diff --git a/doc/source/contributing.rst b/doc/source/contributing.rst
index 08e28582e7469d..26a2f56f3c1a1c 100644
--- a/doc/source/contributing.rst
+++ b/doc/source/contributing.rst
@@ -632,14 +632,6 @@ framework that will facilitate testing and developing. Thus, instead of writing
     def test_really_cool_feature():
         ....
 
-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 ``pytest``
 ~~~~~~~~~~~~~~~~
 
diff --git a/pandas/tests/computation/test_eval.py b/pandas/tests/computation/test_eval.py
index f8f84985142a8d..5086b803419c62 100644
--- a/pandas/tests/computation/test_eval.py
+++ b/pandas/tests/computation/test_eval.py
@@ -98,8 +98,8 @@ def _is_py3_complex_incompat(result, expected):
 class TestEvalNumexprPandas(tm.TestCase):
 
     @classmethod
-    def setUpClass(cls):
-        super(TestEvalNumexprPandas, cls).setUpClass()
+    def setup_class(cls):
+        super(TestEvalNumexprPandas, cls).setup_class()
         tm.skip_if_no_ne()
         import numexpr as ne
         cls.ne = ne
@@ -107,8 +107,8 @@ def setUpClass(cls):
         cls.parser = 'pandas'
 
     @classmethod
-    def tearDownClass(cls):
-        super(TestEvalNumexprPandas, cls).tearDownClass()
+    def teardown_class(cls):
+        super(TestEvalNumexprPandas, cls).teardown_class()
         del cls.engine, cls.parser
         if hasattr(cls, 'ne'):
             del cls.ne
@@ -137,12 +137,12 @@ def setup_ops(self):
         self.arith_ops = _good_arith_ops
         self.unary_ops = '-', '~', 'not '
 
-    def setUp(self):
+    def setup_method(self, method):
         self.setup_ops()
         self.setup_data()
         self.current_engines = filter(lambda x: x != self.engine, _engines)
 
-    def tearDown(self):
+    def teardown_method(self, method):
         del self.lhses, self.rhses, self.scalar_rhses, self.scalar_lhses
         del self.pandas_rhses, self.pandas_lhses, self.current_engines
 
@@ -723,8 +723,8 @@ def test_float_truncation(self):
 class TestEvalNumexprPython(TestEvalNumexprPandas):
 
     @classmethod
-    def setUpClass(cls):
-        super(TestEvalNumexprPython, cls).setUpClass()
+    def setup_class(cls):
+        super(TestEvalNumexprPython, cls).setup_class()
         tm.skip_if_no_ne()
         import numexpr as ne
         cls.ne = ne
@@ -750,8 +750,8 @@ def check_chained_cmp_op(self, lhs, cmp1, mid, cmp2, rhs):
 class TestEvalPythonPython(TestEvalNumexprPython):
 
     @classmethod
-    def setUpClass(cls):
-        super(TestEvalPythonPython, cls).setUpClass()
+    def setup_class(cls):
+        super(TestEvalPythonPython, cls).setup_class()
         cls.engine = 'python'
         cls.parser = 'python'
 
@@ -780,8 +780,8 @@ def check_alignment(self, result, nlhs, ghs, op):
 class TestEvalPythonPandas(TestEvalPythonPython):
 
     @classmethod
-    def setUpClass(cls):
-        super(TestEvalPythonPandas, cls).setUpClass()
+    def setup_class(cls):
+        super(TestEvalPythonPandas, cls).setup_class()
         cls.engine = 'python'
         cls.parser = 'pandas'
 
@@ -1070,16 +1070,16 @@ def test_performance_warning_for_poor_alignment(self, engine, parser):
 class TestOperationsNumExprPandas(tm.TestCase):
 
     @classmethod
-    def setUpClass(cls):
-        super(TestOperationsNumExprPandas, cls).setUpClass()
+    def setup_class(cls):
+        super(TestOperationsNumExprPandas, cls).setup_class()
         tm.skip_if_no_ne()
         cls.engine = 'numexpr'
         cls.parser = 'pandas'
         cls.arith_ops = expr._arith_ops_syms + expr._cmp_ops_syms
 
     @classmethod
-    def tearDownClass(cls):
-        super(TestOperationsNumExprPandas, cls).tearDownClass()
+    def teardown_class(cls):
+        super(TestOperationsNumExprPandas, cls).teardown_class()
         del cls.engine, cls.parser
 
     def eval(self, *args, **kwargs):
@@ -1492,8 +1492,8 @@ def test_simple_in_ops(self):
 class TestOperationsNumExprPython(TestOperationsNumExprPandas):
 
     @classmethod
-    def setUpClass(cls):
-        super(TestOperationsNumExprPython, cls).setUpClass()
+    def setup_class(cls):
+        super(TestOperationsNumExprPython, cls).setup_class()
         cls.engine = 'numexpr'
         cls.parser = 'python'
         tm.skip_if_no_ne(cls.engine)
@@ -1566,8 +1566,8 @@ def test_simple_bool_ops(self):
 class TestOperationsPythonPython(TestOperationsNumExprPython):
 
     @classmethod
-    def setUpClass(cls):
-        super(TestOperationsPythonPython, cls).setUpClass()
+    def setup_class(cls):
+        super(TestOperationsPythonPython, cls).setup_class()
         cls.engine = cls.parser = 'python'
         cls.arith_ops = expr._arith_ops_syms + expr._cmp_ops_syms
         cls.arith_ops = filter(lambda x: x not in ('in', 'not in'),
@@ -1577,8 +1577,8 @@ def setUpClass(cls):
 class TestOperationsPythonPandas(TestOperationsNumExprPandas):
 
     @classmethod
-    def setUpClass(cls):
-        super(TestOperationsPythonPandas, cls).setUpClass()
+    def setup_class(cls):
+        super(TestOperationsPythonPandas, cls).setup_class()
         cls.engine = 'python'
         cls.parser = 'pandas'
         cls.arith_ops = expr._arith_ops_syms + expr._cmp_ops_syms
@@ -1587,8 +1587,8 @@ def setUpClass(cls):
 class TestMathPythonPython(tm.TestCase):
 
     @classmethod
-    def setUpClass(cls):
-        super(TestMathPythonPython, cls).setUpClass()
+    def setup_class(cls):
+        super(TestMathPythonPython, cls).setup_class()
         tm.skip_if_no_ne()
         cls.engine = 'python'
         cls.parser = 'pandas'
@@ -1596,7 +1596,7 @@ def setUpClass(cls):
         cls.binary_fns = _binary_math_ops
 
     @classmethod
-    def tearDownClass(cls):
+    def teardown_class(cls):
         del cls.engine, cls.parser
 
     def eval(self, *args, **kwargs):
@@ -1694,8 +1694,8 @@ def test_keyword_arg(self):
 class TestMathPythonPandas(TestMathPythonPython):
 
     @classmethod
-    def setUpClass(cls):
-        super(TestMathPythonPandas, cls).setUpClass()
+    def setup_class(cls):
+        super(TestMathPythonPandas, cls).setup_class()
         cls.engine = 'python'
         cls.parser = 'pandas'
 
@@ -1703,8 +1703,8 @@ def setUpClass(cls):
 class TestMathNumExprPandas(TestMathPythonPython):
 
     @classmethod
-    def setUpClass(cls):
-        super(TestMathNumExprPandas, cls).setUpClass()
+    def setup_class(cls):
+        super(TestMathNumExprPandas, cls).setup_class()
         cls.engine = 'numexpr'
         cls.parser = 'pandas'
 
@@ -1712,8 +1712,8 @@ def setUpClass(cls):
 class TestMathNumExprPython(TestMathPythonPython):
 
     @classmethod
-    def setUpClass(cls):
-        super(TestMathNumExprPython, cls).setUpClass()
+    def setup_class(cls):
+        super(TestMathNumExprPython, cls).setup_class()
         cls.engine = 'numexpr'
         cls.parser = 'python'
 
diff --git a/pandas/tests/frame/test_asof.py b/pandas/tests/frame/test_asof.py
index ba3e239756f51d..4207238f0cd4f3 100644
--- a/pandas/tests/frame/test_asof.py
+++ b/pandas/tests/frame/test_asof.py
@@ -10,7 +10,7 @@
 
 
 class TestFrameAsof(TestData, tm.TestCase):
-    def setUp(self):
+    def setup_method(self, method):
         self.N = N = 50
         self.rng = date_range('1/1/1990', periods=N, freq='53s')
         self.df = DataFrame({'A': np.arange(N), 'B': np.arange(N)},
diff --git a/pandas/tests/frame/test_indexing.py b/pandas/tests/frame/test_indexing.py
index 75d4263cbe68f3..42eb7148d616ea 100644
--- a/pandas/tests/frame/test_indexing.py
+++ b/pandas/tests/frame/test_indexing.py
@@ -2914,7 +2914,7 @@ def test_type_error_multiindex(self):
 
 class TestDataFrameIndexingDatetimeWithTZ(tm.TestCase, TestData):
 
-    def setUp(self):
+    def setup_method(self, method):
         self.idx = Index(date_range('20130101', periods=3, tz='US/Eastern'),
                          name='foo')
         self.dr = date_range('20130110', periods=3)
@@ -2972,7 +2972,7 @@ def test_transpose(self):
 
 class TestDataFrameIndexingUInt64(tm.TestCase, TestData):
 
-    def setUp(self):
+    def setup_method(self, method):
         self.ir = Index(np.arange(3), dtype=np.uint64)
         self.idx = Index([2**63, 2**63 + 5, 2**63 + 10], name='foo')
 
diff --git a/pandas/tests/frame/test_period.py b/pandas/tests/frame/test_period.py
index 826ece2ed2c9b1..49de3b8e8cd9bc 100644
--- a/pandas/tests/frame/test_period.py
+++ b/pandas/tests/frame/test_period.py
@@ -14,7 +14,7 @@ def _permute(obj):
 
 class TestPeriodIndex(tm.TestCase):
 
-    def setUp(self):
+    def setup_method(self, method):
         pass
 
     def test_as_frame_columns(self):
diff --git a/pandas/tests/frame/test_query_eval.py b/pandas/tests/frame/test_query_eval.py
index 80db2c50c3eb66..6a06e3f4872ce8 100644
--- a/pandas/tests/frame/test_query_eval.py
+++ b/pandas/tests/frame/test_query_eval.py
@@ -4,7 +4,6 @@
 
 import operator
 import pytest
-from itertools import product
 
 from pandas.compat import (zip, range, lrange, StringIO)
 from pandas import DataFrame, Series, Index, MultiIndex, date_range
@@ -27,6 +26,16 @@
 ENGINES = 'python', 'numexpr'
 
 
+@pytest.fixture(params=PARSERS, ids=lambda x: x)
+def parser(request):
+    return request.param
+
+
+@pytest.fixture(params=ENGINES, ids=lambda x: x)
+def engine(request):
+    return request.param
+
+
 def skip_if_no_pandas_parser(parser):
     if parser != 'pandas':
         pytest.skip("cannot evaluate with parser {0!r}".format(parser))
@@ -41,7 +50,7 @@ def skip_if_no_ne(engine='numexpr'):
 
 class TestCompat(tm.TestCase):
 
-    def setUp(self):
+    def setup_method(self, method):
         self.df = DataFrame({'A': [1, 2, 3]})
         self.expected1 = self.df[self.df.A > 0]
         self.expected2 = self.df.A + 1
@@ -165,8 +174,9 @@ def test_eval_resolvers_as_list(self):
 
 class TestDataFrameQueryWithMultiIndex(tm.TestCase):
 
-    def check_query_with_named_multiindex(self, parser, engine):
+    def test_query_with_named_multiindex(self, parser, engine):
         tm.skip_if_no_ne(engine)
+        skip_if_no_pandas_parser(parser)
         a = np.random.choice(['red', 'green'], size=10)
         b = np.random.choice(['eggs', 'ham'], size=10)
         index = MultiIndex.from_arrays([a, b], names=['color', 'food'])
@@ -214,12 +224,9 @@ def check_query_with_named_multiindex(self, parser, engine):
         assert_frame_equal(res1, exp)
         assert_frame_equal(res2, exp)
 
-    def test_query_with_named_multiindex(self):
-        for parser, engine in product(['pandas'], ENGINES):
-            yield self.check_query_with_named_multiindex, parser, engine
-
-    def check_query_with_unnamed_multiindex(self, parser, engine):
+    def test_query_with_unnamed_multiindex(self, parser, engine):
         tm.skip_if_no_ne(engine)
+        skip_if_no_pandas_parser(parser)
         a = np.random.choice(['red', 'green'], size=10)
         b = np.random.choice(['eggs', 'ham'], size=10)
         index = MultiIndex.from_arrays([a, b])
@@ -308,12 +315,9 @@ def check_query_with_unnamed_multiindex(self, parser, engine):
         assert_frame_equal(res1, exp)
         assert_frame_equal(res2, exp)
 
-    def test_query_with_unnamed_multiindex(self):
-        for parser, engine in product(['pandas'], ENGINES):
-            yield self.check_query_with_unnamed_multiindex, parser, engine
-
-    def check_query_with_partially_named_multiindex(self, parser, engine):
+    def test_query_with_partially_named_multiindex(self, parser, engine):
         tm.skip_if_no_ne(engine)
+        skip_if_no_pandas_parser(parser)
         a = np.random.choice(['red', 'green'], size=10)
         b = np.arange(10)
         index = MultiIndex.from_arrays([a, b])
@@ -341,17 +345,7 @@ def check_query_with_partially_named_multiindex(self, parser, engine):
         exp = df[ind != "red"]
         assert_frame_equal(res, exp)
 
-    def test_query_with_partially_named_multiindex(self):
-        for parser, engine in product(['pandas'], ENGINES):
-            yield (self.check_query_with_partially_named_multiindex,
-                   parser, engine)
-
     def test_query_multiindex_get_index_resolvers(self):
-        for parser, engine in product(['pandas'], ENGINES):
-            yield (self.check_query_multiindex_get_index_resolvers, parser,
-                   engine)
-
-    def check_query_multiindex_get_index_resolvers(self, parser, engine):
         df = mkdf(10, 3, r_idx_nlevels=2, r_idx_names=['spam', 'eggs'])
         resolvers = df._get_index_resolvers()
 
@@ -375,22 +369,14 @@ def to_series(mi, level):
             else:
                 raise AssertionError("object must be a Series or Index")
 
-    def test_raise_on_panel_with_multiindex(self):
-        for parser, engine in product(PARSERS, ENGINES):
-            yield self.check_raise_on_panel_with_multiindex, parser, engine
-
-    def check_raise_on_panel_with_multiindex(self, parser, engine):
+    def test_raise_on_panel_with_multiindex(self, parser, engine):
         tm.skip_if_no_ne()
         p = tm.makePanel(7)
         p.items = tm.makeCustomIndex(len(p.items), nlevels=2)
         with pytest.raises(NotImplementedError):
             pd.eval('p + 1', parser=parser, engine=engine)
 
-    def test_raise_on_panel4d_with_multiindex(self):
-        for parser, engine in product(PARSERS, ENGINES):
-            yield self.check_raise_on_panel4d_with_multiindex, parser, engine
-
-    def check_raise_on_panel4d_with_multiindex(self, parser, engine):
+    def test_raise_on_panel4d_with_multiindex(self, parser, engine):
         tm.skip_if_no_ne()
         p4d = tm.makePanel4D(7)
         p4d.items = tm.makeCustomIndex(len(p4d.items), nlevels=2)
@@ -401,15 +387,15 @@ def check_raise_on_panel4d_with_multiindex(self, parser, engine):
 class TestDataFrameQueryNumExprPandas(tm.TestCase):
 
     @classmethod
