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Compat with pandas 0.24 rename of MultiIndex labels -> codes #15896

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@asfimport

Pandas deprecated the MultiIndex.labels in favor of MultiIndex.codes (pandas-dev/pandas#23752 In the pandas parquet/feather tests, we are now seeing warnings about this (and I assume there will be warnings as well in pyarrow tests if running on pandas master).

Reporter: Joris Van den Bossche / @jorisvandenbossche
Assignee: Joris Van den Bossche / @jorisvandenbossche

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Note: This issue was originally created as ARROW-3953. Please see the migration documentation for further details.

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