TST: start tests for PeriodConverter

@jreback The tests I started related to PR #9050
Never used ``PeriodConverter`` but the undelrying supports, so maybe just a small issue
```
In [1]: pd.Timestamp(u'20121201')
Out[1]: Timestamp('2012-12-01 00:00:00')

In [2]: pd.Period(u'20121201',freq='D')
Out[2]: Period('2012-12-01', 'D')
```