title: json_normalize stops after two levels of dictionary and gives KeyError on another level
body: <p>I have a dictionary that's an output from an NFL play-by-play API and to clean this up, I wanted to use the <code>json_normalize</code> function as follows:</p>
  <pre><code>pd.json_normalize(data, record_path = ['periods', 'pbp'])
  </code></pre>
  <p>When I do this, the table looks like this:</p>
  <p><a href="https://i.stack.imgur.com/YrxVr.png" rel="nofollow noreferrer"><img src="https://i.stack.imgur.com/YrxVr.png" alt="enter image description here" /></a></p>
  <p>As you can see, there's another <code>events</code> layer that I'd like to access in the dataframe. However, when I add 'events' to the above code, I get the following KeyError:</p>
  <p><a href="https://i.stack.imgur.com/h8bob.png" rel="nofollow noreferrer"><img src="https://i.stack.imgur.com/h8bob.png" alt="enter image description here" /></a></p>
  <p>What am I missing about this? Is there not a way to get deeper into the full dictionary? Any suggestions would be great!</p>