I'd like to pandas.DataFrame for every two columns.
For example, I have the following dataframe:
pd.DataFrame([[10,"5%", 20, "10%"],[30,"15%", 40,"20%"]], columns=['error1', '(%)', 'error2', '(%)'])

Then, what I'd like to get is the following dataframe:
pd.DataFrame([["10 (5%)", "20 (10%)"],["30 (15%)", "40 (20%)"]], columns=['error1 (%)', 'error2 (%)'])

You can try:
import pandas as pd
df = pd.DataFrame([[10,"5%", 20, "10%"],[30,"15%", 40,"20%"]], 
                  columns=['error1', '(%)', 'error2', '(%)'])
print df
   error1  (%)  error2  (%)
0      10   5%      20  10%
1      30  15%      40  20%
cols = (' '.join(w) for w in zip(df.columns[::2], df.columns[1::2]))
print pd.DataFrame(df.ix[:, ::2].astype(str).values + 
                                               ' (' + 
                              df.ix[:, 1::2].values +
                                                 ')', index=df.index, columns=cols)
  error1 (%) error2 (%)
0    10 (5%)   20 (10%)
1   30 (15%)   40 (20%)                                                     
Odd and even columns names:
In [80]: df.columns[::2]
Out[80]: Index([u'error1', u'error2'], dtype='object')
In [81]: df.columns[1::2]
Out[81]: Index([u'(%)', u'(%)'], dtype='object')
List of tuples by zip:
In [82]: zip(df.columns[::2], df.columns[1::2])
Out[82]: [('error1', '(%)'), ('error2', '(%)')]
Generator - join items of tuples:
In [83]: (' '.join(w) for w in zip(df.columns[::2], df.columns[1::2]))
Out[83]: <generator object <genexpr> at 0x0000000015158EE8>
In [84]: list((' '.join(w) for w in zip(df.columns[::2], df.columns[1::2])))
Out[84]: ['error1 (%)', 'error2 (%)']    
Cast integer values to string by astype and 
convert to numpy array by df.values:
In [89]: df.ix[:, ::2].astype(str).values
Out[89]: 
array([['10', '20'],
       ['30', '40']], dtype=object)
In [90]: df.ix[:, 1::2].values
Out[90]: 
array([['5%', '10%'],
       ['15%', '20%']], dtype=object)
Comparing with another answer [2 rows x 4000 columns]:
df = pd.DataFrame([[10,"5%", 20, "10%"]*1000,[30,"15%", 40,"20%"]*1000], 
                  columns=['error1', '(%)', 'error2', '(%)']*1000)
def VAL(df):
    cols = (' '.join(w) for w in zip(df.columns[::2], df.columns[1::2]))
    return pd.DataFrame(df.ix[:, ::2].astype(str).values + 
                                                   ' (' + 
                              df.ix[:, 1::2].values +
                                                 ')', index=df.index, columns=cols)
def APL(df):
    def make_func(offset=0):
        def func(x):
            return '{} ({})'.format(x[0 + offset], x[1 + offset])
        return func
    df2 = pd.DataFrame()
    for offset in range(0, df.shape[1], 2):
        df2['{} (%)'.format(df.columns[offset])] = df.apply(make_func(offset), axis=1)
    return df2
VAL(df)  
APL(df)     
In [97]: %timeit VAL(df)
    ...: %timeit APL(df)
    ...: 
100 loops, best of 3: 10.4 ms per loop
1 loops, best of 3: 3.65 s per loop                                          
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