This paper contributes to the literature on econometric estimation of incomplete information games with Nash equilibrium behavior by introducing a two-step estimation procedure that makes no parametric assumptions about the distribution of unobservable payoffs shocks. Instead, its asymptotic...

This paper studies the problem of estimating the normal-form payoff parameters of a simultaneous, discrete game where the realization of such payoffs is not common knowledge. The paper contributes to the existing literature in two ways. First, by making a comparison with the complete information...