CI: Web and docs (pull_request) fails: can't rich intershipinx inventory
#### Problem description
Seems like currently CI / Web and docs (pull_request) fails for everyone with this error message:
```
WARNING: failed to reach any of the inventories with the following issues:
intersphinx inventory 'http://www.statsmodels.org/devel/objects.inv' not readable due to ValueError: unknown or unsupported inventory version: ValueError('invalid inventory header: ')
```
All my PRs had the `CI / Web and docs (pull_request)` check break without any changes to docs, and I checked PRs by other people: other people seem to have this problem.
#### Expected behaviour
Passing the test