title: Pandas join dataframes by multiple key
body: <p>I have 3 different dataframes that I want to join, using label and window as keys.</p>
  
  <p>DataFrame1</p>
  
  <pre><code>Window  Label  FeatA
  123      1        h
  123      2        f
  </code></pre>
  
  <p>DataFrame2</p>
  
  <pre><code>Window  Label  FeatB
  123      1      d 
  123      2      s
  </code></pre>
  
  <p>DataFrame3</p>
  
  <pre><code>Window  Label  FeatC
  123     1       d
  123     2       c
  </code></pre>
  
  <p>Result</p>
  
  <pre><code>Window  Label  FeatA  FeatB  FeatC
  123      1       h      d       d
  123      2       f      s       c
  </code></pre>
  
  <p>I know how to join dataframes using <code>pandas.concat</code> but don't know how to specify keys. Any help would be greatly appreciated.</p>