ci: add Panel Stage C external covariance gate

Author: TheHiddenObserver

.github/workflows/panel-stage-c-external.yml

@@ -0,0 +1,43 @@
+name: Panel Stage C external covariance
+
+on:
+  pull_request:
+    branches: [master]
+    paths:
+      - 'statgpu/panel/**'
+      - 'dev/tests/test_panel_stage_c_external.py'
+      - '.github/workflows/panel-stage-c-external.yml'
+  push:
+    branches: [master]
+    paths:
+      - 'statgpu/panel/**'
+      - 'dev/tests/test_panel_stage_c_external.py'
+      - '.github/workflows/panel-stage-c-external.yml'
+
+permissions:
+  contents: read
+
+jobs:
+  external-definitions:
+    runs-on: ubuntu-latest
+    timeout-minutes: 15
+    steps:
+      - uses: actions/checkout@v4
+      - uses: actions/setup-python@v5
+        with:
+          python-version: '3.11'
+      - name: Install pinned references
+        run: |
+          python -m pip install --upgrade pip
+          python -m pip install -e . 'linearmodels==7.0' 'statsmodels==0.14.6' pytest
+      - name: Confirm reference versions
+        run: |
+          python - <<'PY'
+          import linearmodels, statsmodels
+          assert linearmodels.__version__ == '7.0'
+          assert statsmodels.__version__ == '0.14.6'
+          print('linearmodels', linearmodels.__version__)
+          print('statsmodels', statsmodels.__version__)
+          PY
+      - name: Run Stage C external covariance alignment
+        run: python -m pytest dev/tests/test_panel_stage_c_external.py -q --tb=short