diff --git a/setup.py b/setup.py
index 3464169e8d8d1..bd7c8f175607c 100755
--- a/setup.py
+++ b/setup.py
@@ -474,7 +474,8 @@ def pxd(name):
                        'pandas/_libs/src/datetime/np_datetime_strings.h']
 np_datetime_sources = ['pandas/_libs/src/datetime/np_datetime.c',
                        'pandas/_libs/src/datetime/np_datetime_strings.c']
-tseries_depends = np_datetime_headers + ['pandas/_libs/src/datetime.pxd']
+tseries_depends = np_datetime_headers + ['pandas/_libs/src/datetime.pxd',
+                                         'pandas/_libs/tslibs/np_datetime.pxd']
 
 # some linux distros require it
 libraries = ['m'] if not is_platform_windows() else []
@@ -522,6 +523,10 @@ def pxd(name):
                     'pandas/_libs/src/parser/io.c']},
     '_libs.period': {
         'pyxfile': '_libs/period',
+        'pxdfiles': ['_libs/src/util',
+                     '_libs/lib',
+                     '_libs/tslibs/timezones',
+                     '_libs/tslibs/nattype'],
         'depends': tseries_depends + ['pandas/_libs/src/period_helper.h'],
         'sources': np_datetime_sources + ['pandas/_libs/src/period_helper.c']},
     '_libs.properties': {
@@ -535,15 +540,24 @@ def pxd(name):
         'depends': _pxi_dep['sparse']},
     '_libs.tslib': {
         'pyxfile': '_libs/tslib',
-        'pxdfiles': ['_libs/src/util'],
+        'pxdfiles': ['_libs/src/util',
+                     '_libs/src/khash',
+                     '_libs/tslibs/conversion',
+                     '_libs/tslibs/timedeltas',
+                     '_libs/tslibs/timezones',
+                     '_libs/tslibs/nattype'],
         'depends': tseries_depends,
         'sources': np_datetime_sources},
     '_libs.tslibs.conversion': {
         'pyxfile': '_libs/tslibs/conversion',
+        'pxdfiles': ['_libs/src/util',
+                     '_libs/tslibs/timezones',
+                     '_libs/tslibs/timedeltas'],
         'depends': tseries_depends,
         'sources': np_datetime_sources},
     '_libs.tslibs.fields': {
         'pyxfile': '_libs/tslibs/fields',
+        'pxdfiles': ['_libs/src/util'],
         'depends': tseries_depends,
         'sources': np_datetime_sources},
     '_libs.tslibs.frequencies': {
@@ -557,18 +571,27 @@ def pxd(name):
         'depends': np_datetime_headers,
         'sources': np_datetime_sources},
     '_libs.tslibs.offsets': {
-        'pyxfile': '_libs/tslibs/offsets'},
+        'pyxfile': '_libs/tslibs/offsets',
+        'pxdfiles': ['_libs/src/util',
+                     '_libs/tslibs/conversion']},
     '_libs.tslibs.parsing': {
         'pyxfile': '_libs/tslibs/parsing',
-        'pxdfiles': ['_libs/src/util']},
+        'pxdfiles': ['_libs/src/util',
+                     '_libs/src/khash']},
     '_libs.tslibs.strptime': {
         'pyxfile': '_libs/tslibs/strptime',
+        'pxdfiles': ['_libs/src/util',
+                     '_libs/tslibs/nattype'],
         'depends': tseries_depends,
         'sources': np_datetime_sources},
     '_libs.tslibs.timedeltas': {
-        'pyxfile': '_libs/tslibs/timedeltas'},
+        'pyxfile': '_libs/tslibs/timedeltas',
+        'pxdfiles': ['_libs/src/util'],
+        'depends': np_datetime_headers,
+        'sources': np_datetime_sources},
     '_libs.tslibs.timezones': {
-        'pyxfile': '_libs/tslibs/timezones'},
+        'pyxfile': '_libs/tslibs/timezones',
+        'pxdfiles': ['_libs/src/util']},
     '_libs.testing': {
         'pyxfile': '_libs/testing'},
     '_libs.window': {