TST: start tests for PeriodConverter
@jreback The tests I started related to PR #9050

https://github.com/pydata/pandas/commit/b69b9d3e208c0a0ac6e1f26ae1fb4ec10d0cd7bb (obviously you have more)
 yep, I saw that. But I thought to add it both as a test for PeriodConverter (which then seemed to not yet exist), and as a plotting test (but only came around to the first one yesterday, and you already did the second). 
 @jorisvandenbossche thought you had merged this, looks ok
 there are two parts skipped for now in this PR:
- the datetime64 part is commented out -> there is already an issue about that: https://github.com/pydata/pandas/issues/9054
- the unicode test (`test_convert_accepts_unicode`) is failing, so I was skipping it for now (I copied the test from DatetimeConverter): @jreback this is something that should work?
