BUG: DataFrame constructor fails when columns is set and data=[]

[evanpw]

From this StackOverflow question: http://stackoverflow.com/questions/29730488/setting-columns-for-an-empty-pandas-dataframe

[jreback]

pls run a perf check on this and report any anomalies.

[evanpw]

None of the tests have a ratio reproducibly above 1 (i.e., increasing repeats on the worst performers gets rid of them all).

[jreback]

merged via 514fe2d

thanks!

note that you can generally avoid rebase conflicts in the release notes by putting the note NOT at the bottom, e.g. just put it in the Bug Fix list somewhere where there is space left