pandas.tests.test_index:TestMultiIndex.test_legacy_pickle error
When running nosetests (not inplace, but from the installed pandas package) pandas.tests.test_index:TestMultiIndex.test_legacy_pickle fails because it can not find the pickle file, simply because the pandas/tests/data directory is not in the installed package.

```
(lodagro_pandas)[1185][i] nosetests --with-progressive pandas  
ERROR: pandas.tests.test_index:TestMultiIndex.test_legacy_pickle
  gvim +700 <...>/lib/python2.7/site-packages/pandas/tests/test_index.py  # test_legacy_pickle
    obj = pickle.load(open(ppath, 'r'))
IOError: [Errno 2] No such file or directory: '<...>/lib/python2.7/site-packages/pandas/tests/data/multiindex_v1.pickle'

1145 tests, 0 failures, 1 error, 29 skips in 33.5s
```

Running nosetests in-place works fine.

```
(lodagro_pandas)[1192][i] nosetests --with-progressive pandas

OK!  1145 tests, 0 failures, 0 errors, 29 skips in 32.6s
```
