DataFrame.convert_objects(copy=False) is ignored
When invoking `DataFrame.convert_objects()` with `copy=False`, it does not affect affect the original object.

It should be: 
1. either mentioned in the documentation (as #3436 suggest),
2. enforce it, or
3. drop the kw-arg.

``` python
    >>> import pandas as pd

    >>> df = pd.DataFrame([['1',2], [3,'4']])
    >>> df.dtypes
    Out[57]: 
    0    object
    1    object
    dtype: object
    >>> df.convert_objects(convert_numeric = True, copy = False)
    >>> df.dtypes
    Out[59]: 
    0    object
    1    object
    dtype: object
```

```
INSTALLED VERSIONS
------------------
commit: None
python: 3.3.3.final.0
python-bits: 64
OS: Windows
OS-release: 7
machine: AMD64
processor: Intel64 Family 6 Model 42 Stepping 7, GenuineIntel
byteorder: little
LC_ALL: None
LANG: None

pandas: 0.13.1
Cython: 0.20
numpy: 1.8.0
scipy: 0.13.3
statsmodels: 0.5.0
IPython: 1.1.0
sphinx: 1.2.1
patsy: 0.2.1
scikits.timeseries: None
dateutil: 2.2
pytz: 2013.9
bottleneck: None
tables: 3.1.0
numexpr: 2.3
matplotlib: 1.3.1
openpyxl: None
xlrd: 0.9.2
xlwt: None
xlsxwriter: None
sqlalchemy: 0.9.2
lxml: None
bs4: None
html5lib: None
bq: None
apiclient: None
```
