I found a code which work only with single taxonomy and modified it.
add_action( 'restrict_manage_posts', 'my_restrict_manage_posts' );
function my_restrict_manage_posts() {
global $typenow, $post, $post_id;
if( $typenow != "page" && $typenow != "post" ){
//get post type
$post_type=get_query_var('post_type');
//get taxonomy associated with current post type
$taxonomies = get_object_taxonomies($post_type);
//in next loop add filter for tax
if ($taxonomies) {
foreach ($taxonomies as $tax_slug) {
$tax_obj = get_taxonomy($tax_slug);
$tax_name = $tax_obj->labels->name;
$terms = get_terms($tax_slug);
echo "<select name="$tax_slug" id='$tax_slug' class="postform">";
echo "<option value="">Show All $tax_name</option>";
foreach ($terms as $term) {
$label = (isset($_GET[$tax_slug])) ? $_GET[$tax_slug] : ''; // Fix
echo '<option value=". $term->slug, $label == $term->slug ? " selected="selected"' : '','>' . $term->name .' (' . $term->count .')</option>';
}
echo "</select>";
}
}
}
}