Add docs

Author: Terji Petersen

doc/source/whatsnew/v2.0.0.rst

@@ -291,6 +291,39 @@ The new behavior, as for datetime64, either gives exactly the requested dtype or
    ser.astype("timedelta64[s]")
    ser.astype("timedelta64[D]")
 
+.. _whatsnew_200.api_breaking.zero_len_indexes:
+
+Empty DataFrames/Series will now default to have a ``RangeIndex``
+^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
+
+When users don't specify indexes or columns when instantiating :class:`DataFrame` or :class:`Series`
+objects, pandas infers the index type for them. Previously, if it was not possible to
+infer the index type from the data, pandas used to infer the index to be a :class:`RangeIndex`,
+except when the frame/series was empty, then the index was inferred to be an :class:`Index`
+with dtype `object`.
+
+This has been changed, so the type of index/columns will always be :class:`RangeIndex`,
+when users don't declare the index and it's not possible to infer the index type from the data (:issue:`49572`).
+
+*Previous behavior*:
+
+.. code-block:: ipython
+
+   In [8]: pd.Series().index
+   Out[8]:
+   Index([], dtype='object')
+
+   In [9] pd.DataFrame().axes
+   Out[9]:
+   [Index([], dtype='object'), Index([], dtype='object')]
+
+*New behavior*:
+
+.. ipython:: python
+
+   pd.Series().index
+   pd.DataFrame().axes
+
 .. _whatsnew_200.api_breaking.deps:
 
 Increased minimum versions for dependencies
@@ -349,6 +382,7 @@ Other API changes
 - :func:`read_stata` with parameter ``index_col`` set to ``None`` (the default) will now set the index on the returned :class:`DataFrame` to a :class:`RangeIndex` instead of a :class:`Int64Index` (:issue:`49745`)
 - Changed behavior of :class:`Index` constructor with an object-dtype ``numpy.ndarray`` containing all-``bool`` values or all-complex values, this will now retain object dtype, consistent with the :class:`Series` behavior (:issue:`49594`)
 - Changed behavior of :meth:`DataFrame.shift` with ``axis=1``, an integer ``fill_value``, and homogeneous datetime-like dtype, this now fills new columns with integer dtypes instead of casting to datetimelike (:issue:`49842`)
+- Changed behavior of :func:`read_csv`, :func:`read_json` & :func:`read_fwf`, where the index will now always be a :class:`RangeIndex`, when no index is specified. Previously the index would be a :class:`Index` with dtype `object` if the new DataFrame/Series had length 0 (:issue:`49572`)
 - :meth:`DataFrame.values`, :meth:`DataFrame.to_numpy`, :meth:`DataFrame.xs`, :meth:`DataFrame.reindex`, :meth:`DataFrame.fillna`, and :meth:`DataFrame.replace` no longer silently consolidate the underlying arrays; do ``df = df.copy()`` to ensure consolidation (:issue:`49356`)
 -