diff -ur statsmodels-0.6.1/setup.py statsmodels-0.6.1.p0/setup.py
--- statsmodels-0.6.1/setup.py	2014-12-02 18:04:08.000000000 +0100
+++ statsmodels-0.6.1.p0/setup.py	2016-04-20 21:46:18.105349920 +0200
@@ -134,7 +134,8 @@
                               (spversion, min_versions['scipy']))
 
     try:
-        from pandas.version import short_version as pversion
+        import pandas
+        pversion = pandas.__version__[:6]
     except ImportError:
         install_requires.append('pandas')
     else:
diff -ur statsmodels-0.6.1/statsmodels/tools/testing.py statsmodels-0.6.1.p0/statsmodels/tools/testing.py
--- statsmodels-0.6.1/statsmodels/tools/testing.py	2014-12-02 16:54:52.000000000 +0100
+++ statsmodels-0.6.1.p0/statsmodels/tools/testing.py	2016-04-20 21:47:21.129490034 +0200
@@ -17,8 +17,7 @@
 def is_pandas_min_version(min_version):
     '''check whether pandas is at least min_version
     '''
-    from pandas.version import short_version as pversion
-    return StrictVersion(strip_rc(pversion)) >= min_version
+    return StrictVersion((pandas.__version__[:6])) >= min_version
 
 
 # local copies, all unchanged