'Mixed depth' hierarchical column labels
Modifications to column-hierarchical behaviour as per "'Mixed depth' hierarchical column labels" discussion on pystatsmodels.

If column label tuples contain only empty strings at the lower levels, allows the DataFrame to be indexed with only the higher levels. So for example if a column has the hierarchical label ('a','',''), and there are no other columns with 'a' at their top level, then this change allows the column to be pulled out with df['a'], rather than df['a','','']. It also names the resulting series 'a'. 
The use case for this is when some columns have a deeper hierarchy than others, and you want to treat the shallower columns as if the lower levels of the hierarchy weren't there.

If column label tuples contain only empty strings at the lower levels, allows the DataFrame to be indexed with only the higher levels. So for example if a column has the hierarchical label ('a','',''), and there are no other columns with 'a' at their top level, then this change allows the column to be pulled out with df['a'], rather than df['a','','']. It also names the resulting series 'a'. 
The use case for this is when some columns have a deeper hierarchy than others, and you want to treat the shallower columns as if the lower levels of the hierarchy weren't there.
