Revert "MAINT: Remove Long and WidePanel (#15748)"
This reverts commit bff47f2302a0be4dcbf7e5055e525d5652e08fb5.

 xref #15748

we will have to push this to a later pandas major version as statsmodels not fully compat: https://github.com/statsmodels/statsmodels/issues/3580
cc @gfyoung 

 @jreback : That's too bad.  LGTM.

FYI: The bullet point is a little weird in #6581 for that one.  On a separate note, could you also add a note regarding the `convert_objects` discussion we're having for the top bullet in `0.17.0`? @gfyoung yep I completely reverted, but if you want to follow up with some of the cosmetic changes you did would be ok too. # [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/15802?src=pr&el=h1) Report
> Merging [#15802](https://codecov.io/gh/pandas-dev/pandas/pull/15802?src=pr&el=desc) into [master](https://codecov.io/gh/pandas-dev/pandas/commit/c577c19d22ac8ec7ea05630576c379e3108248af?src=pr&el=desc) will **decrease** coverage by `0.02%`.
> The diff coverage is `60%`.

[![Impacted file tree graph](https://codecov.io/gh/pandas-dev/pandas/pull/15802/graphs/tree.svg?height=150&width=650&token=eZ4WkYLtcO&src=pr)](https://codecov.io/gh/pandas-dev/pandas/pull/15802?src=pr&el=tree)

```diff
@@            Coverage Diff             @@
##           master   #15802      +/-   ##
==========================================
- Coverage   91.02%      91%   -0.03%     
==========================================
  Files         143      143              
  Lines       49373    49382       +9     
==========================================
- Hits        44943    44939       -4     
- Misses       4430     4443      +13
```


| [Impacted Files](https://codecov.io/gh/pandas-dev/pandas/pull/15802?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [pandas/core/api.py](https://codecov.io/gh/pandas-dev/pandas/pull/15802?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvYXBpLnB5) | `100% <100%> (ø)` | :arrow_up: |
| [pandas/core/panel.py](https://codecov.io/gh/pandas-dev/pandas/pull/15802?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvcGFuZWwucHk=) | `97.22% <55.55%> (-0.56%)` | :arrow_down: |
| [pandas/io/gbq.py](https://codecov.io/gh/pandas-dev/pandas/pull/15802?src=pr&el=tree#diff-cGFuZGFzL2lvL2dicS5weQ==) | `25% <0%> (-58.34%)` | :arrow_down: |
| [pandas/core/frame.py](https://codecov.io/gh/pandas-dev/pandas/pull/15802?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvZnJhbWUucHk=) | `97.86% <0%> (-0.1%)` | :arrow_down: |

------

[Continue to review full report at Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/15802?src=pr&el=continue).
> **Legend** - [Click here to learn more](https://docs.codecov.io/docs/codecov-delta)
> `Δ = absolute <relative> (impact)`, `ø = not affected`, `? = missing data`
> Powered by [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/15802?src=pr&el=footer). Last update [c577c19...36a2c34](https://codecov.io/gh/pandas-dev/pandas/pull/15802?src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments).