This paper develops a strategy for identification and estimation of complete information games that does not require a regressor that has large support or a parametric specification for the distribution of the unobservables. The identification result uses a nonstandard but plausible condition on...

This paper provides a new point identification and estimation for two-player entry games with complete information under a symmetric condition on unobservables. Neither equilibrium selection nor distributional assumption is required. In addition, a weaker support condition is used in comparison...

We present a simple method for estimating regressions based on recursive extensive-form games. Our procedure, which can be implemented in most standard statistical packages, involves sequentially estimating standard logits (or probits) in a manner analogous to backwards induction. We demonstrate...