ERR: better error message on merging for incompat types

[jreback]

would be nice to have the types outputted in the error message

In [23]:         left = pd.DataFrame({'a': [1, 5, 10],
    ...:                              'left_val': ['a', 'b', 'c']})
    ...:         right = pd.DataFrame({'a': [1, 2, 3, 6, 7],
    ...:                               'right_val': [1, 2, 3, 6, 7]})
    ...: 
    ...: 

In [24]: pd.merge_asof(left, right, on='a')
Out[24]: 
    a left_val  right_val
0   1        a          1
1   5        b          3
2  10        c          7

In [25]: pd.merge_asof(left, right.assign(a=right.a.astype('i4')), on='a')
MergeError: incompatible merge keys, must be the same type

[achiwhane]

Hi,

I'm new to contributing to pandas and would love to take a crack at this!