BUG: SeriesGroupby.nunique raises an IndexError on empty Series #12553
Closes #12553
xref #13239 
Made a new pull request to clean up from #12557 

needs tests
 I'm sry what am I supposed to do? Do you want me to run `nosetests pandas` or make new tests?
 new tests, see contributing docs [here](http://pandas.pydata.org/pandas-docs/stable/contributing.html)

you have a failing case, so create a test which fails w/o your fix (put the tests in test_groupby.py)

then your fix should make it pass
 can you rebase / update & add whatsnew for 0.18.2
 can you rebase/update
 ## [Current coverage](https://codecov.io/gh/pydata/pandas/pull/12560?src=pr) is **84.12%**

> Merging [#12560](https://codecov.io/gh/pydata/pandas/pull/12560?src=pr) into [master](https://codecov.io/gh/pydata/pandas/branch/master?src=pr) will decrease coverage by **0.09%**

``` diff
@@             master     #12560   diff @@
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  Files           138        138          
  Lines         50713      50387   -326   
  Methods           0          0          
  Messages          0          0          
  Branches          0          0          
==========================================
- Hits          42715      42385   -330   
- Misses         7998       8002     +4   
  Partials          0          0          
```

> Powered by [Codecov](https://codecov.io?src=pr). Last updated by [fcd73ad...ee6d924](https://codecov.io/gh/pydata/pandas/compare/fcd73ad2e7482414b61d47056c6c9c220b11702c...ee6d924c6358fdf76ec2aa967df33c1dc00a7725)
 Done, sry for 2 commits but when I try to rebase everything gets messed up...
 can you rebase / update
 @thanasis2028 Your change is causing an error in `test_resample_empty_series` (probably resampling an empty series and calling `unique` on that) 
Can you have a look at that?
 @thanasis2028 Do you have time to update this PR?
 can you rebase / update this?
 this was closed by this PR [here](https://github.com/pandas-dev/pandas/commit/c0e13d1bccd4a783486eba8cc769db48a7875de8)
