I have (co-)authored some reviews of econometrics.
Econometric models of dynamic discrete choice processes are applied to a wide variety of economic problems. Recent research on their empirical content has brought important new insights. It has clarified the conditions for their identification from choice and covariate panel data in the absence of dynamic selection on unobservables. It has provided important new identification results for discrete- time models with unobserved heterogeneity and unobserved states. Finally, it has enhanced the attractiveness of continuous-time models, by developing new insights on the identification of continuous-time optimal stopping models. Current developments in the literature promise to shed further light on the specification and identification of models with unobserved state variables, theory-based non- proportional hazard models, continuous-time optimal stopping models with time-varying covariates, and dynamic games in discrete and continuous time.
Some other reviews:
- Abbring, Jaap H. (2008), “The event-history approach to program evaluation”, Chapter 2 in D.L. Millimet, J. Smith, and E. Vytlacil, editors, Advances in Econometrics, Volume 21: Modeling and Evaluating Treatment Effects in Econometrics, 33–55, Elsevier Science, Amsterdam.
- Abbring, Jaap H., and James J. Heckman (2008), “Dynamic policy analysis”, Chapter 24 in L. Ḿatýas and P. Sevestre, editors, The Econometrics of Panel Data: Fundamentals and Recent Developments in Theory and Practice, third edition, 795–863, Springer Verlag, Berlin.
- Abbring, Jaap H. and James J. Heckman (2007), "Econometric evaluation of social programs, part III: Distributional treatment effects, dynamic treatment effects and dynamic discrete choice, and general equilibrium policy evaluation'', Chapter 72 in J.J. Heckman and E. Leamer, editors, Handbook of Econometrics, Volume 6B, 5145–5303, Elsevier Science, Amsterdam.
- Abbring, Jaap H. and Gerard J. van den Berg (2004), "Analyzing the effect of dynamically assigned treatments using duration models, binary treatment models, and panel data models", Empirical Economics, 29(1), 5–20. With Corrigendum (2011).