Related to https://github.com/pydata/pandas/issues/13563 (deprecation of Panels), we could/should also deprecate Panel4D / PanelND. (xref https://github.com/pydata/pandas/issues/5049) Deprecating Panel4D/ND could probably be done sooner than deprecating Panels (e.g. actually deprecating in 0.19.0 ?)