-    def setUpClass(cls):
-        super(TestDataFrameQueryNumExprPandas, cls).setUpClass()
+    def setup_class(cls):
+        super(TestDataFrameQueryNumExprPandas, cls).setup_class()
         cls.engine = 'numexpr'
         cls.parser = 'pandas'
         tm.skip_if_no_ne(cls.engine)
 
     @classmethod
-    def tearDownClass(cls):
-        super(TestDataFrameQueryNumExprPandas, cls).tearDownClass()
+    def teardown_class(cls):
+        super(TestDataFrameQueryNumExprPandas, cls).teardown_class()
         del cls.engine, cls.parser
 
     def test_date_query_with_attribute_access(self):
@@ -733,8 +719,8 @@ def test_inf(self):
 class TestDataFrameQueryNumExprPython(TestDataFrameQueryNumExprPandas):
 
     @classmethod
-    def setUpClass(cls):
-        super(TestDataFrameQueryNumExprPython, cls).setUpClass()
+    def setup_class(cls):
+        super(TestDataFrameQueryNumExprPython, cls).setup_class()
         cls.engine = 'numexpr'
         cls.parser = 'python'
         tm.skip_if_no_ne(cls.engine)
@@ -834,8 +820,8 @@ def test_nested_scope(self):
 class TestDataFrameQueryPythonPandas(TestDataFrameQueryNumExprPandas):
 
     @classmethod
-    def setUpClass(cls):
-        super(TestDataFrameQueryPythonPandas, cls).setUpClass()
+    def setup_class(cls):
+        super(TestDataFrameQueryPythonPandas, cls).setup_class()
         cls.engine = 'python'
         cls.parser = 'pandas'
         cls.frame = TestData().frame
@@ -855,8 +841,8 @@ def test_query_builtin(self):
 class TestDataFrameQueryPythonPython(TestDataFrameQueryNumExprPython):
 
     @classmethod
-    def setUpClass(cls):
-        super(TestDataFrameQueryPythonPython, cls).setUpClass()
+    def setup_class(cls):
+        super(TestDataFrameQueryPythonPython, cls).setup_class()
         cls.engine = cls.parser = 'python'
         cls.frame = TestData().frame
 
@@ -874,7 +860,7 @@ def test_query_builtin(self):
 
 class TestDataFrameQueryStrings(tm.TestCase):
 
-    def check_str_query_method(self, parser, engine):
+    def test_str_query_method(self, parser, engine):
         tm.skip_if_no_ne(engine)
         df = DataFrame(randn(10, 1), columns=['b'])
         df['strings'] = Series(list('aabbccddee'))
@@ -911,15 +897,7 @@ def check_str_query_method(self, parser, engine):
             assert_frame_equal(res, expect)
             assert_frame_equal(res, df[~df.strings.isin(['a'])])
 
-    def test_str_query_method(self):
-        for parser, engine in product(PARSERS, ENGINES):
-            yield self.check_str_query_method, parser, engine
-
-    def test_str_list_query_method(self):
-        for parser, engine in product(PARSERS, ENGINES):
-            yield self.check_str_list_query_method, parser, engine
-
-    def check_str_list_query_method(self, parser, engine):
+    def test_str_list_query_method(self, parser, engine):
         tm.skip_if_no_ne(engine)
         df = DataFrame(randn(10, 1), columns=['b'])
         df['strings'] = Series(list('aabbccddee'))
@@ -958,7 +936,7 @@ def check_str_list_query_method(self, parser, engine):
                            parser=parser)
             assert_frame_equal(res, expect)
 
-    def check_query_with_string_columns(self, parser, engine):
+    def test_query_with_string_columns(self, parser, engine):
         tm.skip_if_no_ne(engine)
         df = DataFrame({'a': list('aaaabbbbcccc'),
                         'b': list('aabbccddeeff'),
@@ -979,11 +957,7 @@ def check_query_with_string_columns(self, parser, engine):
             with pytest.raises(NotImplementedError):
                 df.query('a in b and c < d', parser=parser, engine=engine)
 
-    def test_query_with_string_columns(self):
-        for parser, engine in product(PARSERS, ENGINES):
-            yield self.check_query_with_string_columns, parser, engine
-
-    def check_object_array_eq_ne(self, parser, engine):
+    def test_object_array_eq_ne(self, parser, engine):
         tm.skip_if_no_ne(engine)
         df = DataFrame({'a': list('aaaabbbbcccc'),
                         'b': list('aabbccddeeff'),
@@ -997,11 +971,7 @@ def check_object_array_eq_ne(self, parser, engine):
         exp = df[df.a != df.b]
         assert_frame_equal(res, exp)
 
-    def test_object_array_eq_ne(self):
-        for parser, engine in product(PARSERS, ENGINES):
-            yield self.check_object_array_eq_ne, parser, engine
-
-    def check_query_with_nested_strings(self, parser, engine):
+    def test_query_with_nested_strings(self, parser, engine):
         tm.skip_if_no_ne(engine)
         skip_if_no_pandas_parser(parser)
         raw = """id          event          timestamp
@@ -1025,11 +995,7 @@ def check_query_with_nested_strings(self, parser, engine):
                        engine=engine)
         assert_frame_equal(expected, res)
 
-    def test_query_with_nested_string(self):
-        for parser, engine in product(PARSERS, ENGINES):
-            yield self.check_query_with_nested_strings, parser, engine
-
-    def check_query_with_nested_special_character(self, parser, engine):
+    def test_query_with_nested_special_character(self, parser, engine):
         skip_if_no_pandas_parser(parser)
         tm.skip_if_no_ne(engine)
         df = DataFrame({'a': ['a', 'b', 'test & test'],
@@ -1038,12 +1004,7 @@ def check_query_with_nested_special_character(self, parser, engine):
         expec = df[df.a == 'test & test']
         assert_frame_equal(res, expec)
 
-    def test_query_with_nested_special_character(self):
-        for parser, engine in product(PARSERS, ENGINES):
-            yield (self.check_query_with_nested_special_character,
-                   parser, engine)
-
-    def check_query_lex_compare_strings(self, parser, engine):
+    def test_query_lex_compare_strings(self, parser, engine):
         tm.skip_if_no_ne(engine=engine)
         import operator as opr
 
@@ -1058,11 +1019,7 @@ def check_query_lex_compare_strings(self, parser, engine):
             expected = df[func(df.X, 'd')]
             assert_frame_equal(res, expected)
 
-    def test_query_lex_compare_strings(self):
-        for parser, engine in product(PARSERS, ENGINES):
-            yield self.check_query_lex_compare_strings, parser, engine
-
-    def check_query_single_element_booleans(self, parser, engine):
+    def test_query_single_element_booleans(self, parser, engine):
         tm.skip_if_no_ne(engine)
         columns = 'bid', 'bidsize', 'ask', 'asksize'
         data = np.random.randint(2, size=(1, len(columns))).astype(bool)
@@ -1071,12 +1028,9 @@ def check_query_single_element_booleans(self, parser, engine):
         expected = df[df.bid & df.ask]
         assert_frame_equal(res, expected)
 
-    def test_query_single_element_booleans(self):
-        for parser, engine in product(PARSERS, ENGINES):
-            yield self.check_query_single_element_booleans, parser, engine
-
-    def check_query_string_scalar_variable(self, parser, engine):
+    def test_query_string_scalar_variable(self, parser, engine):
         tm.skip_if_no_ne(engine)
+        skip_if_no_pandas_parser(parser)
         df = pd.DataFrame({'Symbol': ['BUD US', 'BUD US', 'IBM US', 'IBM US'],
                            'Price': [109.70, 109.72, 183.30, 183.35]})
         e = df[df.Symbol == 'BUD US']
@@ -1084,24 +1038,20 @@ def check_query_string_scalar_variable(self, parser, engine):
         r = df.query('Symbol == @symb', parser=parser, engine=engine)
         assert_frame_equal(e, r)
 
-    def test_query_string_scalar_variable(self):
-        for parser, engine in product(['pandas'], ENGINES):
-            yield self.check_query_string_scalar_variable, parser, engine
-
 
 class TestDataFrameEvalNumExprPandas(tm.TestCase):
 
     @classmethod
-    def setUpClass(cls):
-        super(TestDataFrameEvalNumExprPandas, cls).setUpClass()
+    def setup_class(cls):
+        super(TestDataFrameEvalNumExprPandas, cls).setup_class()
         cls.engine = 'numexpr'
         cls.parser = 'pandas'
         tm.skip_if_no_ne()
 
-    def setUp(self):
+    def setup_method(self, method):
         self.frame = DataFrame(randn(10, 3), columns=list('abc'))
 
-    def tearDown(self):
+    def teardown_method(self, method):
         del self.frame
 
     def test_simple_expr(self):
@@ -1129,8 +1079,8 @@ def test_invalid_type_for_operator_raises(self):
 class TestDataFrameEvalNumExprPython(TestDataFrameEvalNumExprPandas):
 
     @classmethod
-    def setUpClass(cls):
-        super(TestDataFrameEvalNumExprPython, cls).setUpClass()
+    def setup_class(cls):
+        super(TestDataFrameEvalNumExprPython, cls).setup_class()
         cls.engine = 'numexpr'
         cls.parser = 'python'
         tm.skip_if_no_ne(cls.engine)
@@ -1139,8 +1089,8 @@ def setUpClass(cls):
 class TestDataFrameEvalPythonPandas(TestDataFrameEvalNumExprPandas):
 
     @classmethod
-    def setUpClass(cls):
-        super(TestDataFrameEvalPythonPandas, cls).setUpClass()
+    def setup_class(cls):
+        super(TestDataFrameEvalPythonPandas, cls).setup_class()
         cls.engine = 'python'
         cls.parser = 'pandas'
 
@@ -1148,6 +1098,6 @@ def setUpClass(cls):
 class TestDataFrameEvalPythonPython(TestDataFrameEvalNumExprPython):
 
     @classmethod
-    def setUpClass(cls):
-        super(TestDataFrameEvalPythonPython, cls).tearDownClass()
+    def setup_class(cls):
+        super(TestDataFrameEvalPythonPython, cls).teardown_class()
         cls.engine = cls.parser = 'python'
diff --git a/pandas/tests/frame/test_validate.py b/pandas/tests/frame/test_validate.py
index 4c4abb7e58e757..343853b3fcfa0d 100644
--- a/pandas/tests/frame/test_validate.py
+++ b/pandas/tests/frame/test_validate.py
@@ -1,10 +1,10 @@
-from unittest import TestCase
 from pandas.core.frame import DataFrame
 
+import pandas.util.testing as tm
 import pytest
 
 
-class TestDataFrameValidate(TestCase):
+class TestDataFrameValidate(tm.TestCase):
     """Tests for error handling related to data types of method arguments."""
     df = DataFrame({'a': [1, 2], 'b': [3, 4]})
 
diff --git a/pandas/tests/groupby/common.py b/pandas/tests/groupby/common.py
index f3dccf473f53aa..3e99e8211b4f8f 100644
--- a/pandas/tests/groupby/common.py
+++ b/pandas/tests/groupby/common.py
@@ -28,7 +28,7 @@ def df():
 
 class MixIn(object):
 
-    def setUp(self):
+    def setup_method(self, method):
         self.ts = tm.makeTimeSeries()
 
         self.seriesd = tm.getSeriesData()
diff --git a/pandas/tests/groupby/test_aggregate.py b/pandas/tests/groupby/test_aggregate.py
index 310a5aca77b777..769e4d14d354bd 100644
--- a/pandas/tests/groupby/test_aggregate.py
+++ b/pandas/tests/groupby/test_aggregate.py
@@ -27,7 +27,7 @@
 
 class TestGroupByAggregate(tm.TestCase):
 
-    def setUp(self):
+    def setup_method(self, method):
         self.ts = tm.makeTimeSeries()
 
         self.seriesd = tm.getSeriesData()
diff --git a/pandas/tests/groupby/test_bin_groupby.py b/pandas/tests/groupby/test_bin_groupby.py
index 320acacff483c4..bdac535b3d2e23 100644
--- a/pandas/tests/groupby/test_bin_groupby.py
+++ b/pandas/tests/groupby/test_bin_groupby.py
@@ -48,7 +48,7 @@ def test_series_bin_grouper():
 
 class TestBinGroupers(tm.TestCase):
 
-    def setUp(self):
+    def setup_method(self, method):
         self.obj = np.random.randn(10, 1)
         self.labels = np.array([0, 0, 0, 1, 1, 1, 2, 2, 2, 2], dtype=np.int64)
         self.bins = np.array([3, 6], dtype=np.int64)
diff --git a/pandas/tests/groupby/test_filters.py b/pandas/tests/groupby/test_filters.py
index 2cfbe0ab68c8e4..b05b938fd8205f 100644
--- a/pandas/tests/groupby/test_filters.py
+++ b/pandas/tests/groupby/test_filters.py
@@ -25,7 +25,7 @@
 
 class TestGroupByFilter(tm.TestCase):
 
-    def setUp(self):
+    def setup_method(self, method):
         self.ts = tm.makeTimeSeries()
 
         self.seriesd = tm.getSeriesData()
diff --git a/pandas/tests/indexes/datetimes/test_astype.py b/pandas/tests/indexes/datetimes/test_astype.py
index 1c8189d0c75acd..185787d75f6e1b 100644
--- a/pandas/tests/indexes/datetimes/test_astype.py
+++ b/pandas/tests/indexes/datetimes/test_astype.py
@@ -187,7 +187,7 @@ def _check_rng(rng):
 
 class TestToPeriod(tm.TestCase):
 
-    def setUp(self):
+    def setup_method(self, method):
         data = [Timestamp('2007-01-01 10:11:12.123456Z'),
                 Timestamp('2007-01-01 10:11:13.789123Z')]
         self.index = DatetimeIndex(data)
diff --git a/pandas/tests/indexes/datetimes/test_date_range.py b/pandas/tests/indexes/datetimes/test_date_range.py
index a9fdd404067702..67d6b0f314ecb2 100644
--- a/pandas/tests/indexes/datetimes/test_date_range.py
+++ b/pandas/tests/indexes/datetimes/test_date_range.py
@@ -198,7 +198,7 @@ def test_precision_finer_than_offset(self):
 
 class TestBusinessDateRange(tm.TestCase):
 
-    def setUp(self):
+    def setup_method(self, method):
         self.rng = bdate_range(START, END)
 
     def test_constructor(self):
@@ -483,7 +483,7 @@ def test_freq_divides_end_in_nanos(self):
 
 
 class TestCustomDateRange(tm.TestCase):
-    def setUp(self):
+    def setup_method(self, method):
         self.rng = cdate_range(START, END)
 
     def test_constructor(self):
diff --git a/pandas/tests/indexes/datetimes/test_datetimelike.py b/pandas/tests/indexes/datetimes/test_datetimelike.py
index 0eb565bf0ec55b..2e184b1aa4e516 100644
--- a/pandas/tests/indexes/datetimes/test_datetimelike.py
+++ b/pandas/tests/indexes/datetimes/test_datetimelike.py
@@ -11,7 +11,7 @@
 class TestDatetimeIndex(DatetimeLike, tm.TestCase):
     _holder = DatetimeIndex
 
-    def setUp(self):
+    def setup_method(self, method):
         self.indices = dict(index=tm.makeDateIndex(10))
         self.setup_indices()
 
diff --git a/pandas/tests/indexes/datetimes/test_ops.py b/pandas/tests/indexes/datetimes/test_ops.py
