I guess entrepreneurs are as valid a tribe as any to do anthropological research on. The field work is probably more comfortable than most current groups of interest, and you don't have to learn an obscure language except for some jargon you can pick up by reading TechCrunch.
Edit: If you actually want to be one, just start something.
Is there a university offering PhD's in entrepreneurship?
Even MBAs only teach you to be a useful cog in a large corporation. Innovation takes more than following a bunch of rules.
No.
Edit: Do it in real life.
I don't think the OP wants to be an entrepreneur. It sounds like he wants to study them.
Good for what? What is the context of the question.