nunique  aggerigation failes on empty frames
The following code fails 

>     df = pd.DataFrame(columns=['a','b','c'])    
>     df.groupby('a',as_index=False).agg({'b':'nunique'})

with an exception 

> Traceback (most recent call last):
>   File "/Users/ilangadassi/Documents/workspace/python/MyTests/test1.py", line 75, in <module>
>     testDfGroup()
>   File "/Users/ilangadassi/Documents/workspace/python/MyTests/test1.py", line 71, in testDfGroup
>     df.groupby('a',as_index=False).agg({'b':'nunique'})
>   File "/Users/ilangadassi/anaconda/lib/python2.7/site-packages/pandas/core/groupby.py", line 3774, in aggregate
>     return super(DataFrameGroupBy, self).aggregate(arg, *args, **kwargs)
>   File "/Users/ilangadassi/anaconda/lib/python2.7/site-packages/pandas/core/groupby.py", line 3272, in aggregate
>     result, how = self._aggregate(arg, _level=_level, *args, **kwargs)
>   File "/Users/ilangadassi/anaconda/lib/python2.7/site-packages/pandas/core/base.py", line 549, in _aggregate
>     result = _agg(arg, _agg_1dim)
>   File "/Users/ilangadassi/anaconda/lib/python2.7/site-packages/pandas/core/base.py", line 500, in _agg
>     result[fname] = func(fname, agg_how)
>   File "/Users/ilangadassi/anaconda/lib/python2.7/site-packages/pandas/core/base.py", line 483, in _agg_1dim
>     return colg.aggregate(how, _level=(_level or 0) + 1)
>   File "/Users/ilangadassi/anaconda/lib/python2.7/site-packages/pandas/core/groupby.py", line 2660, in aggregate
>     return getattr(self, func_or_funcs)(*args, **kwargs)
>   File "/Users/ilangadassi/anaconda/lib/python2.7/site-packages/pandas/core/groupby.py", line 3023, in nunique
>     res = out if ids[0] != -1 else out[1:]
> IndexError: index 0 is out of bounds for axis 0 with size 0
> 

 - [ ] closes #xxxx
 - [ ] tests added / passed
 - [ ] passes ``git diff upstream/master | flake8 --diff``
 - [ ] whatsnew entry

@redsum I think you meant to open an issue, not a pull request. Can you post again with this link: https://github.com/pandas-dev/pandas/issues/new