index e25e3d448190e2..75c6626b474019 100644
--- a/pandas/tests/indexes/datetimes/test_ops.py
+++ b/pandas/tests/indexes/datetimes/test_ops.py
@@ -23,8 +23,8 @@ class TestDatetimeIndexOps(Ops):
     tz = [None, 'UTC', 'Asia/Tokyo', 'US/Eastern', 'dateutil/Asia/Singapore',
           'dateutil/US/Pacific']
 
-    def setUp(self):
-        super(TestDatetimeIndexOps, self).setUp()
+    def setup_method(self, method):
+        super(TestDatetimeIndexOps, self).setup_method(method)
         mask = lambda x: (isinstance(x, DatetimeIndex) or
                           isinstance(x, PeriodIndex))
         self.is_valid_objs = [o for o in self.objs if mask(o)]
@@ -1109,7 +1109,7 @@ def test_shift_months(years, months):
 
 class TestBusinessDatetimeIndex(tm.TestCase):
 
-    def setUp(self):
+    def setup_method(self, method):
         self.rng = bdate_range(START, END)
 
     def test_comparison(self):
@@ -1209,7 +1209,7 @@ def test_identical(self):
 
 class TestCustomDatetimeIndex(tm.TestCase):
 
-    def setUp(self):
+    def setup_method(self, method):
         self.rng = cdate_range(START, END)
 
     def test_comparison(self):
diff --git a/pandas/tests/indexes/datetimes/test_setops.py b/pandas/tests/indexes/datetimes/test_setops.py
index b25fdaf6be3b0a..fb4b6e9d226f8c 100644
--- a/pandas/tests/indexes/datetimes/test_setops.py
+++ b/pandas/tests/indexes/datetimes/test_setops.py
@@ -201,7 +201,7 @@ def test_join_nonunique(self):
 
 class TestBusinessDatetimeIndex(tm.TestCase):
 
-    def setUp(self):
+    def setup_method(self, method):
         self.rng = bdate_range(START, END)
 
     def test_union(self):
@@ -345,7 +345,7 @@ def test_month_range_union_tz_dateutil(self):
 
 class TestCustomDatetimeIndex(tm.TestCase):
 
-    def setUp(self):
+    def setup_method(self, method):
         self.rng = cdate_range(START, END)
 
     def test_union(self):
diff --git a/pandas/tests/indexes/period/test_asfreq.py b/pandas/tests/indexes/period/test_asfreq.py
index f9effd3d1aea62..b97be3f61a2dda 100644
--- a/pandas/tests/indexes/period/test_asfreq.py
+++ b/pandas/tests/indexes/period/test_asfreq.py
@@ -8,7 +8,7 @@
 
 class TestPeriodIndex(tm.TestCase):
 
-    def setUp(self):
+    def setup_method(self, method):
         pass
 
     def test_asfreq(self):
diff --git a/pandas/tests/indexes/period/test_construction.py b/pandas/tests/indexes/period/test_construction.py
index a95ad808cadce6..b0db27b5f2cea0 100644
--- a/pandas/tests/indexes/period/test_construction.py
+++ b/pandas/tests/indexes/period/test_construction.py
@@ -11,7 +11,7 @@
 
 class TestPeriodIndex(tm.TestCase):
 
-    def setUp(self):
+    def setup_method(self, method):
         pass
 
     def test_construction_base_constructor(self):
@@ -475,7 +475,7 @@ def test_map_with_string_constructor(self):
 
 class TestSeriesPeriod(tm.TestCase):
 
-    def setUp(self):
+    def setup_method(self, method):
         self.series = Series(period_range('2000-01-01', periods=10, freq='D'))
 
     def test_constructor_cant_cast_period(self):
diff --git a/pandas/tests/indexes/period/test_indexing.py b/pandas/tests/indexes/period/test_indexing.py
index ebbe05d51598cd..36db56b751633a 100644
--- a/pandas/tests/indexes/period/test_indexing.py
+++ b/pandas/tests/indexes/period/test_indexing.py
@@ -13,7 +13,7 @@
 
 class TestGetItem(tm.TestCase):
 
-    def setUp(self):
+    def setup_method(self, method):
         pass
 
     def test_getitem(self):
diff --git a/pandas/tests/indexes/period/test_ops.py b/pandas/tests/indexes/period/test_ops.py
index fb688bda58ae8d..583848f75c6b43 100644
--- a/pandas/tests/indexes/period/test_ops.py
+++ b/pandas/tests/indexes/period/test_ops.py
@@ -15,8 +15,8 @@
 
 class TestPeriodIndexOps(Ops):
 
-    def setUp(self):
-        super(TestPeriodIndexOps, self).setUp()
+    def setup_method(self, method):
+        super(TestPeriodIndexOps, self).setup_method(method)
         mask = lambda x: (isinstance(x, DatetimeIndex) or
                           isinstance(x, PeriodIndex))
         self.is_valid_objs = [o for o in self.objs if mask(o)]
@@ -1137,7 +1137,7 @@ def test_pi_comp_period_nat(self):
 
 class TestSeriesPeriod(tm.TestCase):
 
-    def setUp(self):
+    def setup_method(self, method):
         self.series = Series(period_range('2000-01-01', periods=10, freq='D'))
 
     def test_ops_series_timedelta(self):
diff --git a/pandas/tests/indexes/period/test_partial_slicing.py b/pandas/tests/indexes/period/test_partial_slicing.py
index 04b4e6795e7703..88a9ff5752322a 100644
--- a/pandas/tests/indexes/period/test_partial_slicing.py
+++ b/pandas/tests/indexes/period/test_partial_slicing.py
@@ -10,7 +10,7 @@
 
 class TestPeriodIndex(tm.TestCase):
 
-    def setUp(self):
+    def setup_method(self, method):
         pass
 
     def test_slice_with_negative_step(self):
diff --git a/pandas/tests/indexes/period/test_period.py b/pandas/tests/indexes/period/test_period.py
index 6ec567509cd76a..11ec3bc215cf8c 100644
--- a/pandas/tests/indexes/period/test_period.py
+++ b/pandas/tests/indexes/period/test_period.py
@@ -17,7 +17,7 @@ class TestPeriodIndex(DatetimeLike, tm.TestCase):
     _holder = PeriodIndex
     _multiprocess_can_split_ = True
 
-    def setUp(self):
+    def setup_method(self, method):
         self.indices = dict(index=tm.makePeriodIndex(10))
         self.setup_indices()
 
diff --git a/pandas/tests/indexes/period/test_setops.py b/pandas/tests/indexes/period/test_setops.py
index 025ee7e732a7cd..7041724faeb891 100644
--- a/pandas/tests/indexes/period/test_setops.py
+++ b/pandas/tests/indexes/period/test_setops.py
@@ -14,7 +14,7 @@ def _permute(obj):
 
 class TestPeriodIndex(tm.TestCase):
 
-    def setUp(self):
+    def setup_method(self, method):
         pass
 
     def test_joins(self):
diff --git a/pandas/tests/indexes/period/test_tools.py b/pandas/tests/indexes/period/test_tools.py
index 9e5994dd54f508..bd80c2c4f341e1 100644
--- a/pandas/tests/indexes/period/test_tools.py
+++ b/pandas/tests/indexes/period/test_tools.py
@@ -152,7 +152,7 @@ def test_period_ordinal_business_day(self):
 
 class TestPeriodIndex(tm.TestCase):
 
-    def setUp(self):
+    def setup_method(self, method):
         pass
 
     def test_tolist(self):
diff --git a/pandas/tests/indexes/test_base.py b/pandas/tests/indexes/test_base.py
index 10958681af4509..ce3f4b5d68d896 100644
--- a/pandas/tests/indexes/test_base.py
+++ b/pandas/tests/indexes/test_base.py
@@ -32,7 +32,7 @@
 class TestIndex(Base, tm.TestCase):
     _holder = Index
 
-    def setUp(self):
+    def setup_method(self, method):
         self.indices = dict(unicodeIndex=tm.makeUnicodeIndex(100),
                             strIndex=tm.makeStringIndex(100),
                             dateIndex=tm.makeDateIndex(100),
@@ -1808,7 +1808,7 @@ class TestMixedIntIndex(Base, tm.TestCase):
 
     _holder = Index
 
-    def setUp(self):
+    def setup_method(self, method):
         self.indices = dict(mixedIndex=Index([0, 'a', 1, 'b', 2, 'c']))
         self.setup_indices()
 
diff --git a/pandas/tests/indexes/test_category.py b/pandas/tests/indexes/test_category.py
index 6a2eea0b84b724..94349b48606986 100644
--- a/pandas/tests/indexes/test_category.py
+++ b/pandas/tests/indexes/test_category.py
@@ -22,7 +22,7 @@
 class TestCategoricalIndex(Base, tm.TestCase):
     _holder = CategoricalIndex
 
-    def setUp(self):
+    def setup_method(self, method):
         self.indices = dict(catIndex=tm.makeCategoricalIndex(100))
         self.setup_indices()
 
diff --git a/pandas/tests/indexes/test_frozen.py b/pandas/tests/indexes/test_frozen.py
index ed2e3d94aa4a4e..ae4a130c243102 100644
--- a/pandas/tests/indexes/test_frozen.py
+++ b/pandas/tests/indexes/test_frozen.py
@@ -9,7 +9,7 @@ class TestFrozenList(CheckImmutable, CheckStringMixin, tm.TestCase):
     mutable_methods = ('extend', 'pop', 'remove', 'insert')
     unicode_container = FrozenList([u("\u05d0"), u("\u05d1"), "c"])
 
-    def setUp(self):
+    def setup_method(self, method):
         self.lst = [1, 2, 3, 4, 5]
         self.container = FrozenList(self.lst)
         self.klass = FrozenList
@@ -35,7 +35,7 @@ class TestFrozenNDArray(CheckImmutable, CheckStringMixin, tm.TestCase):
     mutable_methods = ('put', 'itemset', 'fill')
     unicode_container = FrozenNDArray([u("\u05d0"), u("\u05d1"), "c"])
 
-    def setUp(self):
+    def setup_method(self, method):
         self.lst = [3, 5, 7, -2]
         self.container = FrozenNDArray(self.lst)
         self.klass = FrozenNDArray
diff --git a/pandas/tests/indexes/test_interval.py b/pandas/tests/indexes/test_interval.py
index 00897f290f292b..90e5b1b6c97882 100644
--- a/pandas/tests/indexes/test_interval.py
+++ b/pandas/tests/indexes/test_interval.py
@@ -15,7 +15,7 @@
 class TestIntervalIndex(Base, tm.TestCase):
     _holder = IntervalIndex
 
-    def setUp(self):
+    def setup_method(self, method):
         self.index = IntervalIndex.from_arrays([0, 1], [1, 2])
         self.index_with_nan = IntervalIndex.from_tuples(
             [(0, 1), np.nan, (1, 2)])
@@ -721,7 +721,7 @@ def f():
 
 
 class TestIntervalTree(tm.TestCase):
-    def setUp(self):
+    def setup_method(self, method):
         gentree = lambda dtype: IntervalTree(np.arange(5, dtype=dtype),
                                              np.arange(5, dtype=dtype) + 2)
         self.tree = gentree('int64')
diff --git a/pandas/tests/indexes/test_multi.py b/pandas/tests/indexes/test_multi.py
index a840711e37fb07..d2024340c522ee 100644
--- a/pandas/tests/indexes/test_multi.py
+++ b/pandas/tests/indexes/test_multi.py
@@ -31,7 +31,7 @@ class TestMultiIndex(Base, tm.TestCase):
     _holder = MultiIndex
     _compat_props = ['shape', 'ndim', 'size', 'itemsize']
 
-    def setUp(self):
+    def setup_method(self, method):
         major_axis = Index(['foo', 'bar', 'baz', 'qux'])
         minor_axis = Index(['one', 'two'])
 
diff --git a/pandas/tests/indexes/test_numeric.py b/pandas/tests/indexes/test_numeric.py
index 428c261df56548..e82b1c5e745435 100644
--- a/pandas/tests/indexes/test_numeric.py
+++ b/pandas/tests/indexes/test_numeric.py
@@ -179,7 +179,7 @@ def test_modulo(self):
 class TestFloat64Index(Numeric, tm.TestCase):
     _holder = Float64Index
 
-    def setUp(self):
+    def setup_method(self, method):
         self.indices = dict(mixed=Float64Index([1.5, 2, 3, 4, 5]),
                             float=Float64Index(np.arange(5) * 2.5))
         self.setup_indices()
@@ -625,7 +625,7 @@ class TestInt64Index(NumericInt, tm.TestCase):
     _dtype = 'int64'
     _holder = Int64Index
 
-    def setUp(self):
+    def setup_method(self, method):
         self.indices = dict(index=Int64Index(np.arange(0, 20, 2)))
         self.setup_indices()
 
@@ -920,7 +920,7 @@ class TestUInt64Index(NumericInt, tm.TestCase):
     _dtype = 'uint64'
     _holder = UInt64Index
 
-    def setUp(self):
+    def setup_method(self, method):
         self.indices = dict(index=UInt64Index([2**63, 2**63 + 10, 2**63 + 15,
                                                2**63 + 20, 2**63 + 25]))
         self.setup_indices()
diff --git a/pandas/tests/indexes/test_range.py b/pandas/tests/indexes/test_range.py
index 0379718b004e11..cc3a76aa7cac15 100644
--- a/pandas/tests/indexes/test_range.py
+++ b/pandas/tests/indexes/test_range.py
@@ -24,7 +24,7 @@ class TestRangeIndex(Numeric, tm.TestCase):
     _holder = RangeIndex
     _compat_props = ['shape', 'ndim', 'size', 'itemsize']
 
-    def setUp(self):
+    def setup_method(self, method):
         self.indices = dict(index=RangeIndex(0, 20, 2, name='foo'))
         self.setup_indices()
 
diff --git a/pandas/tests/indexes/timedeltas/test_astype.py b/pandas/tests/indexes/timedeltas/test_astype.py
index 6e82f165e4909c..b9720f4a300d1f 100644
--- a/pandas/tests/indexes/timedeltas/test_astype.py
+++ b/pandas/tests/indexes/timedeltas/test_astype.py
@@ -14,7 +14,7 @@ class TestTimedeltaIndex(DatetimeLike, tm.TestCase):
     _holder = TimedeltaIndex
     _multiprocess_can_split_ = True
 
-    def setUp(self):
+    def setup_method(self, method):
         self.indices = dict(index=tm.makeTimedeltaIndex(10))
         self.setup_indices()
 
diff --git a/pandas/tests/indexes/timedeltas/test_ops.py b/pandas/tests/indexes/timedeltas/test_ops.py
index 474dd283530c51..12d29dc00e2737 100644
--- a/pandas/tests/indexes/timedeltas/test_ops.py
+++ b/pandas/tests/indexes/timedeltas/test_ops.py
@@ -16,8 +16,8 @@
 
 
 class TestTimedeltaIndexOps(Ops):
-    def setUp(self):
-        super(TestTimedeltaIndexOps, self).setUp()
+    def setup_method(self, method):
+        super(TestTimedeltaIndexOps, self).setup_method(method)
         mask = lambda x: isinstance(x, TimedeltaIndex)
         self.is_valid_objs = [o for o in self.objs if mask(o)]
         self.not_valid_objs = []
diff --git a/pandas/tests/indexes/timedeltas/test_timedelta.py b/pandas/tests/indexes/timedeltas/test_timedelta.py
index d1379973dfec55..933674c425cd89 100644
--- a/pandas/tests/indexes/timedeltas/test_timedelta.py
+++ b/pandas/tests/indexes/timedeltas/test_timedelta.py
@@ -20,7 +20,7 @@ class TestTimedeltaIndex(DatetimeLike, tm.TestCase):
     _holder = TimedeltaIndex
     _multiprocess_can_split_ = True
 
-    def setUp(self):
+    def setup_method(self, method):
         self.indices = dict(index=tm.makeTimedeltaIndex(10))
         self.setup_indices()
 
diff --git a/pandas/tests/indexing/common.py b/pandas/tests/indexing/common.py
index bd5b7f45a6f4cb..259a8aea94df00 100644
--- a/pandas/tests/indexing/common.py
+++ b/pandas/tests/indexing/common.py
@@ -31,7 +31,7 @@ class Base(object):
     _typs = set(['ints', 'uints', 'labels', 'mixed',
                  'ts', 'floats', 'empty', 'ts_rev'])
 
-    def setUp(self):
+    def setup_method(self, method):
 
