so update the documentation
to say that we are using it still.

Closes pandas-devgh-15990.

[ci skip]

doc/source/contributing.rst

@@ -633,12 +633,7 @@ framework that will facilitate testing and developing. Thus, instead of writing
         ....
 
 Sometimes, it does make sense to bundle test functions together into a single class, either because the test file is testing multiple functions from a single module, and
-using test classes allows for better organization. However, instead of inheriting from ``tm.TestCase``, we should just inherit from ``object``:
-
-.. code-block:: python
-
-    class TestReallyCoolFeature(object):
-        ....
+using test classes allows for better organization. If test classes are used, make sure that they do inherit from ``tm.TestCase``.
 
 Using ``pytest``
 ~~~~~~~~~~~~~~~~