TST: add test on checking objects to concatenate (pandas-dev#40822)

Author: ivanovmg

pandas/tests/reshape/concat/test_concat.py

@@ -344,6 +344,10 @@ def test_concat_single_with_key(self):
         expected = concat([df, df], keys=["foo", "bar"])
         tm.assert_frame_equal(result, expected[:10])
 
+    def test_concat_no_items_raises(self):
+        with pytest.raises(ValueError, match="No objects to concatenate"):
+            concat([])
+
     def test_concat_exclude_none(self):
         df = DataFrame(np.random.randn(10, 4))