BLD: Use modern method to install from src dist

Configure appveyor to install from sdist

appveyor.yml

@@ -7,22 +7,14 @@ environment:
   PYTEST_DIRECTIVES: --skip-slow
   matrix:
     # Pip builds
+    - PYTHON: C:\Python34
+    - PYTHON: C:\Python35
+    - PYTHON: C:\Python34-x64
+    - PYTHON: C:\Python35-x64
     - PYTHON: C:\Python27
-      PYTEST_DIRECTIVES:
-    - PYTHON: C:\Python27-x64
     - PYTHON: C:\Python36
+    - PYTHON: C:\Python27-x64
     - PYTHON: C:\Python36-x64
-      PYTEST_DIRECTIVES:
-    # Conda builds
-    - PY_MAJOR_VER: 2
-      PYTHON_ARCH: "x86"
-    - PY_MAJOR_VER: 2
-      PYTHON_ARCH: "x86_64"
-      SCIPY: "0.18"
-      NUMPY: "1.11"
-    - PY_MAJOR_VER: 3
-      PYTHON_ARCH: "x86_64"
-
 
 platform:
     - x64
@@ -34,9 +26,16 @@ build_script:
   - SET OPENBLAS_NUM_THREADS=1
   - If Defined PY_MAJOR_VER ( call tools\ci\appveyor_conda.bat ) else ( call tools\ci\appveyor_pip.bat )
   - pip install pytest pytest-xdist
-  - python setup.py develop
+  - python setup.py sdist --formats=gztar
+  - pip uninstall numpy cython scipy -y
+  - pip list
+  - cd dist
+  - dir
+  - ren "statsmodels*.tar.gz" statsmodels.tar.gz
+  - pip install statsmodels.tar.gz
+
 
 test_script:
   # Remove xdist until warning reporting is working
   - echo pytest -n auto -r s statsmodels --skip-examples %PYTEST_DIRECTIVES%
-  - pytest -n auto -r s statsmodels --skip-examples %PYTEST_DIRECTIVES%
+  - python -c "import statsmodels; statsmodels.test(['-n 2','--skip-examples','--skip-slow'])"

tools/ci/appveyor_pip.bat

@@ -1,8 +1,6 @@
 REM Install packages using pip
 set PATH=%PYTHON%;%PYTHON%\Scripts;%PATH%
 python -m pip install -U pip
-IF Defined SCIPY (
-    pip install numpy scipy==%SCIPY% cython pandas nose patsy
-) else (
-    pip install numpy scipy cython pandas nose patsy
-)
+pip --version
+pip install setuptools --upgrade
+pip install numpy scipy cython