to_frame() broken by RangeIndex
#### Code Sample, a copy-pastable example if possible

In [1]: import pandas as pd

In [2]: import numpy as np

In [3]: p = pd.Panel(np.arange(512).reshape((8,8,8)))

In [4]: p.to_frame()
Out[4]: <repr(<pandas.core.frame.DataFrame at 0x7fcd99f25590>) failed: TypeError: data type "major" not understood>

In [5]: p.axes
Out[5]: 
[RangeIndex(start=0, stop=8, step=1),
 RangeIndex(start=0, stop=8, step=1),
 RangeIndex(start=0, stop=8, step=1)]

Issue is similar to [ Related TypeErrors in multi-indexed DataFrame #12893 ](https://github.com/pydata/pandas/issues/12893)
#### Expected Output

Similar to this...

In [6]: p = pd.Panel(np.arange(8).reshape((2,2,2)))

In [7]: p.to_frame()
Out[7]: 

```
             0  1
major minor      
0     0      0  4
      1      1  5
1     0      2  6
      1      3  7

```

In [8]: p.axes
Out[8]: 
[RangeIndex(start=0, stop=2, step=1),
 RangeIndex(start=0, stop=2, step=1),
 RangeIndex(start=0, stop=2, step=1)]
#### output of `pd.show_versions()`

In [9]: pd.show_versions()
## INSTALLED VERSIONS

commit: None
python: 2.7.12.candidate.1
python-bits: 64
OS: Linux
OS-release: 4.5.0-2-amd64
machine: x86_64
processor: 
byteorder: little
LC_ALL: None
LANG: en_US.UTF-8

pandas: 0.18.0+git114-g6c692ae
nose: 1.3.7
pip: None
setuptools: 20.10.1
Cython: None
numpy: 1.11.1rc1
scipy: 0.17.1
statsmodels: 0.6.1
xarray: None
IPython: 2.4.1
sphinx: None
patsy: 0.4.1
dateutil: 2.4.2
pytz: 2015.7
blosc: None
bottleneck: None
tables: 3.2.2
numexpr: 2.6.0
matplotlib: 1.5.2rc2
openpyxl: 2.3.0
xlrd: 0.9.4
xlwt: 0.7.5
xlsxwriter: None
lxml: 3.6.0
bs4: 4.4.1
html5lib: 0.999
httplib2: None
apiclient: None
sqlalchemy: None
pymysql: None
psycopg2: None
jinja2: 2.8
boto: None
pandas_datareader: None
