dtype fix for GH9804 on win32

Author: jreback

pandas/core/generic.py

@@ -3341,7 +3341,10 @@ def where(self, cond, other=np.nan, inplace=False, axis=None, level=None,
 
                 matches = (new_other == np.array(other))
                 if matches is False or not matches.all():
-                    other = np.array(other)
+                    try:
+                        other = np.array(other, dtype=self.dtype)
+                    except ValueError:
+                        other = np.array(other)
 
                     # we can't use our existing dtype
                     # because of incompatibilities