Merge fails when dataframe contains categoricals
Trying to perform a left merge between two dataframes using a column of type object. If I include categoricals in the right dataframe, I get the following error. Trying to reproduce with a toy dataset but no luck so far.

``` python
out = pd.merge(left, right, how='left', left_on='left_id', right_on='right_id')
Traceback (most recent call last):
  File ".../pandas/tools/merge.py", line 39, in merge return op.get_result()
  File ".../pandas/tools/merge.py", line 201, in get_result concat_axis=0, copy=self.copy)
  File ".../pandas/core/internals.py", line 4046, in concatenate_block_managers for placement, join_units in concat_plan]
  File ".../pandas/core/internals.py", line 4135, in concatenate_join_units empty_dtype, upcasted_na = get_empty_dtype_and_na(join_units)
  File ".../pandas/core/internals.py", line 4074, in get_empty_dtype_and_na dtypes[i] = unit.dtype
  File ".../pandas/src/properties.pyx", line 34, in pandas.lib.cache_readonly.__get__ (pandas/lib.c:40664)
  File ".../pandas/core/internals.py", line 4349, in dtype self.block.fill_value)[0])
  File ".../pandas/core/common.py", line 1128, in _maybe_promote if issubclass(np.dtype(dtype).type, compat.string_types):
TypeError: data type not understood
```
