title: Convert string to integer pandas dataframe index
body: <p>I have a pandas dataframe with a multiindex. Unfortunately one of the indices gives years as a string</p>
  
  <p>e.g. '2010', '2011'</p>
  
  <p>how do I convert these to integers?</p>
  
  <p>More concretely</p>
  
  <pre><code>MultiIndex(levels=[[u'2010', u'2011'], [0, 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12]],
         labels=[[0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, ...], [0, 1, 2, 3, 4, 5, 6, 7, 8, 9, 
   10, 11, 12, , ...]], names=[u'Year', u'Month'])
  </code></pre>
  
  <p>.</p>
  
  <pre><code>df_cbs_prelim_total.index.set_levels(df_cbs_prelim_total.index.get_level_values(0).astype('int'))
  </code></pre>
  
  <p>seems to do it, but not inplace. Any proper way of changing them?</p>
  
  <p>Cheers,
  Mike</p>