DOC: Improved the docstring of errors.ParserWarning
Checklist for the pandas documentation sprint (ignore this if you are doing
an unrelated PR):

- [X] PR title is "DOC: update the <your-function-or-method> docstring"
- [ ] The validation script passes: `scripts/validate_docstrings.py <your-function-or-method>`
- [X] The PEP8 style check passes: `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [X] The html version looks good: `python doc/make.py --single <your-function-or-method>`
- [X] It has been proofread on language by another sprint participant

Please include the output of the validation script below between the "```" ticks:

```
################################################################################
################### Docstring (pandas.errors.ParserWarning)  ###################
################################################################################

Warning raised when reading a file that doesn't use the default parser.

Thrown by `pd.read_csv` and `pd.read_table` when it is necessary to
change parsers, generally from 'c' to 'python'.

It happens due to lack of support or functionality for parsing
particular attributes of a CSV file with the requested engine.

Currently, C-unsupported options include the following parameters:

1. `sep` other than a single character (e.g. regex separators)
2. `skipfooter` higher than 0
3. `sep=None` with `delim_whitespace=False`

The warning can be avoided by adding `engine='python'` as a parameter
in `pd.read_csv` and `pd.read_table` methods.

See Also
--------
pd.read_csv : Read CSV (comma-separated) file into DataFrame.
pd.read_table : Read general delimited file into DataFrame.

Examples
--------
Using a `sep` in `pd.read_csv` other than a single character:

>>> import io
>>> csv = u'''a;b;c
...           1;1,8
...           1;2,1'''
>>> df = pd.read_csv(io.StringIO(csv), sep='[;,]')
Traceback (most recent call last):
...
ParserWarning: Falling back to the 'python' engine...

Adding `engine='python'` to `pd.read_csv` removes the Warning:

>>> df = pd.read_csv(io.StringIO(csv), sep='[;,]', engine='python')
scripts/validate_docstrings.py:1: ParserWarning: Falling back to the 'python' engine because the 'c' engine does not support regex separators (separators > 1 char and different from '\s+' are interpreted as regex); you can avoid this warning by specifying engine='python'.
  #!/usr/bin/env python

################################################################################
################################## Validation ##################################
################################################################################

Errors found:
        No returns section found
        Examples do not pass tests

################################################################################
################################### Doctests ###################################
################################################################################

**********************************************************************
Line 32, in pandas.errors.ParserWarning
Failed example:
    df = pd.read_csv(io.StringIO(csv), sep='[;,]')
Expected:
    Traceback (most recent call last):
    ...
    ParserWarning: Falling back to the 'python' engine...
Got nothing

```


I am documenting a Warning and I could not find a better way to display the warning in the html example other than using a "Traceback (most recent call last):" followed by "ParserWarning: Falling back to the 'python' engine..." in the docstring.

It also says that it found errors about "No returns sections found". On what I understood this is not relevant to the docstring in hand.

