to_parquet() method fails even though column names are all strings
#### Problem description

While attempting to serialize a pandas data frame with the `to_parquet()` method, I got an error message stating that the column names were not strings, even though they seem to be. 

#### Code Example
I have a pandas data frame with the following columns:

```
In [1]: region_measurements.columns
Out [1]: Index([       u'measurement_id',                u'aoi_id',
                  u'created_ts',                  u'hash',
       u'algorithm_instance_id',                 u'state',
                  u'updated_ts',        u'aoi_version_id',
                u'ingestion_ts',            u'imaging_ts',
                    u'scene_id',             u'score_map',
            u'confidence_score',              u'fill_pct',
                    u'local_ts',        u'is_upper_bound',
             u'aoi_cloud_cover',      u'valid_pixel_frac'],
      dtype='object')
```
Seemingly, all of the column names are strings. The cells of the dataframe contain mixed information with a JSON blob in some of them. (I've pasted a row of the frame in the `<details>` tag.


<details>
First row of the DF:

```
measurement_id | aoi_id | created_ts | hash | algorithm_instance_id | state | updated_ts | aoi_version_id | ingestion_ts | imaging_ts | scene_id | score_map | confidence_score | fill_pct | local_ts | is_upper_bound | aoi_cloud_cover | valid_pixel_frac

5a1815e9-75f2-4954-bcd4-7e8835a65a22 | 01ea1a2f-fb66-4243-aa87-c6cf206652f7 | 2018-12-11 02:20:57.507975+00:00 | 70b8e206fb7ee0030b7fe54bf5dfe54d | fillpct_cnn_attn_rsat2_spl_v1.1.0 | COMPLETE | 2018-12-11 02:20:59.642500+00:00 | 12512 | 2018-11-03 21:37:10.210798+00:00 | 2018-11-03 00:36:18.575107+00:00 | RS2_OK103191_PK897635_DK833095_SLA27_20181103_... | None | 1.0 | 17.161395 | 2018-11-02 19:36:18 | False | 0.000048 | NaN
```

![image](https://user-images.githubusercontent.com/2545129/52019147-be25e580-24a1-11e9-969f-809821193cca.png)
</details>


When I attempt to serialize this dataframe I get the following error:

```
In [2]: region_measurements.to_parquet('tmp.par')
Out [2]: ---------------------------------------------------------------------------
ValueError                                Traceback (most recent call last)
<ipython-input-69-082c78243d16> in <module>()
----> 1 region_measurements.to_parquet('tmp.par')

/usr/local/lib/python2.7/site-packages/pandas/core/frame.pyc in to_parquet(self, fname, engine, compression, **kwargs)
   1647         from pandas.io.parquet import to_parquet
   1648         to_parquet(self, fname, engine,
-> 1649                    compression=compression, **kwargs)
   1650 
   1651     @Substitution(header='Write out the column names. If a list of strings '

/usr/local/lib/python2.7/site-packages/pandas/io/parquet.pyc in to_parquet(df, path, engine, compression, **kwargs)
    225     """
    226     impl = get_engine(engine)
--> 227     return impl.write(df, path, compression=compression, **kwargs)
    228 
    229 

/usr/local/lib/python2.7/site-packages/pandas/io/parquet.pyc in write(self, df, path, compression, coerce_timestamps, **kwargs)
    105     def write(self, df, path, compression='snappy',
    106               coerce_timestamps='ms', **kwargs):
--> 107         self.validate_dataframe(df)
    108         if self._pyarrow_lt_070:
    109             self._validate_write_lt_070(df)

/usr/local/lib/python2.7/site-packages/pandas/io/parquet.pyc in validate_dataframe(df)
     53         # must have value column names (strings only)
     54         if df.columns.inferred_type not in {'string', 'unicode'}:
---> 55             raise ValueError("parquet must have string column names")
     56 
     57         # index level names must be strings

ValueError: parquet must have string column names
```
As far as I can tell, the column names are all strings. I did try to `reset_index()` and save the resultant data frame, but I got the same error. 

#### Expected Output
Its possible that the frame can not be serialized to parquet for some other reason, but the error message in this case seems to be misleading. Or there is a trick that i'm missing. 

I'd be grateful for any help in resolving this!

#### Output of ``pd.show_versions()``

<details>
```
INSTALLED VERSIONS
------------------
commit: None
python: 2.7.12.final.0
python-bits: 64
OS: Linux
OS-release: 3.10.0-693.2.2.el7.x86_64
machine: x86_64
processor: x86_64
byteorder: little
LC_ALL: None
LANG: en_US.UTF-8
LOCALE: None.None

pandas: 0.22.0
pytest: 3.3.1
pip: 18.1
setuptools: 39.2.0
Cython: 0.25.2
numpy: 1.14.2
scipy: 0.19.0
pyarrow: 0.9.0
xarray: None
IPython: 5.7.0
sphinx: None
patsy: 0.4.1
dateutil: 2.7.5
pytz: 2017.3
blosc: None
bottleneck: None
tables: 3.4.4
numexpr: 2.6.8
feather: None
matplotlib: 2.0.0
openpyxl: None
xlrd: 0.9.4
xlwt: None
xlsxwriter: 0.7.6
lxml: None
bs4: 4.6.3
html5lib: 0.9999999
sqlalchemy: 1.0.5
pymysql: None
psycopg2: 2.7 (dt dec pq3 ext lo64)
jinja2: 2.10
s3fs: 0.2.0
fastparquet: 0.1.5
pandas_gbq: None
pandas_datareader: None

```

</details>
