Identification of parameters in an asymmetric perfect information game

We show the identification of important features of the model in a perfect information entry game with two players and asymmetric payoffs when there are no unbounded regressors and the distribution of the unobservables is not parametrically specified.

► Semiparametric identification is shown of parameters of firms' profits in a 2×2, perfect information, asymmetric entry game. ► No identification at infinity argument is used for the results. ► A way of testing the asymmetry assumption is suggested. ► Identification of coefficients of both continuous and discrete regressors is discussed.