skipfooter doesn't really "skip" in read_csv
On `master`:

``` python
from pandas import read_csv
from pandas.compat import StringIO
data = 'a,b,c\ncat,foo,bar\ndog,foo,"baz'  # Note the stray quotation mark
read_csv(StringIO(data), engine='python', skipfooter=1)
...
_csv.Error: unexpected end of data
```

If we were truly "skipping" the last row, no error should have been raised.  However, this occurs because the data is all parsed <em>in memory</em> first with Python's `csv` library.

Whether this is intended behaviour or not has implications for the C engine in terms of implementing analogous `skipfooter` behaviour.  Or perhaps it has something to do with the fact that `error_bad_lines` and `error_warn_lines` parameters not with the Python engine?

xref #5232
