Exception on df.groupby().rolling().agg([f1, f2])
Trying to reproduce example `[_85]` from [the docs](http://pandas.pydata.org/pandas-docs/stable/computation.html#applying-multiple-functions-at-once):
```python
from pandas import DataFrame, Timestamp

c = pandas.DataFrame({u'ul_payload': {('a', Timestamp('2016-11-01 06:15:00')): 5, ('a', Timestamp('2016-11-01 07:45:00')): 8, ('a', Timestamp('2016-11-01 09:00:00')): 9, ('a', Timestamp('2016-11-01 07:15:00')): 6, ('a', Timestamp('2016-11-01 07:30:00')): 7, ('a', Timestamp('2016-11-01 06:00:00')): 4}, u'dl_payload': {('a', Timestamp('2016-11-01 06:15:00')): 15, ('a', Timestamp('2016-11-01 07:45:00')): 18, ('a', Timestamp('2016-11-01 09:00:00')): 19, ('a', Timestamp('2016-11-01 07:15:00')): 16, ('a', Timestamp('2016-11-01 07:30:00')): 17, ('a', Timestamp('2016-11-01 06:00:00')): 14}})

In [27]: c
Out[27]:
                       dl_payload  ul_payload
a 2016-11-01 06:00:00          14           4
  2016-11-01 06:15:00          15           5
  2016-11-01 07:15:00          16           6
  2016-11-01 07:30:00          17           7
  2016-11-01 07:45:00          18           8
  2016-11-01 09:00:00          19           9

In [30]: c.groupby(level=0).rolling(window=3).agg([np.sum, np.max])
---------------------------------------------------------------------------
Exception                                 Traceback (most recent call last)
/Users/olevinkr/repos/research/src/son/research/apps/deep_forecast/data.py in <module>()
----> 1 c.groupby(level=0).rolling(window=3).agg([np.sum, np.max])

/Users/olevinkr/anaconda/lib/python2.7/site-packages/pandas/core/window.pyc in aggregate(self, arg, *args, **kwargs)
   1063     @Appender(SelectionMixin._agg_doc)
   1064     def aggregate(self, arg, *args, **kwargs):
-> 1065         return super(Rolling, self).aggregate(arg, *args, **kwargs)
   1066
   1067     agg = aggregate

/Users/olevinkr/anaconda/lib/python2.7/site-packages/pandas/core/window.pyc in aggregate(self, arg, *args, **kwargs)
    319
    320     def aggregate(self, arg, *args, **kwargs):
--> 321         result, how = self._aggregate(arg, *args, **kwargs)
    322         if result is None:
    323             return self.apply(arg, args=args, kwargs=kwargs)

/Users/olevinkr/anaconda/lib/python2.7/site-packages/pandas/core/base.pyc in _aggregate(self, arg, *args, **kwargs)
    566             return result, True
    567         elif hasattr(arg, '__iter__'):
--> 568             return self._aggregate_multiple_funcs(arg, _level=_level), None
    569         else:
    570             result = None

/Users/olevinkr/anaconda/lib/python2.7/site-packages/pandas/core/base.pyc in _aggregate_multiple_funcs(self, arg, _level)
    611                 try:
    612                     colg = self._gotitem(col, ndim=1, subset=obj[col])
--> 613                     results.append(colg.aggregate(arg))
    614                     keys.append(col)
    615                 except (TypeError, DataError):

/Users/olevinkr/anaconda/lib/python2.7/site-packages/pandas/core/window.pyc in aggregate(self, arg, *args, **kwargs)
   1063     @Appender(SelectionMixin._agg_doc)
   1064     def aggregate(self, arg, *args, **kwargs):
-> 1065         return super(Rolling, self).aggregate(arg, *args, **kwargs)
   1066
   1067     agg = aggregate

/Users/olevinkr/anaconda/lib/python2.7/site-packages/pandas/core/window.pyc in aggregate(self, arg, *args, **kwargs)
    319
    320     def aggregate(self, arg, *args, **kwargs):
--> 321         result, how = self._aggregate(arg, *args, **kwargs)
    322         if result is None:
    323             return self.apply(arg, args=args, kwargs=kwargs)

/Users/olevinkr/anaconda/lib/python2.7/site-packages/pandas/core/base.pyc in _aggregate(self, arg, *args, **kwargs)
    566             return result, True
    567         elif hasattr(arg, '__iter__'):
--> 568             return self._aggregate_multiple_funcs(arg, _level=_level), None
    569         else:
    570             result = None

/Users/olevinkr/anaconda/lib/python2.7/site-packages/pandas/core/base.pyc in _aggregate_multiple_funcs(self, arg, _level)
    595             for a in arg:
    596                 try:
--> 597                     colg = self._gotitem(obj.name, ndim=1, subset=obj)
    598                     results.append(colg.aggregate(a))
    599

/Users/olevinkr/anaconda/lib/python2.7/site-packages/pandas/core/base.pyc in _gotitem(self, key, ndim, subset)
    682                        for attr in self._attributes])
    683         self = self.__class__(subset,
--> 684                               groupby=self._groupby[key],
    685                               parent=self,
    686                               **kwargs)

/Users/olevinkr/anaconda/lib/python2.7/site-packages/pandas/core/base.pyc in __getitem__(self, key)
    328     def __getitem__(self, key):
    329         if self._selection is not None:
--> 330             raise Exception('Column(s) %s already selected' % self._selection)
    331
    332         if isinstance(key, (list, tuple, ABCSeries, ABCIndexClass,

Exception: Column(s) dl_payload already selected
```
Aggregating by a single function doesn't throw the exception (xref https://github.com/pandas-dev/pandas/issues/14013):
```python
In [29]: c.groupby(level=0).rolling(window=3).agg(np.sum)
Out[29]:
                         dl_payload  ul_payload
a a 2016-11-01 06:00:00         NaN         NaN
    2016-11-01 06:15:00         NaN         NaN
    2016-11-01 07:15:00        45.0        15.0
    2016-11-01 07:30:00        48.0        18.0
    2016-11-01 07:45:00        51.0        21.0
    2016-11-01 09:00:00        54.0        24.0
```

<details>
INSTALLED VERSIONS
------------------
commit: None
python: 2.7.13.final.0
python-bits: 64
OS: Darwin
OS-release: 16.4.0
machine: x86_64
processor: i386
byteorder: little
LC_ALL: en_US.UTF-8
LANG: en_US.UTF-8
LOCALE: en_US.UTF-8

pandas: 0.19.2
nose: 1.3.7
pip: 9.0.1
setuptools: 28.6.1
Cython: 0.25.2
numpy: 1.11.3
scipy: 0.18.1
statsmodels: 0.6.1
xarray: 0.9.1
IPython: 5.1.0
sphinx: 1.5.1
patsy: 0.4.1
dateutil: 2.6.0
pytz: 2016.10
blosc: None
bottleneck: 1.2.0
tables: 3.3.0
numexpr: 2.6.2
matplotlib: 2.0.0
openpyxl: 2.4.1
xlrd: 1.0.0
xlwt: 1.2.0
xlsxwriter: 0.9.6
lxml: 3.7.2
bs4: 4.5.3
html5lib: None
httplib2: None
apiclient: None
sqlalchemy: 1.1.5
pymysql: None
psycopg2: 2.6.2 (dt dec pq3 ext lo64)
jinja2: 2.9.4
boto: 2.45.0
pandas_datareader: None
</details>
