API: Use object dtype for empty Series

[TomAugspurger]

Currently an empty Series has a float dtype:

In [15]: pd.Series().dtype
Out[15]: dtype('float64')

This is consistent with NumPy, but inconsistent with the rest of pandas:

In [18]: pd.Index([]).dtype
Out[18]: dtype('O')

In [19]: pd.DataFrame(columns=['A']).dtypes
Out[19]:
A    object
dtype: object

I think it's best to just make all our containers treat empty as object dtype, unless explicitly told otherwise (excluding specialized containers like Int64Index).

[jreback]

xref #1783

[TomAugspurger]

This will potentially fix #16737 as well

[jreback]

This will potentially fix #16737 as well

not at all, that is completely different, but #16961 is a PR for that would fix.