I'm not entirely sure the root cause yet. It's something to do with the default encoding I think. I'm pretty sure Stata uses iso-8859-1 not cp1252. Changing this inside pandas.io.maybe_read_encoded_stream works, but changing the encoding in StataReader breaks something else that I don't have time to debug.
Can someone sanity check me. Does this work on Python 2?
dta = pd.read_stata("http://www.stata-press.com/data/r13/fullauto.dta")
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