Fix tests broken in pandas 2.0

[harupy]

Related Issues/PRs

#xxx

What changes are proposed in this pull request?

We've been running tests with pandas < 2.0 unknowingly because of sktime. The latest version of sktime no longer pins pandas to < 2.0. Tests run with pandas 2.0.x now. This change broke a few tests. This PR fixes them.

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[harupy]

pandas-dev/pandas#15585

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[prithvikannan]

Looks good, but can we also take a look at

FAILED tests/pyfunc/test_pyfunc_schema_enforcement.py::test_column_schema_enforcement - TypeError: Cannot cast DatetimeArray to dtype datetime64[D]

i think it may be related to these other changes.