The most obviously relevant
change between those is that the installed BLAS changed from atlas to
openblas.

It looks like this wasn't a change of default, but that experimental uses libatlas and unstable uses libopenblas.

(I don't know why, as the obvious dependency chain is src:statsmodels -> python3-scipy -> python3-pythran -> libopenblas-dev | libatlas-base-dev on both, and libopenblas is installable in experimental.)

It looks like version 0.3.21+ds-4 is not affected by this issue and
passes its testsuite. Can you possibly check whether statsmodels builds
against that version?

It did (successfully) in statsmodels version 0.13.5+dfsg-7. The openblas build logs also show the issue starting between .21 and .22.

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