MAINT: Use check_output when merging.
Since we don't support Python 2.6 anymore, the `check_output` method from `subprocess` is
at our disposal.

Follow-up to #14447.

xref <a href="https://github.com/pandas-dev/pandas/issues/14439#issuecomment-254522055"> #14439 (comment)</a>

## [Current coverage](https://codecov.io/gh/pandas-dev/pandas/pull/14465?src=pr) is 85.25% (diff: 100%)

> Merging [#14465](https://codecov.io/gh/pandas-dev/pandas/pull/14465?src=pr) into [master](https://codecov.io/gh/pandas-dev/pandas/branch/master?src=pr) will increase coverage by **<.01%**

``` diff
@@             master     #14465   diff @@
==========================================
  Files           140        140          
  Lines         50655      50655          
  Methods           0          0          
  Messages          0          0          
  Branches          0          0          
==========================================
+ Hits          43185      43186     +1   
+ Misses         7470       7469     -1   
  Partials          0          0          
```

> Powered by [Codecov](https://codecov.io?src=pr). Last update [233d51d...e267d2b](https://codecov.io/gh/pandas-dev/pandas/compare/233d51dd099f590379bd9144c40a61f6785b2b57...e267d2ba0a5bca30bc36198f70b592f83f6d2a17?src=pr)
 thanks!
