BUG: Append the empty frame with columns, #3121
From [issue3121](https://github.com/pydata/pandas/issues/3121)
### Bug

```
In [1]: import pandas as pd

In [2]: df1 = pd.DataFrame(columns=['test'])

In [3]: df2 = pd.DataFrame()

In [4]: df1.append(df2)

ValueError: need at least one array to concatenate
```
### Reason

numpy cannot concatenate nothing:

```
In [10]: import numpy as np

In [11]: np.concatenate([])

ValueError: need at least one array to concatenate
```
### Fix

Return an empty numpy array if we find that the arrays to be concatenated are empty

```
# return the empty np array, if nothing to concatenate, #3121
    if not to_concat: return np.array([], dtype=object)
```
### Test

Test case `test_append_empty_frame` is added in `test_frame.py`
