TST: Check index names
Derived from #9862. Added `check_names` kw to followings testing functions:
- `assert_index_equal` (default=True).
- `assert_series_equal` (default=True). Maybe the same option can be used to check `Series.name` in the future, otherwise it may better to choose separate name such as `check_index_name`. 
- `assert_panelnd_equal` (default=False). We have to check following ToDo to specify default=True.
- https://github.com/pydata/pandas/blob/master/pandas/util/testing.py#L771
- `assert_frame_equal` is untouched as it already has the kw. Not refactored the logic because it has a path which doesn't use `assert_index_equal` internally. 

Looked through test cases which have to be `check_names=False`, and added name check tests.

@sinhrks thanks!
