TST: start tests for PeriodConverter

@jreback The tests I started related to PR #9050
It is actually a quite simple reason. From https://github.com/pydata/pandas/blob/master/pandas/tseries/converter.py#L112:

```
valid_types = (str, datetime, Period, pydt.date, pydt.time)
if isinstance(values, valid_types):
....
```
here of course testing for `str` does not work for unicode