Int64Index and  Float64Index (and... ?) do not propagate name of passed index
```
    In [8]: i = Index(range(3),name='foo')

    In [9]: Index(i)
    Out[9]: Int64Index([0, 1, 2], dtype='int64', name=u'foo')

    In [10]: pd.Int64Index(i)
    Out[10]: Int64Index([0, 1, 2], dtype='int64')
```

`Float64Index` as well
ideally move the tests to `Base` to test all index types.
See #12288.