         self.series_ints = Series(np.random.rand(4), index=lrange(0, 8, 2))
         self.frame_ints = DataFrame(np.random.randn(4, 4),
diff --git a/pandas/tests/indexing/test_categorical.py b/pandas/tests/indexing/test_categorical.py
index f9fcef16c12d45..6d2723ae0ff01e 100644
--- a/pandas/tests/indexing/test_categorical.py
+++ b/pandas/tests/indexing/test_categorical.py
@@ -12,7 +12,7 @@
 
 class TestCategoricalIndex(tm.TestCase):
 
-    def setUp(self):
+    def setup_method(self, method):
 
         self.df = DataFrame({'A': np.arange(6, dtype='int64'),
                              'B': Series(list('aabbca')).astype(
diff --git a/pandas/tests/indexing/test_coercion.py b/pandas/tests/indexing/test_coercion.py
index 56bc8c1d72bb82..8e81a3bd1df7a2 100644
--- a/pandas/tests/indexing/test_coercion.py
+++ b/pandas/tests/indexing/test_coercion.py
@@ -1146,7 +1146,7 @@ class TestReplaceSeriesCoercion(CoercionBase, tm.TestCase):
     klasses = ['series']
     method = 'replace'
 
-    def setUp(self):
+    def setup_method(self, method):
         self.rep = {}
         self.rep['object'] = ['a', 'b']
         self.rep['int64'] = [4, 5]
diff --git a/pandas/tests/indexing/test_interval.py b/pandas/tests/indexing/test_interval.py
index bccc21ed6c0867..b8d8739af1d15b 100644
--- a/pandas/tests/indexing/test_interval.py
+++ b/pandas/tests/indexing/test_interval.py
@@ -8,7 +8,7 @@
 
 class TestIntervalIndex(tm.TestCase):
 
-    def setUp(self):
+    def setup_method(self, method):
         self.s = Series(np.arange(5), IntervalIndex.from_breaks(np.arange(6)))
 
     def test_loc_with_scalar(self):
diff --git a/pandas/tests/io/formats/test_format.py b/pandas/tests/io/formats/test_format.py
index ac00e441047ddb..3cea731cfd4404 100644
--- a/pandas/tests/io/formats/test_format.py
+++ b/pandas/tests/io/formats/test_format.py
@@ -107,14 +107,14 @@ def has_expanded_repr(df):
 
 class TestDataFrameFormatting(tm.TestCase):
 
-    def setUp(self):
+    def setup_method(self, method):
         self.warn_filters = warnings.filters
         warnings.filterwarnings('ignore', category=FutureWarning,
                                 module=".*format")
 
         self.frame = _frame.copy()
 
-    def tearDown(self):
+    def teardown_method(self, method):
         warnings.filters = self.warn_filters
 
     def test_repr_embedded_ndarray(self):
@@ -1606,7 +1606,7 @@ def gen_series_formatting():
 
 class TestSeriesFormatting(tm.TestCase):
 
-    def setUp(self):
+    def setup_method(self, method):
         self.ts = tm.makeTimeSeries()
 
     def test_repr_unicode(self):
diff --git a/pandas/tests/io/formats/test_printing.py b/pandas/tests/io/formats/test_printing.py
index 44fbd5a958d8cb..05b697ffbb756a 100644
--- a/pandas/tests/io/formats/test_printing.py
+++ b/pandas/tests/io/formats/test_printing.py
@@ -126,7 +126,7 @@ def test_ambiguous_width(self):
 class TestTableSchemaRepr(tm.TestCase):
 
     @classmethod
-    def setUpClass(cls):
+    def setup_class(cls):
         pytest.importorskip('IPython')
         try:
             import mock
diff --git a/pandas/tests/io/formats/test_style.py b/pandas/tests/io/formats/test_style.py
index 1cd338479bd0cc..687e78e64a3e7c 100644
--- a/pandas/tests/io/formats/test_style.py
+++ b/pandas/tests/io/formats/test_style.py
@@ -5,16 +5,15 @@
 import numpy as np
 import pandas as pd
 from pandas import DataFrame
-from pandas.util.testing import TestCase
 import pandas.util.testing as tm
 
 jinja2 = pytest.importorskip('jinja2')
 from pandas.io.formats.style import Styler, _get_level_lengths  # noqa
 
 
-class TestStyler(TestCase):
+class TestStyler(tm.TestCase):
 
-    def setUp(self):
+    def setup_method(self, method):
         np.random.seed(24)
         self.s = DataFrame({'A': np.random.permutation(range(6))})
         self.df = DataFrame({'A': [0, 1], 'B': np.random.randn(2)})
@@ -813,10 +812,10 @@ def test_mi_sparse_column_names(self):
         assert head == expected
 
 
-@tm.mplskip
-class TestStylerMatplotlibDep(TestCase):
+class TestStylerMatplotlibDep(tm.TestCase):
 
     def test_background_gradient(self):
+        tm._skip_if_no_mpl()
         df = pd.DataFrame([[1, 2], [2, 4]], columns=['A', 'B'])
 
         for c_map in [None, 'YlOrRd']:
diff --git a/pandas/tests/io/json/test_json_table_schema.py b/pandas/tests/io/json/test_json_table_schema.py
index c3a976973bb292..1e667245809ec6 100644
--- a/pandas/tests/io/json/test_json_table_schema.py
+++ b/pandas/tests/io/json/test_json_table_schema.py
@@ -19,7 +19,7 @@
 
 class TestBuildSchema(tm.TestCase):
 
-    def setUp(self):
+    def setup_method(self, method):
         self.df = DataFrame(
             {'A': [1, 2, 3, 4],
              'B': ['a', 'b', 'c', 'c'],
@@ -171,7 +171,7 @@ def test_as_json_table_type_categorical_dtypes(self):
 
 class TestTableOrient(tm.TestCase):
 
-    def setUp(self):
+    def setup_method(self, method):
         self.df = DataFrame(
             {'A': [1, 2, 3, 4],
              'B': ['a', 'b', 'c', 'c'],
diff --git a/pandas/tests/io/json/test_pandas.py b/pandas/tests/io/json/test_pandas.py
index 2e92910f82b743..0cf9000fcffb2b 100644
--- a/pandas/tests/io/json/test_pandas.py
+++ b/pandas/tests/io/json/test_pandas.py
@@ -37,7 +37,7 @@
 
 class TestPandasContainer(tm.TestCase):
 
-    def setUp(self):
+    def setup_method(self, method):
         self.dirpath = tm.get_data_path()
 
         self.ts = tm.makeTimeSeries()
@@ -59,7 +59,7 @@ def setUp(self):
         self.mixed_frame = _mixed_frame.copy()
         self.categorical = _cat_frame.copy()
 
-    def tearDown(self):
+    def teardown_method(self, method):
         del self.dirpath
 
         del self.ts
diff --git a/pandas/tests/io/json/test_ujson.py b/pandas/tests/io/json/test_ujson.py
index b749cd150d445e..a23ae225c19b06 100644
--- a/pandas/tests/io/json/test_ujson.py
+++ b/pandas/tests/io/json/test_ujson.py
@@ -1,7 +1,5 @@
 # -*- coding: utf-8 -*-
 
-from unittest import TestCase
-
 try:
     import json
 except ImportError:
@@ -27,7 +25,7 @@
                 else partial(json.dumps, encoding="utf-8"))
 
 
-class UltraJSONTests(TestCase):
+class UltraJSONTests(tm.TestCase):
 
     @pytest.mark.skipif(compat.is_platform_32bit(),
                         reason="not compliant on 32-bit, xref #15865")
@@ -948,7 +946,7 @@ def my_obj_handler(obj):
                 ujson.decode(ujson.encode(l, default_handler=str)))
 
 
-class NumpyJSONTests(TestCase):
+class NumpyJSONTests(tm.TestCase):
 
     def testBool(self):
         b = np.bool(True)
@@ -1224,7 +1222,7 @@ def testArrayNumpyLabelled(self):
         assert (np.array(['a', 'b']) == output[2]).all()
 
 
-class PandasJSONTests(TestCase):
+class PandasJSONTests(tm.TestCase):
 
     def testDataFrame(self):
         df = DataFrame([[1, 2, 3], [4, 5, 6]], index=[
diff --git a/pandas/tests/io/parser/test_network.py b/pandas/tests/io/parser/test_network.py
index cabee76dd6dfcb..26b5c4788d53a8 100644
--- a/pandas/tests/io/parser/test_network.py
+++ b/pandas/tests/io/parser/test_network.py
@@ -49,7 +49,7 @@ def check_compressed_urls(salaries_table, compression, extension, mode,
 
 class TestS3(tm.TestCase):
 
-    def setUp(self):
+    def setup_method(self, method):
         try:
             import s3fs  # noqa
         except ImportError:
diff --git a/pandas/tests/io/parser/test_parsers.py b/pandas/tests/io/parser/test_parsers.py
index 2ae557a7d57dbb..cced8299691df0 100644
--- a/pandas/tests/io/parser/test_parsers.py
+++ b/pandas/tests/io/parser/test_parsers.py
@@ -42,7 +42,7 @@ def read_table(self, *args, **kwargs):
     def float_precision_choices(self):
         raise AbstractMethodError(self)
 
-    def setUp(self):
+    def setup_method(self, method):
         self.dirpath = tm.get_data_path()
         self.csv1 = os.path.join(self.dirpath, 'test1.csv')
         self.csv2 = os.path.join(self.dirpath, 'test2.csv')
diff --git a/pandas/tests/io/parser/test_textreader.py b/pandas/tests/io/parser/test_textreader.py
index d8ae66a2b275c3..f09d8c8e778d5d 100644
--- a/pandas/tests/io/parser/test_textreader.py
+++ b/pandas/tests/io/parser/test_textreader.py
@@ -28,7 +28,7 @@
 
 class TestTextReader(tm.TestCase):
 
-    def setUp(self):
+    def setup_method(self, method):
         self.dirpath = tm.get_data_path()
         self.csv1 = os.path.join(self.dirpath, 'test1.csv')
         self.csv2 = os.path.join(self.dirpath, 'test2.csv')
diff --git a/pandas/tests/io/sas/test_sas7bdat.py b/pandas/tests/io/sas/test_sas7bdat.py
index afd40e7017cfff..cb28ab6c6c3452 100644
--- a/pandas/tests/io/sas/test_sas7bdat.py
+++ b/pandas/tests/io/sas/test_sas7bdat.py
@@ -8,7 +8,7 @@
 
 class TestSAS7BDAT(tm.TestCase):
 
-    def setUp(self):
+    def setup_method(self, method):
         self.dirpath = tm.get_data_path()
         self.data = []
         self.test_ix = [list(range(1, 16)), [16]]
diff --git a/pandas/tests/io/sas/test_xport.py b/pandas/tests/io/sas/test_xport.py
index 2ed7ebbbfce32e..17b286a4915ced 100644
--- a/pandas/tests/io/sas/test_xport.py
+++ b/pandas/tests/io/sas/test_xport.py
@@ -18,7 +18,7 @@ def numeric_as_float(data):
 
 class TestXport(tm.TestCase):
 
-    def setUp(self):
+    def setup_method(self, method):
         self.dirpath = tm.get_data_path()
         self.file01 = os.path.join(self.dirpath, "DEMO_G.xpt")
         self.file02 = os.path.join(self.dirpath, "SSHSV1_A.xpt")
diff --git a/pandas/tests/io/test_clipboard.py b/pandas/tests/io/test_clipboard.py
index 756dd0db8c3b7c..e9ffb2dca7ae5d 100644
--- a/pandas/tests/io/test_clipboard.py
+++ b/pandas/tests/io/test_clipboard.py
@@ -26,8 +26,8 @@
 class TestClipboard(tm.TestCase):
 
     @classmethod
-    def setUpClass(cls):
-        super(TestClipboard, cls).setUpClass()
+    def setup_class(cls):
+        super(TestClipboard, cls).setup_class()
         cls.data = {}
         cls.data['string'] = mkdf(5, 3, c_idx_type='s', r_idx_type='i',
                                   c_idx_names=[None], r_idx_names=[None])
@@ -62,8 +62,8 @@ def setUpClass(cls):
         cls.data_types = list(cls.data.keys())
 
     @classmethod
-    def tearDownClass(cls):
-        super(TestClipboard, cls).tearDownClass()
+    def teardown_class(cls):
+        super(TestClipboard, cls).teardown_class()
         del cls.data_types, cls.data
 
     def check_round_trip_frame(self, data_type, excel=None, sep=None,
diff --git a/pandas/tests/io/test_common.py b/pandas/tests/io/test_common.py
index c427fab4103e0b..1837e5381a07eb 100644
--- a/pandas/tests/io/test_common.py
+++ b/pandas/tests/io/test_common.py
@@ -92,7 +92,7 @@ def test_iterator(self):
 
 class TestMMapWrapper(tm.TestCase):
 
-    def setUp(self):
+    def setup_method(self, method):
         self.mmap_file = os.path.join(tm.get_data_path(),
                                       'test_mmap.csv')
 
diff --git a/pandas/tests/io/test_excel.py b/pandas/tests/io/test_excel.py
index d733f26b2c04d5..919c521f22f60c 100644
--- a/pandas/tests/io/test_excel.py
+++ b/pandas/tests/io/test_excel.py
@@ -84,7 +84,7 @@ def _skip_if_no_s3fs():
 
 class SharedItems(object):
 
-    def setUp(self):
+    def setup_method(self, method):
         self.dirpath = tm.get_data_path()
         self.frame = _frame.copy()
         self.frame2 = _frame2.copy()
@@ -161,9 +161,9 @@ class ReadingTestsBase(SharedItems):
     # 3. Add a property engine_name, which is the name of the reader class.
     #    For the reader this is not used for anything at the moment.
 
-    def setUp(self):
+    def setup_method(self, method):
         self.check_skip()
-        super(ReadingTestsBase, self).setUp()
+        super(ReadingTestsBase, self).setup_method(method)
 
     def test_parse_cols_int(self):
 
@@ -1019,14 +1019,14 @@ class ExcelWriterBase(SharedItems):
     # Test with MultiIndex and Hierarchical Rows as merged cells.
     merge_cells = True
 
-    def setUp(self):
+    def setup_method(self, method):
         self.check_skip()
-        super(ExcelWriterBase, self).setUp()
+        super(ExcelWriterBase, self).setup_method(method)
         self.option_name = 'io.excel.%s.writer' % self.ext.strip('.')
         self.prev_engine = get_option(self.option_name)
         set_option(self.option_name, self.engine_name)
 
-    def tearDown(self):
+    def teardown_method(self, method):
         set_option(self.option_name, self.prev_engine)
 
     def test_excel_sheet_by_name_raise(self):
@@ -1926,7 +1926,7 @@ def skip_openpyxl_gt21(cls):
     """Skip a TestCase instance if openpyxl >= 2.2"""
 
     @classmethod
-    def setUpClass(cls):
+    def setup_class(cls):
         _skip_if_no_openpyxl()
         import openpyxl
         ver = openpyxl.__version__
@@ -1934,7 +1934,7 @@ def setUpClass(cls):
                  LooseVersion(ver) < LooseVersion('2.2.0'))):
             pytest.skip("openpyxl %s >= 2.2" % str(ver))
 
-    cls.setUpClass = setUpClass
+    cls.setup_class = setup_class
     return cls
 
 
@@ -2043,14 +2043,14 @@ def skip_openpyxl_lt22(cls):
     """Skip a TestCase instance if openpyxl < 2.2"""
 
     @classmethod
-    def setUpClass(cls):
+    def setup_class(cls):
         _skip_if_no_openpyxl()
         import openpyxl
         ver = openpyxl.__version__
         if LooseVersion(ver) < LooseVersion('2.2.0'):
             pytest.skip("openpyxl %s < 2.2" % str(ver))
 
-    cls.setUpClass = setUpClass
+    cls.setup_class = setup_class
     return cls
 
 
diff --git a/pandas/tests/io/test_gbq.py b/pandas/tests/io/test_gbq.py
index 138def3ea1ac98..47fc4952017545 100644
--- a/pandas/tests/io/test_gbq.py
+++ b/pandas/tests/io/test_gbq.py
@@ -97,7 +97,7 @@ def make_mixed_dataframe_v2(test_size):
 class TestToGBQIntegrationWithServiceAccountKeyPath(tm.TestCase):
 
     @classmethod
-    def setUpClass(cls):
+    def setup_class(cls):
