to_datetime on python 3
Is this our fault or a pandas bug?

```
======================================================================
ERROR: test suite for <class 'statsmodels.tsa.tests.test_expsmoothing.TestExpSmoothing'>
----------------------------------------------------------------------
Traceback (most recent call last):
File "/usr/lib/python3/dist-packages/nose/suite.py", line 209, in run
    self.setUp()
File "/usr/lib/python3/dist-packages/nose/suite.py", line 292, in setUp
    self.setupContext(ancestor)
File "/usr/lib/python3/dist-packages/nose/suite.py", line 315, in setupContext
    try_run(context, names)
File "/usr/lib/python3/dist-packages/nose/util.py", line 478, in try_run
    return func()
File "/usr/local/lib/python3.2/dist-packages/statsmodels/tsa/tests/test_expsmoothing.py", line 13, in setupClass
    dta = co2.load_pandas().data
File "/usr/local/lib/python3.2/dist-packages/statsmodels/datasets/co2/data.py", line 62, in load_pandas
    index = pd.to_datetime(data.data['date'], format='%Y%m%d')
File "/usr/lib/python3/dist-packages/pandas/tseries/tools.py", line 128, in to_datetime
    return _convert_listlike(arg, box=box)
File "/usr/lib/python3/dist-packages/pandas/tseries/tools.py", line 104, in _convert_listlike
    result = tslib.array_strptime(arg, format)
File "tslib.pyx", line 1112, in pandas.tslib.array_strptime (pandas/tslib.c:18285)
TypeError: can't use a string pattern on a bytes-like object
```

https://travis-ci.org/statsmodels/statsmodels/jobs/21129388
