Dense deployment of small cells operating on different frequency bands based on multiple technologies provides a fundamental way to face the imminent thousand-fold traffic augmentation. This heterogeneous network (HetNet) architecture enables efficient traffic offloading among different tiers and technologies. However, research on multi-tier HetNets where various tiers share the same microwave spectrum has been well-addressed over the past years. Therefore, our work is targeted towards novel multi-tier HetNets with disparate spectrum (microwave and millimeter wave). In fact, despite the huge capacity brought by millimeter-wave technology, the latter will fail to provide universal coverage, especially indoor, and so mmWave will inevitably co-exist with a traditional sub-6GHz cellular network. In this work, we propose a coordinated user association and spectrum allocation by resorting to non-cooperative game theory. In fact, in such an arduous context, efficient distributed solutions are imperative. Extensive simulation results show the precedence of our coordinated approach in comparison with state-of-the-art heuristics. Moreover, we evaluate the impact of various network parameters, such as mmWave density, cell load, and user distribution and density, offering valuable guidelines into practical 5G HetNet design. Finally, we assess the benefit brought by massive MIMO for mmWave in such a highly heterogeneous setting.