Why $$\binom{mp-1}{p-1} \equiv 1 \pmod {p^3}?$$
I tried by induction on $m$:
$\bullet$ $m=0$ $$\binom{-1}{p-1} = (-1)^{p-1}=1 \equiv 1 \pmod {p^3}$$
$\bullet$ $m=1$ $$\binom{p-1}{p-1} =1 \equiv 1 \pmod {p^3}$$
$\bullet$ induction hylpothesis: $$\binom{mp-1}{p-1} \equiv 1 \pmod {p^3}$$
$\bullet$ $m+1$ $$\binom{(m+1)p-1}{p-1}= \binom{(m+1)p}{p}-\binom{(m+1)p-1}{p}$$ but I am not able to move forward. Have you any hints?
Thank you so much
The necessary tools can be found in Glaisher's 1900 paper "Congruences relating to the sums of products of the first $n$ numbers and to other sums of $n$ products", which is more or less available here. (It is the first article in the issue.) Glaisher only proves the $m=2$ case this way, I think - but the method works for all cases.
Define the polynomial $$ f(x) = (x+1)(x+2)\dotsb (x+p-1) = \left[{p\atop 1}\right] + \left[{p\atop 2}\right]x + \dots + \left[{p\atop p}\right]x^{p-1} $$ where $\left[{p\atop k}\right]$ denotes the unsigned Stirling number of the first kind. (Glaisher does not use this terminology or notation.)
The idea is that $\binom{mp-1}{p-1}$ can be written as the ratio $\frac{f((m-1)p)}{f(0)}$, and so it is only necessary to show that $$ f((m-1)p) \equiv f(0) \pmod{p^3} $$ and also that neither is divisible by $p$, to prove your theorem. (Well, $f(0)$ is just $(p-1)! = \left[{p\atop 1}\right]$, so we know all about it, and it's not divisible by $p$.) This goes in $3$ steps:
This completes the proof, since we've concluded that $f((m-1)p) \equiv f(0) \pmod{p^3}$, and since neither is divisible by $p$, we can divide and get $\frac{f((m-1)p)}{f(0)} \equiv 1 \pmod{p^3}$.