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When you download the current master as zip archive from github.com, assigning a version number fails (empty string). As a consequence, packages depending on pandas (e.g. statsmodels) will fail to build as well.
I assume, the reason is the following: The version number is determined using git, but since the downloaded archive is not a git repository, this action fails and the version number remains an empty string.
I dont't think, this should be changed, but it would be helpful, if you added a node in the installation instruction, e.g. for people intending to install pandas on a machine without internet connection (like me ;)).
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