Some problems with the Ferrier/Hirschberg bootstrap idea

This paper demonstrates that the bootstrap procedure suggested by Ferrier a nd Hirschberg (1997) gives inconsistent estimates, A very simple example is given to illustrate the statistical issues underlying nonparametric effici ency measurement and the problems with the Ferrier/Hirschberg approach, and may serve as a primer on bootstrapping in nonparametric models of producti on processes.