The informative sample size for dynamic multiple equation systems with moving average errors

Abstract  The problem considered here, is that of finding suitable conditions for dynamic economic systems that exclude the existence of observationally equivalent structures. Here observational equivalence refers to equality of distributions or first and second moments of a small finite sample from the observable process. It is shown, that under these conditions we may act as if the lagged endogenous variables are nonrandom exogenous variables, when global identifiability is investigated.