Fix panel case

Author: h-vetinari

pandas/core/reshape/concat.py

@@ -230,11 +230,18 @@ def concat(objs, axis=0, join='outer', join_axes=None, ignore_index=False,
         warnings.warn('The join_axes-keyword is deprecated. Use .reindex or '
                       '.reindex_like on the result to achieve the same '
                       'functionality.', FutureWarning, stacklevel=2)
-        if len(join_axes) > 1:
+        ndim = res.ndim
+        if len(join_axes) != ndim - 1:
             raise AssertionError("join_axes must be a list of indexes of "
-                                 "length {length}".format(length=1))
-        other_axis = 1 if axis == 0 else 0  # switches between 0 & 1
-        res = res.reindex(join_axes[0], axis=other_axis)
+                                 "length {length}".format(length=ndim - 1))
+        if ndim == 2:
+            other_axis = 1 if axis == 0 else 0  # switches between 0 & 1
+            res = res.reindex(join_axes[0], axis=other_axis)
+        else:  # 3 for Panel; Panel4D already deprecated
+            other_axes = list(range(res.ndim))
+            other_axes.pop(axis)
+            for i in range(ndim - 1):
+                res.reindex(join_axes[i], axis=i)
     return res