title: Merge two MultiIndex levels into one in Pandas
body: <p>I have a Pandas data frame which is MultiIndexed. The second level contains a year ([2014,2015]) and the third contains the month number ([1, 2, .., 12]). I would like to merge these two into a single level like - [1/2014, 2/2014 ..., 6/2015]. How could this be done? </p>
  
  <p>I'm new to Pandas. Searched a lot but could not find any similar question/solution.</p>
  
  <p>Edit: I found a way to avoid having to do this altogether with the answer to <a href="https://stackoverflow.com/questions/24090710/pandas-convert-dataframe-multi-index-to-datetime-object">this question</a>. I should have been creating my data frame that way. This seems to be the way to go for indexing by DateTime.</p>