ENH: Index Pandas Dtype

Hello,

Is it possible to set pandas dtype-like to index.dtype

Pandas Dtypes Examples

pandas.Int64Dtype(), pandas.Int8Dtype()

Expected result

df.index = pd.Series(df['X'].astype('Int64'))

Index([1, 2, 3, 4, 5], dtype='Int64', name='X')
# instead of
Index([1, 2, 3, 4, 5], dtype='object', name='X')

Workaround
Im forcing change in dtype convertion (it expects to have not nullable values)

INDEX_TYPE_MAP = {
    pandas.Int8Dtype(): numpy.int8,
    pandas.Int16Dtype(): numpy.int16,
    pandas.Int32Dtype(): numpy.int32,
    pandas.Int64Dtype(): numpy.int64,
    pandas.Float32Dtype(): numpy.float32,
    pandas.Float64Dtype(): numpy.float64
}

Br
Nicolas

[debnathshoham]

see #39133