I'm not sure this is a bug, but it bit me recently.

I can fill-in an empty DataFrame with a Series:

In [1]: import pandas as pd
In [2]: d = pd.DataFrame()
In [3]: d[0] = pd.Series([1,2,3])
In [4]: d
Out[4]: 
   0
0  1
1  2
2  3

However, I cannot do the same for a Panel, even though it fails silently:

In [5]: p = pd.Panel()
In [6]: p[0] = d
In [7]: p
Out[7]: 
<class 'pandas.core.panel.Panel'>
Dimensions: 1 (items) x 0 (major_axis) x 0 (minor_axis)
Items axis: 0 to 0
Major_axis axis: None
Minor_axis axis: None
In [8]: p.values
Out[8]: array([], shape=(1, 0, 0), dtype=float64)

I did not find a way to fill-in the empty panel once created empty.

Comment From: Garrett-R

Nice catch and bug report. Definitely looks like a bug to me.

Comment From: jreback

closing as Panels are deprecated