BUG: Empty dataframe with `.astype` raises Exception
- [X] I have checked that this issue has not already been reported.

- [X] I have confirmed this bug exists on the latest version of pandas.

- [ ] (optional) I have confirmed this bug exists on the master branch of pandas.

---


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

```python
import pandas as pd

pd.DataFrame([]).astype({})
```

#### Problem description

I've got some generic code handling a large number of DataFrames, and among other things, forcing the data types of certain columns. Some of these DataFrames can be empty - however, that should not stop the calculations.

My expectation would be that I can run any operation that is conceptually a `nop` on a DataFrame without causing an issue. In this case, I can run `.astype({})` on any DataFrame (empty or not) that has columns - so far, so good. However, on a DataFrame with 0 columns, the function fails with a `ValueError`: "No objects to concatenate"

#### Expected Output

Empty DataFrame

#### Output of ``pd.show_versions()``

<details>

INSTALLED VERSIONS
------------------
commit           : None
python           : 3.7.4.final.0
python-bits      : 64
OS               : Darwin
OS-release       : 19.5.0
machine          : x86_64
processor        : i386
byteorder        : little
LC_ALL           : None
LANG             : None
LOCALE           : en_GB.UTF-8
pandas           : 1.0.4
numpy            : 1.18.5
pytz             : 2020.1
dateutil         : 2.8.1
pip              : 19.3.1
setuptools       : 42.0.2
Cython           : None
pytest           : 5.4.3
hypothesis       : None
sphinx           : None
blosc            : None
feather          : None
xlsxwriter       : None
lxml.etree       : None
html5lib         : None
pymysql          : None
psycopg2         : None
jinja2           : None
IPython          : 7.15.0
pandas_datareader: None
bs4              : None
bottleneck       : None
fastparquet      : None
gcsfs            : None
lxml.etree       : None
matplotlib       : None
numexpr          : None
odfpy            : None
openpyxl         : None
pandas_gbq       : None
pyarrow          : None
pytables         : None
pytest           : 5.4.3
pyxlsb           : None
s3fs             : None
scipy            : None
sqlalchemy       : 1.3.17
tables           : None
tabulate         : None
xarray           : None
xlrd             : None
xlwt             : None
xlsxwriter       : None
numba            : None

</details>
