TST: fix for tseries/test_period for py3k
I think [this fails](https://travis-ci.org/jreback/pandas/builds/5876358) py2 now... ?
 i know....something else just showed up as a bug in spares....worknig ....
 498cc4c7fd96b042633d2fb6a75417299b5bf333 broke it because the SparseFrame wasn't renaming (if needed) in the `.columns`....so I think your fix (and my fix for sparse) are ok now....
 maybe should revist this somehow?
 It was broke [before my commit](https://travis-ci.org/pydata/pandas/builds/5860234)... I think we should just back away... slowly.

(It was something in [here](https://github.com/pydata/pandas/compare/f70e4823a67c...ea6fdc34822f).)
