ENH: allow index to be referenced by name
- [x] closes #8162 and #10816
- [x] tests added
- [x] tests passed
- [x] passes `git diff upstream/master | flake8 --diff`
- [x] whatsnew entry

Still missing are groupby support (#5677) and `.loc` support.

Also, I wasn't sure if this deserves more than just a line in whatsnew, so I kept it small for now.

With a standard index:

```
idx = pd.Index(list('abc'), name='idx')

df = pd.DataFrame({'A': [1, 2, 3], 'B': [4, 5, 6]}, index=idx)

df['idx']
Out[4]: 
idx
a    a
b    b
c    c
Name: idx, dtype: object

df.idx
Out[5]: 
idx
a    a
b    b
c    c
Name: idx, dtype: object

df[['idx', 'B']]
Out[6]: 
    idx  B
idx       
a     a  4
b     b  5
c     c  6
```

and with a MultiIndex:

```
idx = pd.MultiIndex.from_product([list('abc'), list('fg')], names=['lev0', 'lev1'])

df = pd.DataFrame({'A': range(6), 'B': range(10, 16)}, index=idx)

df['lev0']
Out[9]: 
lev0  lev1
a     f       a
      g       a
b     f       b
      g       b
c     f       c
      g       c
Name: lev0, dtype: object

df.lev0
Out[10]: 
lev0  lev1
a     f       a
      g       a
b     f       b
      g       b
c     f       c
      g       c
Name: lev0, dtype: object

df[['A', 'lev1']]
Out[11]: 
           A lev1
lev0 lev1        
a    f     0    f
     g     1    g
b    f     2    f
     g     3    g
c    f     4    f
     g     5    g
```

Apologies for the noise in the issues threads, I made more than one git goof...
 @hsharrison If you want to avoid noise in issues, you can use `GH8162` instead of `#8162`, those will not make automatic links in the issue each time you commit or rebase.
 @jorisvandenbossche  thanks

Looks like I was a bit premature with my pull request. Anyone have a suggestion for how to skip Panels here? Perhaps `hasattr(self, 'index')`? This was my first foray in into the internals so there may be a better way to separate the code paths.

Or, I guess, Panels should behave similarly, but with `minor_axis` instead of `index`. I haven't worked much with Panels so I'm not sure if this makes sense. (On second though, it doesn't make sense; I don't think this can work for Panels)
 Also, what's the best way to make changes to the pull request without adding more commits? Am I really supposed to force push?
 You can for now just add commits, and then when things shape up you can always squash in the end.

I personally wouldn't bother for Panels (they will probably be deprecated in some time).
 note that what you are doing is way complicated - pls simplify much more
 OK, not surprised to hear. I assume you mean specifically the solution in `_getitem_array`?

Any suggestion for another method? It made sense to me to split the index and run each piece back through getitem. It's convoluted but any alternative I can come up with just seems even more convoluted. Would a `reset_index` solution be preferable? Or is there some piece of the internals that would be helpful here, that I'm not familiar with.

I may have been a bit too ambitious for my first contribution, so any guidance is appreciated.
 what I mean is want to contain this change to a function that gets called when appropriate rather than inlining the code (eg u can call it in the except)

further it needs to ask the index (maybe a new method) to evaluate if it has a particular name (this provides compat between index and multiindex)
 Cool, thanks :)
 Looks like there was a lot of compat there already that I wasn't aware of, specifically `self.names` and `self.get_level_values` working appropriately for a non-MultiIndex. This is a lot simpler.
 @hsharrison if you'd like to update / revisit at some point. This would be best for 0.19.0
 Yes, sorry for the silence. I got bogged down and wasn't able to devote any more time to it, but I just picked it up again the other day. I'll reopen when I have something. Thanks for your comments btw.