         # - GLOBAL CLASS FIXTURES -
         # put here any instruction you want to execute only *ONCE* *BEFORE*
         # executing *ALL* tests described below.
@@ -111,7 +111,7 @@ def setUpClass(cls):
                                 ).create(DATASET_ID + "1")
 
     @classmethod
-    def tearDownClass(cls):
+    def teardown_class(cls):
         # - GLOBAL CLASS FIXTURES -
         # put here any instruction you want to execute only *ONCE* *AFTER*
         # executing all tests.
diff --git a/pandas/tests/io/test_html.py b/pandas/tests/io/test_html.py
index 0a79173df731cf..6b1215e443b47c 100644
--- a/pandas/tests/io/test_html.py
+++ b/pandas/tests/io/test_html.py
@@ -99,8 +99,8 @@ class TestReadHtml(tm.TestCase, ReadHtmlMixin):
     banklist_data = os.path.join(DATA_PATH, 'banklist.html')
 
     @classmethod
-    def setUpClass(cls):
-        super(TestReadHtml, cls).setUpClass()
+    def setup_class(cls):
+        super(TestReadHtml, cls).setup_class()
         _skip_if_none_of(('bs4', 'html5lib'))
 
     def test_to_html_compat(self):
@@ -783,8 +783,8 @@ class TestReadHtmlEncoding(tm.TestCase):
     flavor = 'bs4'
 
     @classmethod
-    def setUpClass(cls):
-        super(TestReadHtmlEncoding, cls).setUpClass()
+    def setup_class(cls):
+        super(TestReadHtmlEncoding, cls).setup_class()
         _skip_if_none_of((cls.flavor, 'html5lib'))
 
     def read_html(self, *args, **kwargs):
@@ -825,8 +825,8 @@ class TestReadHtmlEncodingLxml(TestReadHtmlEncoding):
     flavor = 'lxml'
 
     @classmethod
-    def setUpClass(cls):
-        super(TestReadHtmlEncodingLxml, cls).setUpClass()
+    def setup_class(cls):
+        super(TestReadHtmlEncodingLxml, cls).setup_class()
         _skip_if_no(cls.flavor)
 
 
@@ -834,8 +834,8 @@ class TestReadHtmlLxml(tm.TestCase, ReadHtmlMixin):
     flavor = 'lxml'
 
     @classmethod
-    def setUpClass(cls):
-        super(TestReadHtmlLxml, cls).setUpClass()
+    def setup_class(cls):
+        super(TestReadHtmlLxml, cls).setup_class()
         _skip_if_no('lxml')
 
     def test_data_fail(self):
diff --git a/pandas/tests/io/test_packers.py b/pandas/tests/io/test_packers.py
index 451cce125e228e..96abf3415fff89 100644
--- a/pandas/tests/io/test_packers.py
+++ b/pandas/tests/io/test_packers.py
@@ -92,10 +92,10 @@ def check_arbitrary(a, b):
 
 class TestPackers(tm.TestCase):
 
-    def setUp(self):
+    def setup_method(self, method):
         self.path = '__%s__.msg' % tm.rands(10)
 
-    def tearDown(self):
+    def teardown_method(self, method):
         pass
 
     def encode_decode(self, x, compress=None, **kwargs):
@@ -301,8 +301,8 @@ def test_timedeltas(self):
 
 class TestIndex(TestPackers):
 
-    def setUp(self):
-        super(TestIndex, self).setUp()
+    def setup_method(self, method):
+        super(TestIndex, self).setup_method(method)
 
         self.d = {
             'string': tm.makeStringIndex(100),
@@ -364,8 +364,8 @@ def categorical_index(self):
 
 class TestSeries(TestPackers):
 
-    def setUp(self):
-        super(TestSeries, self).setUp()
+    def setup_method(self, method):
+        super(TestSeries, self).setup_method(method)
 
         self.d = {}
 
@@ -412,8 +412,8 @@ def test_basic(self):
 
 class TestCategorical(TestPackers):
 
-    def setUp(self):
-        super(TestCategorical, self).setUp()
+    def setup_method(self, method):
+        super(TestCategorical, self).setup_method(method)
 
         self.d = {}
 
@@ -435,8 +435,8 @@ def test_basic(self):
 
 class TestNDFrame(TestPackers):
 
-    def setUp(self):
-        super(TestNDFrame, self).setUp()
+    def setup_method(self, method):
+        super(TestNDFrame, self).setup_method(method)
 
         data = {
             'A': [0., 1., 2., 3., np.nan],
@@ -579,7 +579,7 @@ class TestCompression(TestPackers):
     """See https://github.com/pandas-dev/pandas/pull/9783
     """
 
-    def setUp(self):
+    def setup_method(self, method):
         try:
             from sqlalchemy import create_engine
             self._create_sql_engine = create_engine
@@ -588,7 +588,7 @@ def setUp(self):
         else:
             self._SQLALCHEMY_INSTALLED = True
 
-        super(TestCompression, self).setUp()
+        super(TestCompression, self).setup_method(method)
         data = {
             'A': np.arange(1000, dtype=np.float64),
             'B': np.arange(1000, dtype=np.int32),
@@ -773,8 +773,8 @@ def test_readonly_axis_zlib_to_sql(self):
 
 class TestEncoding(TestPackers):
 
-    def setUp(self):
-        super(TestEncoding, self).setUp()
+    def setup_method(self, method):
+        super(TestEncoding, self).setup_method(method)
         data = {
             'A': [compat.u('\u2019')] * 1000,
             'B': np.arange(1000, dtype=np.int32),
diff --git a/pandas/tests/io/test_pytables.py b/pandas/tests/io/test_pytables.py
index a268fa96175cf1..9e7196593650ae 100644
--- a/pandas/tests/io/test_pytables.py
+++ b/pandas/tests/io/test_pytables.py
@@ -124,23 +124,23 @@ def _maybe_remove(store, key):
 class Base(tm.TestCase):
 
     @classmethod
-    def setUpClass(cls):
-        super(Base, cls).setUpClass()
+    def setup_class(cls):
+        super(Base, cls).setup_class()
 
         # Pytables 3.0.0 deprecates lots of things
         tm.reset_testing_mode()
 
     @classmethod
-    def tearDownClass(cls):
-        super(Base, cls).tearDownClass()
+    def teardown_class(cls):
+        super(Base, cls).teardown_class()
 
         # Pytables 3.0.0 deprecates lots of things
         tm.set_testing_mode()
 
-    def setUp(self):
+    def setup_method(self, method):
         self.path = 'tmp.__%s__.h5' % tm.rands(10)
 
-    def tearDown(self):
+    def teardown_method(self, method):
         pass
 
 
diff --git a/pandas/tests/io/test_sql.py b/pandas/tests/io/test_sql.py
index 52883a41b08c23..21de0cd371a371 100644
--- a/pandas/tests/io/test_sql.py
+++ b/pandas/tests/io/test_sql.py
@@ -20,7 +20,6 @@
 from __future__ import print_function
 from warnings import catch_warnings
 import pytest
-import unittest
 import sqlite3
 import csv
 import os
@@ -179,7 +178,7 @@
 
 class MixInBase(object):
 
-    def tearDown(self):
+    def teardown_method(self, method):
         for tbl in self._get_all_tables():
             self.drop_table(tbl)
         self._close_conn()
@@ -498,7 +497,7 @@ class _TestSQLApi(PandasSQLTest):
     flavor = 'sqlite'
     mode = None
 
-    def setUp(self):
+    def setup_method(self, method):
         self.conn = self.connect()
         self._load_iris_data()
         self._load_iris_view()
@@ -819,7 +818,7 @@ def test_unicode_column_name(self):
 
 
 @pytest.mark.single
-class TestSQLApi(SQLAlchemyMixIn, _TestSQLApi, unittest.TestCase):
+class TestSQLApi(SQLAlchemyMixIn, _TestSQLApi, tm.TestCase):
     """
     Test the public API as it would be used directly
 
@@ -981,8 +980,8 @@ class _EngineToConnMixin(object):
     A mixin that causes setup_connect to create a conn rather than an engine.
     """
 
-    def setUp(self):
-        super(_EngineToConnMixin, self).setUp()
+    def setup_method(self, method):
+        super(_EngineToConnMixin, self).setup_method(method)
         engine = self.conn
         conn = engine.connect()
         self.__tx = conn.begin()
@@ -990,21 +989,21 @@ def setUp(self):
         self.__engine = engine
         self.conn = conn
 
-    def tearDown(self):
+    def teardown_method(self, method):
         self.__tx.rollback()
         self.conn.close()
         self.conn = self.__engine
         self.pandasSQL = sql.SQLDatabase(self.__engine)
-        super(_EngineToConnMixin, self).tearDown()
+        super(_EngineToConnMixin, self).teardown_method(method)
 
 
 @pytest.mark.single
-class TestSQLApiConn(_EngineToConnMixin, TestSQLApi, unittest.TestCase):
+class TestSQLApiConn(_EngineToConnMixin, TestSQLApi, tm.TestCase):
     pass
 
 
 @pytest.mark.single
-class TestSQLiteFallbackApi(SQLiteMixIn, _TestSQLApi, unittest.TestCase):
+class TestSQLiteFallbackApi(SQLiteMixIn, _TestSQLApi, tm.TestCase):
     """
     Test the public sqlite connection fallback API
 
@@ -1093,7 +1092,7 @@ class _TestSQLAlchemy(SQLAlchemyMixIn, PandasSQLTest):
     flavor = None
 
     @classmethod
-    def setUpClass(cls):
+    def setup_class(cls):
         cls.setup_import()
         cls.setup_driver()
 
@@ -1105,7 +1104,7 @@ def setUpClass(cls):
             msg = "{0} - can't connect to {1} server".format(cls, cls.flavor)
             pytest.skip(msg)
 
-    def setUp(self):
+    def setup_method(self, method):
         self.setup_connect()
 
         self._load_iris_data()
@@ -1822,37 +1821,37 @@ def test_schema_support(self):
 
 
 @pytest.mark.single
-class TestMySQLAlchemy(_TestMySQLAlchemy, _TestSQLAlchemy, unittest.TestCase):
+class TestMySQLAlchemy(_TestMySQLAlchemy, _TestSQLAlchemy, tm.TestCase):
     pass
 
 
 @pytest.mark.single
 class TestMySQLAlchemyConn(_TestMySQLAlchemy, _TestSQLAlchemyConn,
-                           unittest.TestCase):
+                           tm.TestCase):
     pass
 
 
 @pytest.mark.single
 class TestPostgreSQLAlchemy(_TestPostgreSQLAlchemy, _TestSQLAlchemy,
-                            unittest.TestCase):
+                            tm.TestCase):
     pass
 
 
 @pytest.mark.single
 class TestPostgreSQLAlchemyConn(_TestPostgreSQLAlchemy, _TestSQLAlchemyConn,
-                                unittest.TestCase):
+                                tm.TestCase):
     pass
 
 
 @pytest.mark.single
 class TestSQLiteAlchemy(_TestSQLiteAlchemy, _TestSQLAlchemy,
-                        unittest.TestCase):
+                        tm.TestCase):
     pass
 
 
 @pytest.mark.single
 class TestSQLiteAlchemyConn(_TestSQLiteAlchemy, _TestSQLAlchemyConn,
-                            unittest.TestCase):
+                            tm.TestCase):
     pass
 
 
@@ -1860,7 +1859,7 @@ class TestSQLiteAlchemyConn(_TestSQLiteAlchemy, _TestSQLAlchemyConn,
 # -- Test Sqlite / MySQL fallback
 
 @pytest.mark.single
-class TestSQLiteFallback(SQLiteMixIn, PandasSQLTest, unittest.TestCase):
+class TestSQLiteFallback(SQLiteMixIn, PandasSQLTest, tm.TestCase):
     """
     Test the fallback mode against an in-memory sqlite database.
 
@@ -1871,7 +1870,7 @@ class TestSQLiteFallback(SQLiteMixIn, PandasSQLTest, unittest.TestCase):
     def connect(cls):
         return sqlite3.connect(':memory:')
 
-    def setUp(self):
+    def setup_method(self, method):
         self.conn = self.connect()
         self.pandasSQL = sql.SQLiteDatabase(self.conn)
 
@@ -2086,7 +2085,8 @@ def _skip_if_no_pymysql():
 @pytest.mark.single
 class TestXSQLite(SQLiteMixIn, tm.TestCase):
 
-    def setUp(self):
+    def setup_method(self, method):
+        self.method = method
         self.conn = sqlite3.connect(':memory:')
 
     def test_basic(self):
@@ -2186,7 +2186,7 @@ def test_execute_closed_connection(self):
             tquery("select * from test", con=self.conn)
 
         # Initialize connection again (needed for tearDown)
-        self.setUp()
+        self.setup_method(self.method)
 
     def test_na_roundtrip(self):
         pass
@@ -2317,7 +2317,7 @@ def test_deprecated_flavor(self):
 class TestXMySQL(MySQLMixIn, tm.TestCase):
 
     @classmethod
-    def setUpClass(cls):
+    def setup_class(cls):
         _skip_if_no_pymysql()
 
         # test connection
@@ -2345,7 +2345,7 @@ def setUpClass(cls):
                 "[pandas] in your system's mysql default file, "
                 "typically located at ~/.my.cnf or /etc/.my.cnf. ")
 
-    def setUp(self):
+    def setup_method(self, method):
         _skip_if_no_pymysql()
         import pymysql
         try:
@@ -2371,6 +2371,8 @@ def setUp(self):
                 "[pandas] in your system's mysql default file, "
                 "typically located at ~/.my.cnf or /etc/.my.cnf. ")
 
+        self.method = method
+
     def test_basic(self):
         _skip_if_no_pymysql()
         frame = tm.makeTimeDataFrame()
@@ -2498,7 +2500,7 @@ def test_execute_closed_connection(self):
             tquery("select * from test", con=self.conn)
 
         # Initialize connection again (needed for tearDown)
-        self.setUp()
+        self.setup_method(self.method)
 
     def test_na_roundtrip(self):
         _skip_if_no_pymysql()
diff --git a/pandas/tests/io/test_stata.py b/pandas/tests/io/test_stata.py
index 945f0b009a9dac..7867e6866876a8 100644
--- a/pandas/tests/io/test_stata.py
+++ b/pandas/tests/io/test_stata.py
@@ -25,7 +25,7 @@
 
 class TestStata(tm.TestCase):
 
-    def setUp(self):
+    def setup_method(self, method):
         self.dirpath = tm.get_data_path()
         self.dta1_114 = os.path.join(self.dirpath, 'stata1_114.dta')
         self.dta1_117 = os.path.join(self.dirpath, 'stata1_117.dta')
diff --git a/pandas/tests/plotting/common.py b/pandas/tests/plotting/common.py
index 2c0ac974e9e430..9a24e4ae2dad00 100644
--- a/pandas/tests/plotting/common.py
+++ b/pandas/tests/plotting/common.py
@@ -19,11 +19,12 @@
 import pandas.plotting as plotting
 from pandas.plotting._tools import _flatten
 
-
 """
 This is a common base class used for various plotting tests
 """
 
+tm._skip_module_if_no_mpl()
+
 
 def _skip_if_no_scipy_gaussian_kde():
     try:
@@ -41,10 +42,9 @@ def _ok_for_gaussian_kde(kind):
     return True
 
 
-@tm.mplskip
 class TestPlotBase(tm.TestCase):
 
-    def setUp(self):
+    def setup_method(self, method):
 
         import matplotlib as mpl
         mpl.rcdefaults()
@@ -95,7 +95,7 @@ def setUp(self):
                                     "C": np.arange(20) + np.random.uniform(
                                         size=20)})
 
-    def tearDown(self):
+    def teardown_method(self, method):
         tm.close()
 
     @cache_readonly
diff --git a/pandas/tests/plotting/test_boxplot_method.py b/pandas/tests/plotting/test_boxplot_method.py
index 1f70d408767f37..1e06c139806576 100644
--- a/pandas/tests/plotting/test_boxplot_method.py
+++ b/pandas/tests/plotting/test_boxplot_method.py
@@ -21,6 +21,8 @@
 
 """ Test cases for .boxplot method """
 
+tm._skip_module_if_no_mpl()
+
 
 def _skip_if_mpl_14_or_dev_boxplot():
     # GH 8382
@@ -31,7 +33,6 @@ def _skip_if_mpl_14_or_dev_boxplot():
         pytest.skip("Matplotlib Regression in 1.4 and current dev.")
