UPD: Update for upstream changes in DataFrame.convert_objects

Update convert_objects use to new syntax.

xref pandas-dev/pandas#10265

Author: Kevin Sheppard

pandas_datareader/wb.py

@@ -2,13 +2,16 @@
 
 from __future__ import print_function
 
-from pandas.compat import map, reduce, range, lrange
+from distutils.version import LooseVersion
+import warnings
+
+from pandas.compat import reduce, lrange
 from pandas.io.common import urlopen
 from pandas.io import json
 import pandas
 import numpy as np
-import warnings
 
+PD017 = LooseVersion(pandas.__version__) > LooseVersion('0.16.2')
 # This list of country codes was pulled from wikipedia during October 2014.
 # While some exceptions do exist, it is the best proxy for countries supported
 # by World Bank.  It is an aggregation of the 2-digit ISO 3166-1 alpha-2, and 
@@ -155,7 +158,12 @@ def download(country=['MX', 'CA', 'US'], indicator=['NY.GDP.MKTP.CD', 'NY.GNS.IC
         out = reduce(lambda x, y: x.merge(y, how='outer'), data)
         out = out.drop('iso_code', axis=1)
         out = out.set_index(['country', 'year'])
-        out = out.convert_objects(convert_numeric=True)
+        if PD017:
+            kwargs = dict((kw, True)
+                          for kw in ('datetime', 'numeric', 'timedelta'))
+        else:
+            kwargs = {'convert_numeric': True}
+        out = out.convert_objects(**kwargs)
         return out
     else:
         msg = "No indicators returned data."