Efficiently construct Pandas DataFrame from large list of tuples/rows

pandas.DataFrame(initialload, columns=list_of_column_names)

Version 0.12 of pandas onwards should support loading Stata format directly (Reference).

From the documentation:

The top-level function read_stata will read a dta format file and return a DataFrame: The class StataReader will read the header of the given dta file at initialization. Its method data() will read the observations, converting them to a DataFrame which is returned:

 pd.read_stata('stata.dta')