Here is a link to the SLIDES for the talk on identification that I gave at the 2014 SFS Cavalcade.
Starting in September 2014, I will be co-editing the Journal of Financial Economics.
The Erickson-Whited high-order moment estimators have been superceded by high-order cumulant estimators. They are asymptotically equivalent to the moment estimators but they have closed form solutions. You can read about them here. We have a Stata module that can implement these estimators. It can be found here.
Nontechnical lecture slides on structural estimation at the 2011 FMA.
Technical lecture slides on structural estimation at the 2010 FMA.
Technical lecture video on structural estimation at the 2010 FMA.