PERF: read_stata for wide columns
Before:
`59.41s call     pandas/tests/io/test_stata.py::TestStata::test_stata_119`

After: 
`1.50s call     pandas/tests/io/test_stata.py::TestStata::test_stata_119`

(This function can probably be further improved as it iterates over columns many times.)
Looks like tests are passing here so going to merge. Happy to follow up if needed.