Rename unnamed multiindex columns in Pandas DataFrame

Since pandas 0.21.0 the code should be like this

def rename_unnamed(df):
    """Rename unamed columns name for Pandas DataFrame

    See https://stackoverflow.com/questions/41221079/rename-multiindex-columns-in-pandas

    Parameters
    ----------
    df : pd.DataFrame object
        Input dataframe

    Returns
    -------
    pd.DataFrame
        Output dataframe

    """
    for i, columns in enumerate(df.columns.levels):
        columns_new = columns.tolist()
        for j, row in enumerate(columns_new):
            if "Unnamed: " in row:
                columns_new[j] = ""
        if pd.__version__ < "0.21.0":  # https://stackoverflow.com/a/48186976/716469
            df.columns.set_levels(columns_new, level=i, inplace=True)
        else:
            df = df.rename(columns=dict(zip(columns.tolist(), columns_new)),
                           level=i)
    return df