 
 
-@tm.mplskip
 class TestDataFramePlots(TestPlotBase):
 
     @slow
@@ -165,7 +166,6 @@ def test_fontsize(self):
                                 xlabelsize=16, ylabelsize=16)
 
 
-@tm.mplskip
 class TestDataFrameGroupByPlots(TestPlotBase):
 
     @slow
diff --git a/pandas/tests/plotting/test_converter.py b/pandas/tests/plotting/test_converter.py
index e23bc2ef6c563c..21d8d1f0ab5553 100644
--- a/pandas/tests/plotting/test_converter.py
+++ b/pandas/tests/plotting/test_converter.py
@@ -17,7 +17,7 @@ def test_timtetonum_accepts_unicode():
 
 class TestDateTimeConverter(tm.TestCase):
 
-    def setUp(self):
+    def setup_method(self, method):
         self.dtc = converter.DatetimeConverter()
         self.tc = converter.TimeFormatter(None)
 
@@ -148,7 +148,7 @@ def test_convert_nested(self):
 
 class TestPeriodConverter(tm.TestCase):
 
-    def setUp(self):
+    def setup_method(self, method):
         self.pc = converter.PeriodConverter()
 
         class Axis(object):
diff --git a/pandas/tests/plotting/test_datetimelike.py b/pandas/tests/plotting/test_datetimelike.py
index ae8faa031174eb..ed198de11bac11 100644
--- a/pandas/tests/plotting/test_datetimelike.py
+++ b/pandas/tests/plotting/test_datetimelike.py
@@ -20,12 +20,13 @@
 from pandas.tests.plotting.common import (TestPlotBase,
                                           _skip_if_no_scipy_gaussian_kde)
 
+tm._skip_module_if_no_mpl()
+
 
-@tm.mplskip
 class TestTSPlot(TestPlotBase):
 
-    def setUp(self):
-        TestPlotBase.setUp(self)
+    def setup_method(self, method):
+        TestPlotBase.setup_method(self, method)
 
         freq = ['S', 'T', 'H', 'D', 'W', 'M', 'Q', 'A']
         idx = [period_range('12/31/1999', freq=x, periods=100) for x in freq]
@@ -41,7 +42,7 @@ def setUp(self):
                                       columns=['A', 'B', 'C'])
                             for x in idx]
 
-    def tearDown(self):
+    def teardown_method(self, method):
         tm.close()
 
     @slow
diff --git a/pandas/tests/plotting/test_deprecated.py b/pandas/tests/plotting/test_deprecated.py
index d7eaa69460a3ac..48030df48deca3 100644
--- a/pandas/tests/plotting/test_deprecated.py
+++ b/pandas/tests/plotting/test_deprecated.py
@@ -18,8 +18,9 @@
 pandas.tools.plotting
 """
 
+tm._skip_module_if_no_mpl()
+
 
-@tm.mplskip
 class TestDeprecatedNameSpace(TestPlotBase):
 
     @slow
diff --git a/pandas/tests/plotting/test_frame.py b/pandas/tests/plotting/test_frame.py
index 03bc477d6f852e..4a4a71d7ea6398 100644
--- a/pandas/tests/plotting/test_frame.py
+++ b/pandas/tests/plotting/test_frame.py
@@ -27,12 +27,13 @@
                                           _skip_if_no_scipy_gaussian_kde,
                                           _ok_for_gaussian_kde)
 
+tm._skip_module_if_no_mpl()
+
 
-@tm.mplskip
 class TestDataFramePlots(TestPlotBase):
 
-    def setUp(self):
-        TestPlotBase.setUp(self)
+    def setup_method(self, method):
+        TestPlotBase.setup_method(self, method)
         import matplotlib as mpl
         mpl.rcdefaults()
 
diff --git a/pandas/tests/plotting/test_groupby.py b/pandas/tests/plotting/test_groupby.py
index 121f2f9b756989..8dcf73bce03c06 100644
--- a/pandas/tests/plotting/test_groupby.py
+++ b/pandas/tests/plotting/test_groupby.py
@@ -10,8 +10,9 @@
 
 from pandas.tests.plotting.common import TestPlotBase
 
+tm._skip_module_if_no_mpl()
+
 
-@tm.mplskip
 class TestDataFrameGroupByPlots(TestPlotBase):
 
     def test_series_groupby_plotting_nominally_works(self):
diff --git a/pandas/tests/plotting/test_hist_method.py b/pandas/tests/plotting/test_hist_method.py
index b75fcd4d8b680e..c3e32f52e0474e 100644
--- a/pandas/tests/plotting/test_hist_method.py
+++ b/pandas/tests/plotting/test_hist_method.py
@@ -15,11 +15,13 @@
 from pandas.tests.plotting.common import (TestPlotBase, _check_plot_works)
 
 
-@tm.mplskip
+tm._skip_module_if_no_mpl()
+
+
 class TestSeriesPlots(TestPlotBase):
 
-    def setUp(self):
-        TestPlotBase.setUp(self)
+    def setup_method(self, method):
+        TestPlotBase.setup_method(self, method)
         import matplotlib as mpl
         mpl.rcdefaults()
 
@@ -140,7 +142,6 @@ def test_plot_fails_when_ax_differs_from_figure(self):
             self.ts.hist(ax=ax1, figure=fig2)
 
 
-@tm.mplskip
 class TestDataFramePlots(TestPlotBase):
 
     @slow
@@ -251,7 +252,6 @@ def test_tight_layout(self):
             tm.close()
 
 
-@tm.mplskip
 class TestDataFrameGroupByPlots(TestPlotBase):
 
     @slow
diff --git a/pandas/tests/plotting/test_misc.py b/pandas/tests/plotting/test_misc.py
index 3a9cb309db7075..9eace32aa19a33 100644
--- a/pandas/tests/plotting/test_misc.py
+++ b/pandas/tests/plotting/test_misc.py
@@ -17,12 +17,13 @@
 from pandas.tests.plotting.common import (TestPlotBase, _check_plot_works,
                                           _ok_for_gaussian_kde)
 
+tm._skip_module_if_no_mpl()
+
 
-@tm.mplskip
 class TestSeriesPlots(TestPlotBase):
 
-    def setUp(self):
-        TestPlotBase.setUp(self)
+    def setup_method(self, method):
+        TestPlotBase.setup_method(self, method)
         import matplotlib as mpl
         mpl.rcdefaults()
 
@@ -50,7 +51,6 @@ def test_bootstrap_plot(self):
         _check_plot_works(bootstrap_plot, series=self.ts, size=10)
 
 
-@tm.mplskip
 class TestDataFramePlots(TestPlotBase):
 
     @slow
diff --git a/pandas/tests/plotting/test_series.py b/pandas/tests/plotting/test_series.py
index 91a27142069c70..448661c7af0e94 100644
--- a/pandas/tests/plotting/test_series.py
+++ b/pandas/tests/plotting/test_series.py
@@ -22,12 +22,13 @@
                                           _skip_if_no_scipy_gaussian_kde,
                                           _ok_for_gaussian_kde)
 
+tm._skip_module_if_no_mpl()
+
 
-@tm.mplskip
 class TestSeriesPlots(TestPlotBase):
 
-    def setUp(self):
-        TestPlotBase.setUp(self)
+    def setup_method(self, method):
+        TestPlotBase.setup_method(self, method)
         import matplotlib as mpl
         mpl.rcdefaults()
 
diff --git a/pandas/tests/reshape/test_concat.py b/pandas/tests/reshape/test_concat.py
index 2d4d0a09060dea..1842af465ca890 100644
--- a/pandas/tests/reshape/test_concat.py
+++ b/pandas/tests/reshape/test_concat.py
@@ -19,7 +19,7 @@
 
 class ConcatenateBase(tm.TestCase):
 
-    def setUp(self):
+    def setup_method(self, method):
         self.frame = DataFrame(tm.getSeriesData())
         self.mixed_frame = self.frame.copy()
         self.mixed_frame['foo'] = 'bar'
@@ -31,7 +31,7 @@ class TestConcatAppendCommon(ConcatenateBase):
     Test common dtype coercion rules between concat and append.
     """
 
-    def setUp(self):
+    def setup_method(self, method):
 
         dt_data = [pd.Timestamp('2011-01-01'),
                    pd.Timestamp('2011-01-02'),
diff --git a/pandas/tests/reshape/test_hashing.py b/pandas/tests/reshape/test_hashing.py
index 85807da33e38d9..622768353dd50f 100644
--- a/pandas/tests/reshape/test_hashing.py
+++ b/pandas/tests/reshape/test_hashing.py
@@ -11,7 +11,7 @@
 
 class TestHashing(tm.TestCase):
 
-    def setUp(self):
+    def setup_method(self, method):
         self.df = DataFrame(
             {'i32': np.array([1, 2, 3] * 3, dtype='int32'),
              'f32': np.array([None, 2.5, 3.5] * 3, dtype='float32'),
diff --git a/pandas/tests/reshape/test_join.py b/pandas/tests/reshape/test_join.py
index cda343175fd0a9..3a6985fd4a3734 100644
--- a/pandas/tests/reshape/test_join.py
+++ b/pandas/tests/reshape/test_join.py
@@ -21,7 +21,7 @@
 
 class TestJoin(tm.TestCase):
 
-    def setUp(self):
+    def setup_method(self, method):
         # aggregate multiple columns
         self.df = DataFrame({'key1': get_test_data(),
                              'key2': get_test_data(),
diff --git a/pandas/tests/reshape/test_merge.py b/pandas/tests/reshape/test_merge.py
index db0e4631381f1e..e36b7ecbc3c7b2 100644
--- a/pandas/tests/reshape/test_merge.py
+++ b/pandas/tests/reshape/test_merge.py
@@ -35,7 +35,7 @@ def get_test_data(ngroups=NGROUPS, n=N):
 
 class TestMerge(tm.TestCase):
 
-    def setUp(self):
+    def setup_method(self, method):
         # aggregate multiple columns
         self.df = DataFrame({'key1': get_test_data(),
                              'key2': get_test_data(),
@@ -739,7 +739,7 @@ def _check_merge(x, y):
 
 class TestMergeMulti(tm.TestCase):
 
-    def setUp(self):
+    def setup_method(self, method):
         self.index = MultiIndex(levels=[['foo', 'bar', 'baz', 'qux'],
                                         ['one', 'two', 'three']],
                                 labels=[[0, 0, 0, 1, 1, 2, 2, 3, 3, 3],
diff --git a/pandas/tests/reshape/test_merge_asof.py b/pandas/tests/reshape/test_merge_asof.py
index 7934b8abf85a84..7e33449c926650 100644
--- a/pandas/tests/reshape/test_merge_asof.py
+++ b/pandas/tests/reshape/test_merge_asof.py
@@ -23,7 +23,7 @@ def read_data(self, name, dedupe=False):
         x.time = to_datetime(x.time)
         return x
 
-    def setUp(self):
+    def setup_method(self, method):
 
         self.trades = self.read_data('trades.csv')
         self.quotes = self.read_data('quotes.csv', dedupe=True)
diff --git a/pandas/tests/reshape/test_merge_ordered.py b/pandas/tests/reshape/test_merge_ordered.py
index 1f1eee0e9980b5..375e2e13847e8c 100644
--- a/pandas/tests/reshape/test_merge_ordered.py
+++ b/pandas/tests/reshape/test_merge_ordered.py
@@ -8,7 +8,7 @@
 
 class TestOrderedMerge(tm.TestCase):
 
-    def setUp(self):
+    def setup_method(self, method):
         self.left = DataFrame({'key': ['a', 'c', 'e'],
                                'lvalue': [1, 2., 3]})
 
diff --git a/pandas/tests/reshape/test_pivot.py b/pandas/tests/reshape/test_pivot.py
index df679966e0002d..905cd27ca4c58e 100644
--- a/pandas/tests/reshape/test_pivot.py
+++ b/pandas/tests/reshape/test_pivot.py
@@ -17,7 +17,7 @@
 
 class TestPivotTable(tm.TestCase):
 
-    def setUp(self):
+    def setup_method(self, method):
         self.data = DataFrame({'A': ['foo', 'foo', 'foo', 'foo',
                                      'bar', 'bar', 'bar', 'bar',
                                      'foo', 'foo', 'foo'],
@@ -984,7 +984,7 @@ def test_pivot_table_not_series(self):
 
 class TestCrosstab(tm.TestCase):
 
-    def setUp(self):
+    def setup_method(self, method):
         df = DataFrame({'A': ['foo', 'foo', 'foo', 'foo',
                               'bar', 'bar', 'bar', 'bar',
                               'foo', 'foo', 'foo'],
diff --git a/pandas/tests/reshape/test_reshape.py b/pandas/tests/reshape/test_reshape.py
index 87cd0637f11258..de2fe444bc4eaf 100644
--- a/pandas/tests/reshape/test_reshape.py
+++ b/pandas/tests/reshape/test_reshape.py
@@ -19,7 +19,7 @@
 
 class TestMelt(tm.TestCase):
 
-    def setUp(self):
+    def setup_method(self, method):
         self.df = tm.makeTimeDataFrame()[:10]
         self.df['id1'] = (self.df['A'] > 0).astype(np.int64)
         self.df['id2'] = (self.df['B'] > 0).astype(np.int64)
@@ -220,7 +220,7 @@ class TestGetDummies(tm.TestCase):
 
     sparse = False
 
-    def setUp(self):
+    def setup_method(self, method):
         self.df = DataFrame({'A': ['a', 'b', 'a'],
                              'B': ['b', 'b', 'c'],
                              'C': [1, 2, 3]})
diff --git a/pandas/tests/scalar/test_interval.py b/pandas/tests/scalar/test_interval.py
index 079c41657bec6e..fab6f170bec60c 100644
--- a/pandas/tests/scalar/test_interval.py
+++ b/pandas/tests/scalar/test_interval.py
@@ -6,7 +6,7 @@
 
 
 class TestInterval(tm.TestCase):
-    def setUp(self):
+    def setup_method(self, method):
         self.interval = Interval(0, 1)
 
     def test_properties(self):
diff --git a/pandas/tests/scalar/test_period.py b/pandas/tests/scalar/test_period.py
index 2e60cfdb7a4f2b..8c89fa60b12d6a 100644
--- a/pandas/tests/scalar/test_period.py
+++ b/pandas/tests/scalar/test_period.py
@@ -923,7 +923,7 @@ def test_get_period_field_array_raises_on_out_of_range(self):
 
 class TestComparisons(tm.TestCase):
 
-    def setUp(self):
+    def setup_method(self, method):
         self.january1 = Period('2000-01', 'M')
         self.january2 = Period('2000-01', 'M')
         self.february = Period('2000-02', 'M')
diff --git a/pandas/tests/scalar/test_timedelta.py b/pandas/tests/scalar/test_timedelta.py
index 5659bc26fc1ccb..82d6f6e8c84e5f 100644
--- a/pandas/tests/scalar/test_timedelta.py
+++ b/pandas/tests/scalar/test_timedelta.py
@@ -15,7 +15,7 @@
 class TestTimedeltas(tm.TestCase):
     _multiprocess_can_split_ = True
 
-    def setUp(self):
+    def setup_method(self, method):
         pass
 
     def test_construction(self):
diff --git a/pandas/tests/scalar/test_timestamp.py b/pandas/tests/scalar/test_timestamp.py
index 04b33bbc6c3bfe..64f68112f4b811 100644
--- a/pandas/tests/scalar/test_timestamp.py
+++ b/pandas/tests/scalar/test_timestamp.py
@@ -1096,7 +1096,7 @@ def test_is_leap_year(self):
 
 class TestTimestampNsOperations(tm.TestCase):
 
-    def setUp(self):
+    def setup_method(self, method):
         self.timestamp = Timestamp(datetime.utcnow())
 
     def assert_ns_timedelta(self, modified_timestamp, expected_value):
diff --git a/pandas/tests/series/test_indexing.py b/pandas/tests/series/test_indexing.py
index 394ae88983faa5..8eae59a473995f 100644
--- a/pandas/tests/series/test_indexing.py
+++ b/pandas/tests/series/test_indexing.py
@@ -2254,7 +2254,7 @@ def test_setitem_slice_into_readonly_backing_data(self):
 
 class TestTimeSeriesDuplicates(tm.TestCase):
 
-    def setUp(self):
+    def setup_method(self, method):
         dates = [datetime(2000, 1, 2), datetime(2000, 1, 2),
                  datetime(2000, 1, 2), datetime(2000, 1, 3),
                  datetime(2000, 1, 3), datetime(2000, 1, 3),
@@ -2499,7 +2499,7 @@ class TestDatetimeIndexing(tm.TestCase):
     Also test support for datetime64[ns] in Series / DataFrame
     """
 
-    def setUp(self):
+    def setup_method(self, method):
         dti = DatetimeIndex(start=datetime(2005, 1, 1),
                             end=datetime(2005, 1, 10), freq='Min')
         self.series = Series(np.random.rand(len(dti)), dti)
@@ -2640,7 +2640,7 @@ def test_frame_datetime64_duplicated(self):
 
 class TestNatIndexing(tm.TestCase):
 
-    def setUp(self):
+    def setup_method(self, method):
         self.series = Series(date_range('1/1/2000', periods=10))
 
     # ---------------------------------------------------------------------
