BUG: Append the empty frame with columns, #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`