CI: tests failing on 3.7 builds

[jreback]

clearly something changed for dateutil

pytest -m "not slow and not network" -n auto --dist=loadfile -s --strict-markers --durations=30 --junitxml=test-data.xml pandas
ImportError while loading conftest '/Users/runner/work/1/s/pandas/conftest.py'.
pandas/__init__.py:51: in <module>
    from pandas.core.api import (
pandas/core/api.py:24: in <module>
    from pandas.core.algorithms import (
pandas/core/algorithms.py:39: in <module>
    from pandas.core.dtypes.cast import (
pandas/core/dtypes/cast.py:29: in <module>
    from dateutil.parser import ParserError
E   ImportError: cannot import name 'ParserError' from 'dateutil.parser' (/Users/runner/miniconda3/envs/pandas-dev/lib/python3.7/site-packages/dateutil/parser/__init__.py)

[jorisvandenbossche]

The last release from dateutil was more than a year ago, so it's certainly not caused by a new dateutil. And both a recent working CI build as a failing one have python-dateutil 2.7.3 installed

[jorisvandenbossche]

So I suppose it was an actual mistake in #40037 cc @jbrockmendel (and which was not catched because we have too many failing builds we are currently ignoring)