TST/BUG/CLN: make stata IO tests use temporary files for writing
closes #4353

@mitya57 can you confirm that this works for you?
 Yes, it works for me. Thanks!
 @mitya57 Do all test pass for you? There are quite a few other places where file writing occurs where an explicit path is passed.
 I do get some other failures locally (i.e. https://gist.github.com/mitya57/5910851), but they are unrelated to permissions issue and don't happen on Jenkins, so you may ignore those.
 second one is an old bug that has been fixed...not sure about the other two
