In the literature that estimates discrete games with incomplete information, researchers usually impose two assumptions. First, either the payoff function or the distribution of private information or both are restricted to follow some parametric functional forms. Second, players' behaviors are...

This article reviews the recent literature on the econometric analysis of games in which multiple solutions are possible. Multiplicity does not necessarily preclude the estimation of a particular model (and, in certain cases, even improves its identification), but ignoring it can lead to...