use XML::LibXML::Reader qw( XML_READER_TYPE_ENTITY_REFERENCE );

my $reader = XML::LibXML::Reader->new(
   location        => $file_or_url,
   load_ext_dtd    => 0,
   expand_entities => 0,
);

while ($reader->read) {
   die if $reader->nodeType == XML_READER_TYPE_ENTITY_REFERENCE;
}