REF/TST: Add more pytest idiom to parsers tests

Adds more idiom to the following:

* parser/skiprows --> parser/test_skiprows
* parser/na_values --> parser/test_na_values
* parser/parse_dates --> parser/test_parse_dates
* parser/multithread --> parser/test_multi_thread

Also adds new test suite: test_date_converters

Builds off of gh-23712.

Author: gfyoung