DataFrame.nunique is incorrect for DataFrame with no columns
(edit by @TomAugspurger)

Current output:

```python
In [33]: pd.DataFrame(index=[0, 1]).nunique()
Out[33]:
Empty DataFrame
Columns: []
Index: [0, 1]
```

Expected Output is an empty series:

```python
Out[34]: Series([], dtype: float64)
```

Not sure what the expected dtype of that Series should be... probably object.

original post below:

---


#### Code Sample, a copy-pastable example if possible

With Pandas 0.20.3
```python
# create a DataFrame with 3 rows
df = pd.DataFrame({'a': ['A','B','C']})

# lookup unique values for each column, excluding 'a'
unique = df.loc[:, (df.columns != 'a')].nunique()
# this results in an empty Series, the index is also empty
unique.index.tolist()
>>> []
# and
unique[unique == 1].index.tolist()
>>> []
```

With pandas 0.23.3
```python
# create a DataFrame with 3 rows
df = pd.DataFrame({'a': ['A','B','C']})

# lookup unique values for each column, excluding 'a'
unique = df.loc[:, (df.columns != 'a')].nunique()
# this results in an empty Series, but the index is not empty
unique.index.tolist()
>>> [1,2,3]
also:
unique[unique == 1].index.tolist()
>>> [1,2,3]
```

Note:
```python
# if we have don't have an empty df, the behavior of nunique() seems fine:
df = pd.DataFrame({'a': ['A','B','C'], 'b': [1,1,1]})
unique = df.loc[:, (df.columns != 'a')].nunique()

unique[unique == 1]
>>> b    1
>>> dtype: int64
# and
unique[unique == 1].index.tolist()
>>> ['b']
```
#### Problem description

The change of behavior is a bit disturbing, and seems like it is a bug:
`nunique()` ends up creating a Series, and it should be a Series of the df columns, but that doesn't seem to be the case here, instead it is picking up the index of the df.

This is likely related to:

https://github.com/pandas-dev/pandas/issues/21932
https://github.com/pandas-dev/pandas/issues/21255

I am posting this because in my use case I use the list to drop the columns, but i end up with column names that do not exist in the df

<details>
INSTALLED VERSIONS
------------------
commit: None
python: 2.7.10.final.0
python-bits: 64
OS: Darwin
OS-release: 17.6.0
machine: x86_64
processor: i386
byteorder: little
LC_ALL: None
LANG: None
LOCALE: None.None
pandas: 0.23.3
pytest: None
pip: 10.0.1
setuptools: 39.2.0
Cython: None
numpy: 1.13.3
scipy: 0.19.1
pyarrow: None
xarray: None
IPython: None
sphinx: 1.5.5
patsy: 0.5.0
dateutil: 2.6.1
pytz: 2015.7
blosc: None
bottleneck: None
tables: None
numexpr: None
feather: None
matplotlib: None
openpyxl: None
xlrd: 0.9.4
xlwt: None
xlsxwriter: None
lxml: None
bs4: None
html5lib: None
sqlalchemy: None
pymysql: None
psycopg2: 2.7.3.2 (dt dec pq3 ext lo64)
jinja2: 2.10
s3fs: None
fastparquet: None
pandas_gbq: None
pandas_datareader: None

</details>
