Drop & insert on subtypes of index return their subtypes
Current behavior:

``` python
In [32]:
period_index=pd.PeriodIndex(start='2015-01-01',end='2015-01-07',freq='B')
period_index
Out[32]:
PeriodIndex(['2015-01-01', '2015-01-02', '2015-01-05', '2015-01-06',
             '2015-01-07'],
            dtype='int64', freq='B')

In [33]:
period_index.drop(period_index[:2])
Out[33]:
Int64Index([11742, 11743, 11744], dtype='int64')
```

New behavior:

``` python
In [32]: period_index.drop(period_index[:2])
Out[32]: PeriodIndex(['2015-01-05', '2015-01-06', '2015-01-07'], dtype='int64', freq='B')
```

I could combine with #10599, but am having a couple of issues with this (will post below) that I need help with - I'll take direction on whether to combine or not.
