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While economics teaching in universities is mainly based on passive pedagogy, this paper argues in favor of active pedagogical methods using experimental classroom games. The issue is illustrated through the article’s focus on the analysis of firms’ competitive strategies in different market structures (i.e., perfect competition, monopoly, oligopoly). We first explain the bases of experimental methods and then present some protocols allowing the implementation of classroom games corresponding to the market structures under consideration. A literature review is presented to provide an exhaustive overview of the different games that can be used by teachers.