BUG: MultiIndex.set_levels with emtpy levels
 - [ ] closes #16147
 - [ ] tests added / passed
 - [ ] whatsnew entry

Helped by @TomAugspurger for this one. May he can take a review the changes too.

Thanks.
Hello @leej3! Thanks for updating the PR.

 - In the file [`pandas/core/indexes/multi.py`](https://github.com/pandas-dev/pandas/blob/330cf7766f92125869180201e0c57406ffcfc1c5/pandas/core/indexes/multi.py), following are the PEP8 issues :

> [Line 236:41](https://github.com/pandas-dev/pandas/blob/330cf7766f92125869180201e0c57406ffcfc1c5/pandas/core/indexes/multi.py#L236): [E202](https://duckduckgo.com/?q=pep8%20E202) whitespace before ')'





##### Comment last updated on September 07, 2017 at 23:02 Hours UTC I'll try pass some more tests for this tomorrow. can you rebase and update @leej3 can you rebase and update can you rebase / update closing as stale, if you want to work on this, pls ping.