BUG: creating multi-index with datetimes in the levels
http://stackoverflow.com/questions/25059140/pandas-multiindex-not-working-with-read-csv-and-datetime-objects/25059472#25059472

```
In [3]: date1 = datetime.date.today()

In [4]: date2 = datetime.date.today().replace(month=1)

In [5]: date_cols=['date1', 'date2']

In [6]: index = pd.MultiIndex.from_product([[date1],[date2]])
```

The first level of this multi-index is a `Index` of object dtyped `datetimes`, rather than a `DatetimeIndex`.

might be a bug in the creation process
