How can I make pandas dataframe column headers all lowercase?

You can do it like this:

data.columns = map(str.lower, data.columns)

or

data.columns = [x.lower() for x in data.columns]

example:

>>> data = pd.DataFrame({'A':range(3), 'B':range(3,0,-1), 'C':list('abc')})
>>> data
   A  B  C
0  0  3  a
1  1  2  b
2  2  1  c
>>> data.columns = map(str.lower, data.columns)
>>> data
   a  b  c
0  0  3  a
1  1  2  b
2  2  1  c

If you want to do the rename using a chained method call, you can use

data.rename(columns=str.lower)

You could do it easily with str.lower for columns:

df.columns = df.columns.str.lower()

Example:

In [63]: df
Out[63]: 
  country country isocode  year     XRAT         tcgdp
0  Canada             CAN  2001  1.54876  9.249094e+05
1  Canada             CAN  2002  1.56932  9.572999e+05
2  Canada             CAN  2003  1.40105  1.016902e+06

In [64]: df.columns = df.columns.str.lower()

In [65]: df
Out[65]: 
  country country isocode  year     xrat         tcgdp
0  Canada             CAN  2001  1.54876  9.249094e+05
1  Canada             CAN  2002  1.56932  9.572999e+05
2  Canada             CAN  2003  1.40105  1.016902e+06

df.columns = df.columns.str.lower()

is the easiest but will give an error if some headers are numeric

if you have numeric headers then use this:

df.columns = [str(x).lower() for x in df.columns]