Dan and Leo, the best place to see scientific research on all forms of homeschooling is the National home Educational Research Institute (NHERI) at www.NEHRI.org . I'm fairly certain they have quite a bit on both entrepreneurship and unschooling. It's worth contributing to and getting the full book of research on homeschooling (updated every year.) Really great stuff! I used it in working on my Master's Degree and my certificate in Gifted Education.
Probably one of the first people to write about unschooling and arguably the creator of the name was John Holt. He put out a monthly newsletter as did his protege's after he died. You can find the archives of that newsletter (great reading), called Growing Without Schooling at http://www.holtgws.com/gwsarchives.html . There are other unschooling sites all over the website that deal with unschooling in general. I don't know of one that deals with entrepreneurship specifically, but a quick search for unschooling and entrepreneur together might get you somewhere.
Personally, my kids saw what corporate and bureaucratic employment does to people in that their father worked as an R&D lead electrical and mechanical engineer for a defense contractor. If you're not aware, the environment in that type of workplace is highly abusive and stressful. After working in that field for about ten years, he woke up one morning unable to will himself to get out of bed. His neurotransmitters had gone haywire and he was diagnosed with clinical depression. He hasn't worked since and probably never will again.
Then and there my son (who has similar personality traits and talents) realized he would probably have to work for himself to be happy. He does and he is. He's been running his own computer repair and IT support business in Central Florida with rave reviews for about ten years now (if you include the unofficial time he worked before he was old enough to have a business license.)
It was educational in other ways as well. My kids saw their father fight to regain the ability to interact with his family, his struggle to re-discover his sense of humor, a re-development of a far stronger man, his strength of will to continue to recover - as far as he is able. They learned major lessons in that time: acceptance of what you can't change, the importance of working for your own health and that of others, being non-judgmental, grace under pressure, support and caring for those who are ill, acceptance of poor mental health as an illness without stigma, and that many people don't leave those kinds of jobs in ambulances with heart attacks or chronic ulcers (although many do.) They just leave quietly one day and never go back.
They also saw what is really important in life, love, family, and serenity, not the biggest paycheck. The downside - obviously financial problems and dealing with a chronic illness. The upside (as stated by my kids individually without checking with each other) "I got to learn who both my parents were. Most of my friends don't have a clue who their parents are as people." I really can't add to that. Unschooling deals with whatever life throws at you and builds incredible relationships, resourcefulness, and resilience.
Hope it helps.