Parallelize function that finds leave-out connected set

[paulcorcuera]

The following lines can be adapted to multithreading:

• https://github.com/HighDimensionalEconLab/VarianceComponentsHDFE.jl/blob/main/src/leave_out_correction.jl#L84
  -https://github.com/HighDimensionalEconLab/VarianceComponentsHDFE.jl/blob/main/src/leave_out_correction.jl#L131
  -https://github.com/HighDimensionalEconLab/VarianceComponentsHDFE.jl/blob/main/src/leave_out_correction.jl#L167