TST: Add regression test for empty DataFrame groupby
- [x] closes #8093
- [x] tests added / passed
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [ ] whatsnew entry

Thanks @gfyoung, fixed! # [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/18097?src=pr&el=h1) Report
> Merging [#18097](https://codecov.io/gh/pandas-dev/pandas/pull/18097?src=pr&el=desc) into [master](https://codecov.io/gh/pandas-dev/pandas/commit/27bbea7ee125f4dc19dca2a7703c9a13ca754f9b?src=pr&el=desc) will **decrease** coverage by `0.01%`.
> The diff coverage is `n/a`.

[![Impacted file tree graph](https://codecov.io/gh/pandas-dev/pandas/pull/18097/graphs/tree.svg?height=150&width=650&token=eZ4WkYLtcO&src=pr)](https://codecov.io/gh/pandas-dev/pandas/pull/18097?src=pr&el=tree)

```diff
@@            Coverage Diff             @@
##           master   #18097      +/-   ##
==========================================
- Coverage   91.25%   91.23%   -0.02%     
==========================================
  Files         163      163              
  Lines       50120    50120              
==========================================
- Hits        45737    45728       -9     
- Misses       4383     4392       +9
```

| Flag | Coverage Δ | |
|---|---|---|
| #multiple | `89.04% <ø> (ø)` | :arrow_up: |
| #single | `40.32% <ø> (-0.06%)` | :arrow_down: |

| [Impacted Files](https://codecov.io/gh/pandas-dev/pandas/pull/18097?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [pandas/io/gbq.py](https://codecov.io/gh/pandas-dev/pandas/pull/18097?src=pr&el=tree#diff-cGFuZGFzL2lvL2dicS5weQ==) | `25% <0%> (-58.34%)` | :arrow_down: |
| [pandas/core/frame.py](https://codecov.io/gh/pandas-dev/pandas/pull/18097?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvZnJhbWUucHk=) | `97.75% <0%> (-0.1%)` | :arrow_down: |

------

[Continue to review full report at Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/18097?src=pr&el=continue).
> **Legend** - [Click here to learn more](https://docs.codecov.io/docs/codecov-delta)
> `Δ = absolute <relative> (impact)`, `ø = not affected`, `? = missing data`
> Powered by [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/18097?src=pr&el=footer). Last update [27bbea7...e5244a0](https://codecov.io/gh/pandas-dev/pandas/pull/18097?src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments).
 # [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/18097?src=pr&el=h1) Report
> Merging [#18097](https://codecov.io/gh/pandas-dev/pandas/pull/18097?src=pr&el=desc) into [master](https://codecov.io/gh/pandas-dev/pandas/commit/27bbea7ee125f4dc19dca2a7703c9a13ca754f9b?src=pr&el=desc) will **decrease** coverage by `0.01%`.
> The diff coverage is `n/a`.

[![Impacted file tree graph](https://codecov.io/gh/pandas-dev/pandas/pull/18097/graphs/tree.svg?width=650&token=eZ4WkYLtcO&height=150&src=pr)](https://codecov.io/gh/pandas-dev/pandas/pull/18097?src=pr&el=tree)

```diff
@@            Coverage Diff             @@
##           master   #18097      +/-   ##
==========================================
- Coverage   91.25%   91.23%   -0.02%     
==========================================
  Files         163      163              
  Lines       50120    50120              
==========================================
- Hits        45737    45728       -9     
- Misses       4383     4392       +9
```

| Flag | Coverage Δ | |
|---|---|---|
| #multiple | `89.04% <ø> (ø)` | :arrow_up: |
| #single | `40.32% <ø> (-0.06%)` | :arrow_down: |

| [Impacted Files](https://codecov.io/gh/pandas-dev/pandas/pull/18097?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [pandas/io/gbq.py](https://codecov.io/gh/pandas-dev/pandas/pull/18097?src=pr&el=tree#diff-cGFuZGFzL2lvL2dicS5weQ==) | `25% <0%> (-58.34%)` | :arrow_down: |
| [pandas/core/frame.py](https://codecov.io/gh/pandas-dev/pandas/pull/18097?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvZnJhbWUucHk=) | `97.75% <0%> (-0.1%)` | :arrow_down: |

------

[Continue to review full report at Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/18097?src=pr&el=continue).
> **Legend** - [Click here to learn more](https://docs.codecov.io/docs/codecov-delta)
> `Δ = absolute <relative> (impact)`, `ø = not affected`, `? = missing data`
> Powered by [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/18097?src=pr&el=footer). Last update [27bbea7...0b466e6](https://codecov.io/gh/pandas-dev/pandas/pull/18097?src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments).
 @gfyoung @jschendel Thanks! Fixed! thanks!