Inconsistency of the bootstrap when a parameter is on the boundary of the parameter space

Andrew, 2000, Econometrica

cowles.econ.yale.edu/~dwka/pub/p0994.pdf

The Bootstrap’s Finite Sample Distribution

http://www.nd.edu/~meg/MEG2004/Marsh-Lawrence.pdf

Resampling methods in econometrics

Editors’ Introduction
Resampling methods in econometrics
Jean-Marie Dufoura, b, c, , , and Benoit Perrona, b, c
aCIRANO, Canada
bCIREQ, Canada
cDépartement de sciences économiques, Université de Montréal, Canada
Available online 31 August 2005.

Bootstrap: Collection in Statistical Sicence (2003)

Statistical Science
A Review Journal of The Institute of Mathematical Statistics.
Volume 18, Issue 2
Publication Date: May 2003