Here is a link to the SLIDES for the talk on identification that I gave at the 2014 SFS Cavalcade. The folks at Georgetown recorded it, and when I get a link, I'll post that too.
The Erickson-Whited high-order moment estimators have been superceded by high-order cumulant estimators.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.
It looks like I have been in the business of writing surveys lately. Ilya Strebulaev and I have a tutorial on dynamic corporate finance: Dynamic Models and Structural Estimation in Corporate Finance. Michael Roberts and I have a survey of Endogeneity in Empirical Corporate Finance
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.