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#(Where "df" is your DataFrame object.)

for column in df.columns:
    for idx in df[column].index:
        x = df.get_value(idx,column)
        try:
            x = unicode(x.encode('utf-8','ignore'),errors ='ignore') if type(x) == unicode else unicode(str(x),errors='ignore')
            df.set_value(idx,column,x)
        except Exception:
            print 'encoding error: {0} {1}'.format(idx,column)
            df.set_value(idx,column,'')
            continue
            
#Then try:

df.to_csv(file_name)