https://www.frbsf.org/research-and-insights/publications/working-papers/2019/10/blp-estimation-using-laplace-transformation-and-overlapping-simulation-draws/
We derive the asymptotic distribution of the parameters of the Berry et al. (1995, BLP) model in a many markets setting which takes into account simulation...
laplace transformationblpestimationusingoverlapping