BUG: DataFrame constructor fails when columns is set and data=[]
From this StackOverflow question: http://stackoverflow.com/questions/29730488/setting-columns-for-an-empty-pandas-dataframe

pls run a perf check on this and report any anomalies.
 None of the tests have a ratio reproducibly above 1 (i.e., increasing repeats on the worst performers gets rid of them all).
 merged via https://github.com/pydata/pandas/commit/514fe2d052feb06287e451488ca35e44ca12d423

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
