Bootsrap 101: What is the concept of Bootstrapping?

[Jeisson Lancheros]

I've read the concept of bootstrapping, and have seen the option on a couple of commands, recently on the command diff (for a differences on differences estimation).

I still don't know how, when, and most importanly, what is Bootstrapping, so I would really appreciate if there is an easy introductory explanation to start with.

Thank you all in advance!

[Carlo Lazzaro]

Jeisson:
the mandatory reading is: https://www.amazon.com/Introduction-.../dp/0412042312

[daniel klein]

Start with [R] bootstrap.

Best
Daniel

[Maarten Buis]

The book suggested by Carlo is great, and I have it in my bookshelf (and actually read it and taught from it). Another book that I found complements it well is:

Davison, A.C. and Hinkley, D.V. 1997. Bootstrap methods and their application. Cambridge: Cambridge University Press.

[Jeisson Lancheros]

Wow, thank you all! I really appreciate your suggestions!