diff --git a/pandas/tests/series/test_period.py b/pandas/tests/series/test_period.py
index 5ea27d605c28a8..792d5b9e5c3835 100644
--- a/pandas/tests/series/test_period.py
+++ b/pandas/tests/series/test_period.py
@@ -12,7 +12,7 @@ def _permute(obj):
 
 class TestSeriesPeriod(tm.TestCase):
 
-    def setUp(self):
+    def setup_method(self, method):
         self.series = Series(period_range('2000-01-01', periods=10, freq='D'))
 
     def test_auto_conversion(self):
diff --git a/pandas/tests/sparse/test_array.py b/pandas/tests/sparse/test_array.py
index 9a2c958a252af3..c205a1efbeeb1a 100644
--- a/pandas/tests/sparse/test_array.py
+++ b/pandas/tests/sparse/test_array.py
@@ -17,7 +17,7 @@
 
 class TestSparseArray(tm.TestCase):
 
-    def setUp(self):
+    def setup_method(self, method):
         self.arr_data = np.array([nan, nan, 1, 2, 3, nan, 4, 5, nan, 6])
         self.arr = SparseArray(self.arr_data)
         self.zarr = SparseArray([0, 0, 1, 2, 3, 0, 4, 5, 0, 6], fill_value=0)
diff --git a/pandas/tests/sparse/test_combine_concat.py b/pandas/tests/sparse/test_combine_concat.py
index 57b4065744e32f..ab56a83c905300 100644
--- a/pandas/tests/sparse/test_combine_concat.py
+++ b/pandas/tests/sparse/test_combine_concat.py
@@ -124,7 +124,7 @@ def test_concat_sparse_dense(self):
 
 class TestSparseDataFrameConcat(tm.TestCase):
 
-    def setUp(self):
+    def setup_method(self, method):
 
         self.dense1 = pd.DataFrame({'A': [0., 1., 2., np.nan],
                                     'B': [0., 0., 0., 0.],
diff --git a/pandas/tests/sparse/test_frame.py b/pandas/tests/sparse/test_frame.py
index f2dd2aa79cc6a8..762bfba85dd0a3 100644
--- a/pandas/tests/sparse/test_frame.py
+++ b/pandas/tests/sparse/test_frame.py
@@ -29,7 +29,7 @@
 class TestSparseDataFrame(tm.TestCase, SharedWithSparse):
     klass = SparseDataFrame
 
-    def setUp(self):
+    def setup_method(self, method):
         self.data = {'A': [nan, nan, nan, 0, 1, 2, 3, 4, 5, 6],
                      'B': [0, 1, 2, nan, nan, nan, 3, 4, 5, 6],
                      'C': np.arange(10, dtype=np.float64),
@@ -1275,7 +1275,7 @@ def test_comparison_op_scalar(self):
 
 
 class TestSparseDataFrameAnalytics(tm.TestCase):
-    def setUp(self):
+    def setup_method(self, method):
         self.data = {'A': [nan, nan, nan, 0, 1, 2, 3, 4, 5, 6],
                      'B': [0, 1, 2, nan, nan, nan, 3, 4, 5, 6],
                      'C': np.arange(10, dtype=float),
diff --git a/pandas/tests/sparse/test_groupby.py b/pandas/tests/sparse/test_groupby.py
index 23bea94a2aef8e..501e40c6ebffdd 100644
--- a/pandas/tests/sparse/test_groupby.py
+++ b/pandas/tests/sparse/test_groupby.py
@@ -6,7 +6,7 @@
 
 class TestSparseGroupBy(tm.TestCase):
 
-    def setUp(self):
+    def setup_method(self, method):
         self.dense = pd.DataFrame({'A': ['foo', 'bar', 'foo', 'bar',
                                          'foo', 'bar', 'foo', 'foo'],
                                    'B': ['one', 'one', 'two', 'three',
diff --git a/pandas/tests/sparse/test_indexing.py b/pandas/tests/sparse/test_indexing.py
index 0fc2211bbeeae5..bb449c05729d46 100644
--- a/pandas/tests/sparse/test_indexing.py
+++ b/pandas/tests/sparse/test_indexing.py
@@ -8,7 +8,7 @@
 
 class TestSparseSeriesIndexing(tm.TestCase):
 
-    def setUp(self):
+    def setup_method(self, method):
         self.orig = pd.Series([1, np.nan, np.nan, 3, np.nan])
         self.sparse = self.orig.to_sparse()
 
@@ -446,7 +446,7 @@ def tests_indexing_with_sparse(self):
 
 class TestSparseSeriesMultiIndexing(TestSparseSeriesIndexing):
 
-    def setUp(self):
+    def setup_method(self, method):
         # Mi with duplicated values
         idx = pd.MultiIndex.from_tuples([('A', 0), ('A', 1), ('B', 0),
                                          ('C', 0), ('C', 1)])
@@ -954,7 +954,7 @@ def test_reindex_fill_value(self):
 
 class TestMultitype(tm.TestCase):
 
-    def setUp(self):
+    def setup_method(self, method):
         self.cols = ['string', 'int', 'float', 'object']
 
         self.string_series = pd.SparseSeries(['a', 'b', 'c'])
diff --git a/pandas/tests/sparse/test_list.py b/pandas/tests/sparse/test_list.py
index 941e07a5582b0b..3eab34661ae2b4 100644
--- a/pandas/tests/sparse/test_list.py
+++ b/pandas/tests/sparse/test_list.py
@@ -1,5 +1,4 @@
 from pandas.compat import range
-import unittest
 
 from numpy import nan
 import numpy as np
@@ -8,9 +7,9 @@
 import pandas.util.testing as tm
 
 
-class TestSparseList(unittest.TestCase):
+class TestSparseList(tm.TestCase):
 
-    def setUp(self):
+    def setup_method(self, method):
         self.na_data = np.array([nan, nan, 1, 2, 3, nan, 4, 5, nan, 6])
         self.zero_data = np.array([0, 0, 1, 2, 3, 0, 4, 5, 0, 6])
 
diff --git a/pandas/tests/sparse/test_pivot.py b/pandas/tests/sparse/test_pivot.py
index 4ff9f20093c67c..57c47b4e688115 100644
--- a/pandas/tests/sparse/test_pivot.py
+++ b/pandas/tests/sparse/test_pivot.py
@@ -5,7 +5,7 @@
 
 class TestPivotTable(tm.TestCase):
 
-    def setUp(self):
+    def setup_method(self, method):
         self.dense = pd.DataFrame({'A': ['foo', 'bar', 'foo', 'bar',
                                          'foo', 'bar', 'foo', 'foo'],
                                    'B': ['one', 'one', 'two', 'three',
diff --git a/pandas/tests/sparse/test_series.py b/pandas/tests/sparse/test_series.py
index 0f04e1a06900da..b756b63523798c 100644
--- a/pandas/tests/sparse/test_series.py
+++ b/pandas/tests/sparse/test_series.py
@@ -58,7 +58,7 @@ def _test_data2_zero():
 
 class TestSparseSeries(tm.TestCase, SharedWithSparse):
 
-    def setUp(self):
+    def setup_method(self, method):
         arr, index = _test_data1()
 
         date_index = bdate_range('1/1/2011', periods=len(index))
@@ -936,7 +936,7 @@ def test_combine_first(self):
 
 class TestSparseHandlingMultiIndexes(tm.TestCase):
 
-    def setUp(self):
+    def setup_method(self, method):
         miindex = pd.MultiIndex.from_product(
             [["x", "y"], ["10", "20"]], names=['row-foo', 'row-bar'])
         micol = pd.MultiIndex.from_product(
@@ -963,7 +963,7 @@ def test_round_trip_preserve_multiindex_names(self):
 class TestSparseSeriesScipyInteraction(tm.TestCase):
     # Issue 8048: add SparseSeries coo methods
 
-    def setUp(self):
+    def setup_method(self, method):
         tm._skip_if_no_scipy()
         import scipy.sparse
         # SparseSeries inputs used in tests, the tests rely on the order
@@ -1312,7 +1312,7 @@ def _dense_series_compare(s, f):
 
 class TestSparseSeriesAnalytics(tm.TestCase):
 
-    def setUp(self):
+    def setup_method(self, method):
         arr, index = _test_data1()
         self.bseries = SparseSeries(arr, index=index, kind='block',
                                     name='bseries')
diff --git a/pandas/tests/test_algos.py b/pandas/tests/test_algos.py
index 86d9ab3643cc93..dda95426d80117 100644
--- a/pandas/tests/test_algos.py
+++ b/pandas/tests/test_algos.py
@@ -282,7 +282,7 @@ def test_complex_sorting(self):
         # gh 12666 - check no segfault
         # Test not valid numpy versions older than 1.11
         if pd._np_version_under1p11:
-            self.skipTest("Test valid only for numpy 1.11+")
+            pytest.skip("Test valid only for numpy 1.11+")
 
         x17 = np.array([complex(i) for i in range(17)], dtype=object)
 
diff --git a/pandas/tests/test_base.py b/pandas/tests/test_base.py
index ed0d61cdbbaf96..dcc685ceef28e2 100644
--- a/pandas/tests/test_base.py
+++ b/pandas/tests/test_base.py
@@ -109,7 +109,7 @@ class Delegate(PandasDelegate):
         def __init__(self, obj):
             self.obj = obj
 
-    def setUp(self):
+    def setup_method(self, method):
         pass
 
     def test_invalida_delgation(self):
@@ -162,7 +162,7 @@ def _allow_na_ops(self, obj):
             return False
         return True
 
-    def setUp(self):
+    def setup_method(self, method):
         self.bool_index = tm.makeBoolIndex(10, name='a')
         self.int_index = tm.makeIntIndex(10, name='a')
         self.float_index = tm.makeFloatIndex(10, name='a')
@@ -259,8 +259,8 @@ def test_binary_ops_docs(self):
 
 class TestIndexOps(Ops):
 
-    def setUp(self):
-        super(TestIndexOps, self).setUp()
+    def setup_method(self, method):
+        super(TestIndexOps, self).setup_method(method)
         self.is_valid_objs = [o for o in self.objs if o._allow_index_ops]
         self.not_valid_objs = [o for o in self.objs if not o._allow_index_ops]
 
diff --git a/pandas/tests/test_categorical.py b/pandas/tests/test_categorical.py
index 515ca8d9cedc54..2a53cf15278e01 100644
--- a/pandas/tests/test_categorical.py
+++ b/pandas/tests/test_categorical.py
@@ -30,7 +30,7 @@
 
 class TestCategorical(tm.TestCase):
 
-    def setUp(self):
+    def setup_method(self, method):
         self.factor = Categorical(['a', 'b', 'b', 'a', 'a', 'c', 'c', 'c'],
                                   ordered=True)
 
@@ -1602,7 +1602,7 @@ def test_validate_inplace(self):
 
 class TestCategoricalAsBlock(tm.TestCase):
 
-    def setUp(self):
+    def setup_method(self, method):
         self.factor = Categorical(['a', 'b', 'b', 'a', 'a', 'c', 'c', 'c'])
 
         df = DataFrame({'value': np.random.randint(0, 10000, 100)})
diff --git a/pandas/tests/test_config.py b/pandas/tests/test_config.py
index ba055b105dc41b..79475b297f83ca 100644
--- a/pandas/tests/test_config.py
+++ b/pandas/tests/test_config.py
@@ -1,12 +1,13 @@
 # -*- coding: utf-8 -*-
 import pytest
 
+import pandas.util.testing as tm
 import pandas as pd
-import unittest
+
 import warnings
 
 
-class TestConfig(unittest.TestCase):
+class TestConfig(tm.TestCase):
 
     def __init__(self, *args):
         super(TestConfig, self).__init__(*args)
@@ -17,14 +18,14 @@ def __init__(self, *args):
         self.do = deepcopy(getattr(self.cf, '_deprecated_options'))
         self.ro = deepcopy(getattr(self.cf, '_registered_options'))
 
-    def setUp(self):
+    def setup_method(self, method):
         setattr(self.cf, '_global_config', {})
         setattr(
             self.cf, 'options', self.cf.DictWrapper(self.cf._global_config))
         setattr(self.cf, '_deprecated_options', {})
         setattr(self.cf, '_registered_options', {})
 
-    def tearDown(self):
+    def teardown_method(self, method):
         setattr(self.cf, '_global_config', self.gc)
         setattr(self.cf, '_deprecated_options', self.do)
         setattr(self.cf, '_registered_options', self.ro)
diff --git a/pandas/tests/test_expressions.py b/pandas/tests/test_expressions.py
index 8ef29097b66e8e..79b057c0548a99 100644
--- a/pandas/tests/test_expressions.py
+++ b/pandas/tests/test_expressions.py
@@ -58,7 +58,7 @@
 @pytest.mark.skipif(not expr._USE_NUMEXPR, reason='not using numexpr')
 class TestExpressions(tm.TestCase):
 
-    def setUp(self):
+    def setup_method(self, method):
 
         self.frame = _frame.copy()
         self.frame2 = _frame2.copy()
@@ -67,7 +67,7 @@ def setUp(self):
         self.integer = _integer.copy()
         self._MIN_ELEMENTS = expr._MIN_ELEMENTS
 
-    def tearDown(self):
+    def teardown_method(self, method):
         expr._MIN_ELEMENTS = self._MIN_ELEMENTS
 
     def run_arithmetic(self, df, other, assert_func, check_dtype=False,
diff --git a/pandas/tests/test_internals.py b/pandas/tests/test_internals.py
index 61b4369d21ab4f..0f2a3ce1d1e949 100644
--- a/pandas/tests/test_internals.py
+++ b/pandas/tests/test_internals.py
@@ -194,7 +194,7 @@ def create_mgr(descr, item_shape=None):
 
 class TestBlock(tm.TestCase):
 
-    def setUp(self):
+    def setup_method(self, method):
         # self.fblock = get_float_ex()  # a,c,e
         # self.cblock = get_complex_ex() #
         # self.oblock = get_obj_ex()
diff --git a/pandas/tests/test_multilevel.py b/pandas/tests/test_multilevel.py
index f4cb07625faf2e..bfab10b7e63e7a 100644
--- a/pandas/tests/test_multilevel.py
+++ b/pandas/tests/test_multilevel.py
@@ -22,7 +22,7 @@
 
 class Base(object):
 
-    def setUp(self):
+    def setup_method(self, method):
 
         index = MultiIndex(levels=[['foo', 'bar', 'baz', 'qux'], ['one', 'two',
                                                                   'three']],
diff --git a/pandas/tests/test_nanops.py b/pandas/tests/test_nanops.py
index efa647fd91a0d9..c5ecd75290fc68 100644
--- a/pandas/tests/test_nanops.py
+++ b/pandas/tests/test_nanops.py
@@ -18,7 +18,7 @@
 
 class TestnanopsDataFrame(tm.TestCase):
 
-    def setUp(self):
+    def setup_method(self, method):
         np.random.seed(11235)
         nanops._USE_BOTTLENECK = False
 
@@ -118,7 +118,7 @@ def setUp(self):
         self.arr_float_nan_inf_1d = self.arr_float_nan_inf[:, 0, 0]
         self.arr_nan_nan_inf_1d = self.arr_nan_nan_inf[:, 0, 0]
 
-    def tearDown(self):
+    def teardown_method(self, method):
         nanops._USE_BOTTLENECK = use_bn
 
     def check_results(self, targ, res, axis, check_dtype=True):
@@ -786,7 +786,7 @@ class TestNanvarFixedValues(tm.TestCase):
 
     # xref GH10242
 
-    def setUp(self):
+    def setup_method(self, method):
         # Samples from a normal distribution.
         self.variance = variance = 3.0
         self.samples = self.prng.normal(scale=variance ** 0.5, size=100000)
@@ -899,7 +899,7 @@ class TestNanskewFixedValues(tm.TestCase):
 
     # xref GH 11974
 
-    def setUp(self):
+    def setup_method(self, method):
         # Test data + skewness value (computed with scipy.stats.skew)
         self.samples = np.sin(np.linspace(0, 1, 200))
         self.actual_skew = -0.1875895205961754
@@ -949,7 +949,7 @@ class TestNankurtFixedValues(tm.TestCase):
 
     # xref GH 11974
 
-    def setUp(self):
+    def setup_method(self, method):
         # Test data + kurtosis value (computed with scipy.stats.kurtosis)
         self.samples = np.sin(np.linspace(0, 1, 200))
         self.actual_kurt = -1.2058303433799713
diff --git a/pandas/tests/test_panel.py b/pandas/tests/test_panel.py
index b9cceab4d65f43..44e1db494c0419 100644
--- a/pandas/tests/test_panel.py
+++ b/pandas/tests/test_panel.py
@@ -908,7 +908,7 @@ class TestPanel(tm.TestCase, PanelTests, CheckIndexing, SafeForLongAndSparse,
     def assert_panel_equal(cls, x, y):
         assert_panel_equal(x, y)
 
-    def setUp(self):
+    def setup_method(self, method):
         self.panel = make_test_panel()
         self.panel.major_axis.name = None
         self.panel.minor_axis.name = None
@@ -2435,7 +2435,7 @@ class TestLongPanel(tm.TestCase):
     LongPanel no longer exists, but...
