to_csv failing with encoding='utf-16'
#### Code Sample:

```python
df.to_csv('test.gz', sep='~',  header=False, index=False,compression='gzip',line_terminator='\r\n',encoding='utf-16', na_rep='')

```
/opt/anaconda/lib/python3.6/encodings/ascii.py in decode(self, input, final)
     24 class IncrementalDecoder(codecs.IncrementalDecoder):
     25     def decode(self, input, final=False):
---> 26         return codecs.ascii_decode(input, self.errors)[0]
     27 
     28 class StreamWriter(Codec,codecs.StreamWriter):

UnicodeDecodeError: 'ascii' codec can't decode byte 0xff in position 0: ordinal not in range(128)


#### Problem description

In first place, big thank you for supporting pandas, my life is easier and fun with pandas in the toolkit.
In previous version 0.22 we were able to do _to_csv_ with encoding='utf-16' to handle Japanese, Chinese among other content properly. Need the utf-16 encoding for next steps like upload data to MSSQL server in bulk mode.

I would like to know if I can use a workaround to continue have the support of uft-16.

Any other suggestions are welcome.

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

<details>

INSTALLED VERSIONS
------------------
commit: None
python: 3.6.5.final.0
python-bits: 64
OS: Linux
OS-release: 4.4.114-42-default
machine: x86_64
processor: x86_64
byteorder: little
LC_ALL: None
LANG: POSIX
LOCALE: None.None

pandas: 0.23.0
pytest: 3.5.1
pip: 10.0.1
setuptools: 39.1.0
Cython: 0.28.2
numpy: 1.14.2
scipy: 1.1.0
pyarrow: 0.9.0
xarray: None
IPython: 6.4.0
sphinx: 1.7.4
patsy: 0.5.0
dateutil: 2.7.3
pytz: 2018.4
blosc: None
bottleneck: 1.2.1
tables: 3.4.3
numexpr: 2.6.5
feather: None
matplotlib: 2.2.2
openpyxl: 2.5.3
xlrd: 1.1.0
xlwt: 1.3.0
xlsxwriter: 1.0.4
lxml: 4.2.1
bs4: 4.6.0
html5lib: 1.0.1
sqlalchemy: 1.2.7
pymysql: None
psycopg2: None
jinja2: 2.10
s3fs: None
fastparquet: None
pandas_gbq: None
pandas_datareader: None
</details>
