Add docstrings for headers parameter

Author: Antetokounpo

pandas/io/json/_json.py

@@ -528,6 +528,10 @@ def read_json(
         a file-like buffer. See the fsspec and backend storage implementation
         docs for the set of allowed keys and values.
 
+    headers : dict, optional
+        HTTP headers that are passed to urlopen. Allows to specify the User-Agent
+        in case the urllib User-Agent is blocked for example
+
         .. versionadded:: 1.2.0
 
     Returns

pandas/io/parsers.py

@@ -352,6 +352,10 @@
     a file-like buffer. See the fsspec and backend storage implementation
     docs for the set of allowed keys and values.
 
+headers : dict, optional
+    HTTP headers that are passed to urlopen. Allows to specify the User-Agent
+    in case the urllib User-Agent is blocked for example
+
     .. versionadded:: 1.2
 
 Returns