This is a tracker issue for adding free-threading support to statsmodels. See https://py-free-threading.github.io/ for a overview of how free-threading can be supported by extension modules.

This can done in three steps incrementally:

• First step is to add 3.14t CI to statsmodels without making any changes to ensure that statsmodels can be compiled under free-threading. This would re-enable the GIL at runtime.
• Next step is to fix thread safety issues of statsmodels and decide on the thread safety guarantees of statsmodels. After that statsmodels can disable the GIL being re-enabled again. The thread safety can be verified by running tests using pytest-run-parallel under TSAN.
• Last step would be to add CI with pytest-run-parallel after all the thread safety work is complete to ensure that the implementation remains thread safe.

For the thread safety work, statsmodels depends on numpy, pandas and a few other libraries which have thread safety issues that are currently under work like numpy/numpy#30426. I'll update this issue as these blockers are fixed.