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Closes rapidsai#11335 This PR fixes an issue with `DatetimeIndex` & `TimedeltaIndex` where the underlying columns would still be of numeric or string types rather than `DatetimeColumn` and `TimedeltaColumn` respectively. This is the actual root cause that leads to errors in some downstream API calls. Authors: - GALI PREM SAGAR (https://github.com/galipremsagar) Approvers: - Vyas Ramasubramani (https://github.com/vyasr) URL: rapidsai#11342
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