fixed issue of empty dataframe combine_first
- [ ] closes #29562
- [ ] tests added / passed
- [ ] passes `black pandas`
- [ ] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [ ] whatsnew entry - fixed issue of combining two empty dataframe. 

also pls do an issue search, I *think* there might be other issues out there like this Hello @iamrajhans! Thanks for updating this PR. We checked the lines you've touched for [PEP 8](https://www.python.org/dev/peps/pep-0008) issues, and found:





There are currently no PEP 8 issues detected in this Pull Request. Cheers! :beers: 

##### Comment last updated at 2020-03-20 13:15:31 UTC @jreback I have done the changes, please review @jreback could you please take a look looks like some merge conflicts; can you fix up and try to get CI green? sure will make those changes

 @iamrajhans looks like still red - have time to look and get green? Closing as I think this has gone stale, but ping if you'd like to pick back up