CLN: catch less in pd.io
@bashtage (only tangentially related to this PR) there is an `except Exception` in pandas.io.stata that I'd like to make more specific.  Any suggestions?
This is an intentional catch all that ensures the file gets cleanly closed.  It could legitimately encounter a wide range of errors include memory exceptions, io exceptions, windows exceptions and probably others. The only reason why Exception is caught is so it can re reraised. 

The `Exception` isn't actually needed since a bare `raise` will raise the origin exception, although if you remove it you will then have an except with no specified exception, which some don't like.  Closing to clear the queue