groupby objects can't be pickled
From this discussion: https://groups.google.com/d/msg/pydata/AExc0ITFm94/Q5k5hcwZQFMJ

It appears that groupby object cannot be unpickled. The following code reproduces the problem for me:

```
import pandas as pd
import pickle

df = pd.DataFrame([[1,2,3], [4,5,6], [7,8,9]])
gr = df.groupby(0)
b = pickle.dumps(gr)
gr2 = pickle.loads(b)     # Fails with RuntimeError

<snip 50 repeat lines...>

  File "C:\Miniconda3\lib\site-packages\pandas\core\groupby.py", line 482, in __getattr__
    if attr in self.obj:

  File "C:\Miniconda3\lib\site-packages\pandas\core\groupby.py", line 482, in __getattr__
    if attr in self.obj:

RuntimeError: maximum recursion depth exceeded while calling a Python object
```
