title: How to initialize empty pandas Panel
body: <p>I'm trying to fill pandas Panel in a <code>for</code> loop:</p>
  
  <pre><code>dp = pd.Panel()
  for i in range(x):
      # read data in 2D numpy array as 'arr'
      dp[i] = arr
  </code></pre>
  
  <p>which raises:</p>
  
  <pre><code>ValueError: shape of value must be (0, 0), shape of given object was (309, 495)
  </code></pre>
  
  <p>Trying:</p>
  
  <pre><code>dp = pd.Panel()
  for i in range(x):
      ...
      dp.update({i: arr})
  </code></pre>
  
  <p>does not raise error, but after completion I get empty pane.</p>
  
  <p>If I initialize Panel with single item, I can use the first method to update the panel, but I want to initialize empty Panel.</p>
  
  <p>So how to initialize empty pandas Panel, to be able to add data?</p>