Smooth and green future extension/scalability (e.g., from sparse to dense, from small-area dense to large-area dense, or from normal-dense to super-dense) is an important issue in heterogeneous networks. In this paper, we study energy efficiency of heterogeneous networks for both sparse and dense (two-tier and multi-tier) small cell deployments. We formulate the problem as a hierarchical (Stackelberg) game in which the macro cell is the leader whereas the small cell is the follower. Both players want to strategically decide on their power allocation policies in order to maximize the energy efficiency of their registered users. A backward induction method has been used to obtain a closed-form expression of the Stackelberg equilibrium. It is shown that the energy efficiency is maximized when only one sub-band is exploited for the players of the game depending on their channel fading gains. Simulation results are presented to show the effectiveness of the proposed scheme.