     """
 
-    def setUp(self):
+    def setup_method(self, method):
         panel = make_test_panel()
         self.panel = panel.to_frame()
         self.unfiltered_panel = panel.to_frame(filter_observations=False)
diff --git a/pandas/tests/test_panel4d.py b/pandas/tests/test_panel4d.py
index 1b611309aece00..7d966422a7d793 100644
--- a/pandas/tests/test_panel4d.py
+++ b/pandas/tests/test_panel4d.py
@@ -596,7 +596,7 @@ def test_set_value(self):
 class TestPanel4d(tm.TestCase, CheckIndexing, SafeForSparse,
                   SafeForLongAndSparse):
 
-    def setUp(self):
+    def setup_method(self, method):
         with catch_warnings(record=True):
             self.panel4d = tm.makePanel4D(nper=8)
             add_nans(self.panel4d)
@@ -685,7 +685,7 @@ def test_ctor_dict(self):
             tm.assert_panel_equal(panel4d['A'], self.panel4d['l1'])
             tm.assert_frame_equal(panel4d.loc['B', 'ItemB', :, :],
                                   self.panel4d.loc['l2', ['ItemB'],
-                                  :, :]['ItemB'])
+                                                   :, :]['ItemB'])
 
     def test_constructor_dict_mixed(self):
         with catch_warnings(record=True):
@@ -798,7 +798,7 @@ def test_reindex(self):
                                      method='pad')
 
             tm.assert_panel_equal(larger.loc[:, :,
-                                  self.panel4d.major_axis[1], :],
+                                             self.panel4d.major_axis[1], :],
                                   smaller.loc[:, :, smaller_major[0], :])
 
             # don't necessarily copy
diff --git a/pandas/tests/test_panelnd.py b/pandas/tests/test_panelnd.py
index 33c37e9c8feb2b..7861b98b0ddd99 100644
--- a/pandas/tests/test_panelnd.py
+++ b/pandas/tests/test_panelnd.py
@@ -11,7 +11,7 @@
 
 class TestPanelnd(tm.TestCase):
 
-    def setUp(self):
+    def setup_method(self, method):
         pass
 
     def test_4d_construction(self):
diff --git a/pandas/tests/test_resample.py b/pandas/tests/test_resample.py
index 276e9a12c19932..c6719790c9e358 100644
--- a/pandas/tests/test_resample.py
+++ b/pandas/tests/test_resample.py
@@ -52,7 +52,7 @@ def _simple_pts(start, end, freq='D'):
 
 class TestResampleAPI(tm.TestCase):
 
-    def setUp(self):
+    def setup_method(self, method):
         dti = DatetimeIndex(start=datetime(2005, 1, 1),
                             end=datetime(2005, 1, 10), freq='Min')
 
@@ -850,7 +850,7 @@ def test_resample_loffset_arg_type(self):
 class TestDatetimeIndex(Base, tm.TestCase):
     _index_factory = lambda x: date_range
 
-    def setUp(self):
+    def setup_method(self, method):
         dti = DatetimeIndex(start=datetime(2005, 1, 1),
                             end=datetime(2005, 1, 10), freq='Min')
 
@@ -2796,7 +2796,7 @@ def test_asfreq_bug(self):
 
 class TestResamplerGrouper(tm.TestCase):
 
-    def setUp(self):
+    def setup_method(self, method):
         self.frame = DataFrame({'A': [1] * 20 + [2] * 12 + [3] * 8,
                                 'B': np.arange(40)},
                                index=date_range('1/1/2000',
@@ -2991,7 +2991,7 @@ def test_median_duplicate_columns(self):
 
 class TestTimeGrouper(tm.TestCase):
 
-    def setUp(self):
+    def setup_method(self, method):
         self.ts = Series(np.random.randn(1000),
                          index=date_range('1/1/2000', periods=1000))
 
diff --git a/pandas/tests/test_testing.py b/pandas/tests/test_testing.py
index 2c0cd55205a5a6..2e84638533820a 100644
--- a/pandas/tests/test_testing.py
+++ b/pandas/tests/test_testing.py
@@ -1,6 +1,5 @@
 # -*- coding: utf-8 -*-
 import pandas as pd
-import unittest
 import pytest
 import numpy as np
 import sys
@@ -340,7 +339,7 @@ def test_assert_almost_equal_iterable_message(self):
             assert_almost_equal([1, 2], [1, 3])
 
 
-class TestAssertIndexEqual(unittest.TestCase):
+class TestAssertIndexEqual(tm.TestCase):
 
     def test_index_equal_message(self):
 
@@ -680,7 +679,7 @@ def test_frame_equal_message(self):
                                by_blocks=True)
 
 
-class TestAssertCategoricalEqual(unittest.TestCase):
+class TestAssertCategoricalEqual(tm.TestCase):
 
     def test_categorical_equal_message(self):
 
@@ -718,7 +717,7 @@ def test_categorical_equal_message(self):
             tm.assert_categorical_equal(a, b)
 
 
-class TestRNGContext(unittest.TestCase):
+class TestRNGContext(tm.TestCase):
 
     def test_RNGContext(self):
         expected0 = 1.764052345967664
diff --git a/pandas/tests/test_util.py b/pandas/tests/test_util.py
index 80eb5bb9dfe163..e9e04f76704f2d 100644
--- a/pandas/tests/test_util.py
+++ b/pandas/tests/test_util.py
@@ -22,7 +22,7 @@
 
 class TestDecorators(tm.TestCase):
 
-    def setUp(self):
+    def setup_method(self, method):
         @deprecate_kwarg('old', 'new')
         def _f1(new=False):
             return new
@@ -410,8 +410,8 @@ def test_numpy_errstate_is_default():
 class TestLocaleUtils(tm.TestCase):
 
     @classmethod
-    def setUpClass(cls):
-        super(TestLocaleUtils, cls).setUpClass()
+    def setup_class(cls):
+        super(TestLocaleUtils, cls).setup_class()
         cls.locales = tm.get_locales()
 
         if not cls.locales:
@@ -420,8 +420,8 @@ def setUpClass(cls):
         tm._skip_if_windows()
 
     @classmethod
-    def tearDownClass(cls):
-        super(TestLocaleUtils, cls).tearDownClass()
+    def teardown_class(cls):
+        super(TestLocaleUtils, cls).teardown_class()
         del cls.locales
 
     def test_get_locales(self):
diff --git a/pandas/tests/test_window.py b/pandas/tests/test_window.py
index d3e427dfb4c7b9..5436f3c3420198 100644
--- a/pandas/tests/test_window.py
+++ b/pandas/tests/test_window.py
@@ -48,7 +48,7 @@ def _create_data(self):
 
 class TestApi(Base):
 
-    def setUp(self):
+    def setup_method(self, method):
         self._create_data()
 
     def test_getitem(self):
@@ -315,7 +315,7 @@ def test_how_compat(self):
 
 class TestWindow(Base):
 
-    def setUp(self):
+    def setup_method(self, method):
         self._create_data()
 
     def test_constructor(self):
@@ -360,7 +360,7 @@ def test_numpy_compat(self):
 
 class TestRolling(Base):
 
-    def setUp(self):
+    def setup_method(self, method):
         self._create_data()
 
     def test_doc_string(self):
@@ -444,7 +444,7 @@ def test_closed(self):
 
 class TestExpanding(Base):
 
-    def setUp(self):
+    def setup_method(self, method):
         self._create_data()
 
     def test_doc_string(self):
@@ -486,7 +486,7 @@ def test_numpy_compat(self):
 
 class TestEWM(Base):
 
-    def setUp(self):
+    def setup_method(self, method):
         self._create_data()
 
     def test_doc_string(self):
@@ -549,7 +549,7 @@ def test_numpy_compat(self):
 class TestDeprecations(Base):
     """ test that we are catching deprecation warnings """
 
-    def setUp(self):
+    def setup_method(self, method):
         self._create_data()
 
     def test_deprecations(self):
@@ -559,11 +559,11 @@ def test_deprecations(self):
             mom.rolling_mean(Series(np.ones(10)), 3, center=True, axis=0)
 
 
-# GH #12373 : rolling functions error on float32 data
+# gh-12373 : rolling functions error on float32 data
 # make sure rolling functions works for different dtypes
 #
 # NOTE that these are yielded tests and so _create_data is
-# explicity called, nor do these inherit from unittest.TestCase
+# explicity called, nor do these inherit from tm.TestCase
 #
 # further note that we are only checking rolling for fully dtype
 # compliance (though both expanding and ewm inherit)
@@ -775,7 +775,7 @@ def _create_data(self):
 
 class TestMoments(Base):
 
-    def setUp(self):
+    def setup_method(self, method):
         self._create_data()
 
     def test_centered_axis_validation(self):
@@ -1958,7 +1958,7 @@ def _create_data(self):
         super(TestMomentsConsistency, self)._create_data()
         self.data = _consistency_data
 
-    def setUp(self):
+    def setup_method(self, method):
         self._create_data()
 
     def _test_moments_consistency(self, min_periods, count, mean, mock_mean,
@@ -3039,7 +3039,7 @@ def test_rolling_min_max_numeric_types(self):
 
 class TestGrouperGrouping(tm.TestCase):
 
-    def setUp(self):
+    def setup_method(self, method):
         self.series = Series(np.arange(10))
         self.frame = DataFrame({'A': [1] * 20 + [2] * 12 + [3] * 8,
                                 'B': np.arange(40)})
@@ -3187,7 +3187,7 @@ class TestRollingTS(tm.TestCase):
     # rolling time-series friendly
     # xref GH13327
 
-    def setUp(self):
+    def setup_method(self, method):
 
         self.regular = DataFrame({'A': pd.date_range('20130101',
                                                      periods=5,
diff --git a/pandas/tests/tseries/test_holiday.py b/pandas/tests/tseries/test_holiday.py
index 109adaaa7e0b01..8ea4140bb85a76 100644
--- a/pandas/tests/tseries/test_holiday.py
+++ b/pandas/tests/tseries/test_holiday.py
@@ -21,7 +21,7 @@
 
 class TestCalendar(tm.TestCase):
 
-    def setUp(self):
+    def setup_method(self, method):
         self.holiday_list = [
             datetime(2012, 1, 2),
             datetime(2012, 1, 16),
@@ -87,7 +87,7 @@ def test_rule_from_name(self):
 
 class TestHoliday(tm.TestCase):
 
-    def setUp(self):
+    def setup_method(self, method):
         self.start_date = datetime(2011, 1, 1)
         self.end_date = datetime(2020, 12, 31)
 
@@ -286,7 +286,7 @@ def test_factory(self):
 
 class TestObservanceRules(tm.TestCase):
 
-    def setUp(self):
+    def setup_method(self, method):
         self.we = datetime(2014, 4, 9)
         self.th = datetime(2014, 4, 10)
         self.fr = datetime(2014, 4, 11)
diff --git a/pandas/tests/tseries/test_offsets.py b/pandas/tests/tseries/test_offsets.py
index 79190aa98f8d93..b6cd5e7958342f 100644
--- a/pandas/tests/tseries/test_offsets.py
+++ b/pandas/tests/tseries/test_offsets.py
@@ -167,7 +167,7 @@ def test_apply_out_of_range(self):
 
 class TestCommon(Base):
 
-    def setUp(self):
+    def setup_method(self, method):
         # exected value created by Base._get_offset
         # are applied to 2011/01/01 09:00 (Saturday)
         # used for .apply and .rollforward
@@ -507,7 +507,7 @@ def test_pickle_v0_15_2(self):
 
 class TestDateOffset(Base):
 
-    def setUp(self):
+    def setup_method(self, method):
         self.d = Timestamp(datetime(2008, 1, 2))
         _offset_map.clear()
 
@@ -547,7 +547,7 @@ def test_eq(self):
 class TestBusinessDay(Base):
     _offset = BDay
 
-    def setUp(self):
+    def setup_method(self, method):
         self.d = datetime(2008, 1, 1)
 
         self.offset = BDay()
@@ -724,7 +724,7 @@ def test_offsets_compare_equal(self):
 class TestBusinessHour(Base):
     _offset = BusinessHour
 
-    def setUp(self):
+    def setup_method(self, method):
         self.d = datetime(2014, 7, 1, 10, 00)
 
         self.offset1 = BusinessHour()
@@ -1418,7 +1418,7 @@ def test_datetimeindex(self):
 class TestCustomBusinessHour(Base):
     _offset = CustomBusinessHour
 
-    def setUp(self):
+    def setup_method(self, method):
         # 2014 Calendar to check custom holidays
         #   Sun Mon Tue Wed Thu Fri Sat
         #  6/22  23  24  25  26  27  28
@@ -1674,7 +1674,7 @@ def test_apply_nanoseconds(self):
 class TestCustomBusinessDay(Base):
     _offset = CDay
 
-    def setUp(self):
+    def setup_method(self, method):
         self.d = datetime(2008, 1, 1)
         self.nd = np_datetime64_compat('2008-01-01 00:00:00Z')
 
@@ -1910,7 +1910,7 @@ def test_pickle_compat_0_14_1(self):
 
 class CustomBusinessMonthBase(object):
 
-    def setUp(self):
+    def setup_method(self, method):
         self.d = datetime(2008, 1, 1)
 
         self.offset = self._object()
@@ -4612,7 +4612,7 @@ def test_quarterly_dont_normalize():
 
 class TestOffsetAliases(tm.TestCase):
 
-    def setUp(self):
+    def setup_method(self, method):
         _offset_map.clear()
 
     def test_alias_equality(self):
@@ -4696,7 +4696,7 @@ class TestCaching(tm.TestCase):
     # as of GH 6479 (in 0.14.0), offset caching is turned off
     # as of v0.12.0 only BusinessMonth/Quarter were actually caching
 
-    def setUp(self):
+    def setup_method(self, method):
         _daterange_cache.clear()
         _offset_map.clear()
 
diff --git a/pandas/tests/tseries/test_timezones.py b/pandas/tests/tseries/test_timezones.py
index 10776381974de1..74220aa5cd1837 100644
--- a/pandas/tests/tseries/test_timezones.py
+++ b/pandas/tests/tseries/test_timezones.py
@@ -52,7 +52,7 @@ def dst(self, dt):
 
 class TestTimeZoneSupportPytz(tm.TestCase):
 
-    def setUp(self):
+    def setup_method(self, method):
         tm._skip_if_no_pytz()
 
     def tz(self, tz):
@@ -944,7 +944,7 @@ def test_datetimeindex_tz_nat(self):
 
 class TestTimeZoneSupportDateutil(TestTimeZoneSupportPytz):
 
-    def setUp(self):
+    def setup_method(self, method):
         tm._skip_if_no_dateutil()
 
     def tz(self, tz):
@@ -1197,7 +1197,7 @@ def test_cache_keys_are_distinct_for_pytz_vs_dateutil(self):
 class TestTimeZones(tm.TestCase):
     timezones = ['UTC', 'Asia/Tokyo', 'US/Eastern', 'dateutil/US/Pacific']
 
-    def setUp(self):
+    def setup_method(self, method):
         tm._skip_if_no_pytz()
 
     def test_replace(self):
diff --git a/pandas/util/testing.py b/pandas/util/testing.py
index d0c56e9974a3fb..354e11ce0133a5 100644
--- a/pandas/util/testing.py
+++ b/pandas/util/testing.py
@@ -10,7 +10,6 @@
 import os
 import subprocess
 import locale
-import unittest
 import traceback
 
 from datetime import datetime
@@ -86,22 +85,17 @@ def reset_testing_mode():
 set_testing_mode()
 
 
-class TestCase(unittest.TestCase):
+class TestCase(object):
     """
-    The test case class that we originally used when using the
-    nosetests framework. Under the new pytest framework, we are
-    moving away from this class.
-
-    Do not create new test classes derived from this one. Rather,
-    they should inherit from object directly.
+    Base class for all test case classes.
     """
 
     @classmethod
-    def setUpClass(cls):
+    def setup_class(cls):
         pd.set_option('chained_assignment', 'raise')
 
     @classmethod
-    def tearDownClass(cls):
+    def teardown_class(cls):
         pass
 
 
@@ -295,36 +289,31 @@ def _skip_if_32bit():
         pytest.skip("skipping for 32 bit")
 
 
-def mplskip(cls):
-    """Skip a TestCase instance if matplotlib isn't installed"""
-
-    @classmethod
-    def setUpClass(cls):
-        try:
-            import matplotlib as mpl
-            mpl.use("Agg", warn=False)
-        except ImportError:
-            import pytest
-            pytest.skip("matplotlib not installed")
+def _skip_module_if_no_mpl():
+    import pytest
 
-    cls.setUpClass = setUpClass
-    return cls
+    mpl = pytest.importorskip("matplotlib")
+    mpl.use("Agg", warn=False)
 
 
 def _skip_if_no_mpl():
     try:
-        import matplotlib  # noqa
+        import matplotlib as mpl
+        mpl.use("Agg", warn=False)
     except ImportError:
         import pytest
         pytest.skip("matplotlib not installed")
 
 
 def _skip_if_mpl_1_5():
-    import matplotlib
-    v = matplotlib.__version__
+    import matplotlib as mpl
+
+    v = mpl.__version__
     if v > LooseVersion('1.4.3') or v[0] == '0':
         import pytest
         pytest.skip("matplotlib 1.5")
+    else:
+        mpl.use("Agg", warn=False)
 
 
 def _skip_if_no_scipy():