Hi, my question is how much observation is sufficient for an estimation?

I estimated 3 models and want to find the favorable model that has the largest log data density.

However, for robustness, I estimated them again with imposing the following estimation option,

“first_obs=1,nobs=58”, “first_obs=1,nobs=57” and “first_obs=1,nobs=56”.

And I got consistent results.

However, when I estimate with

“first_obs=2,nobs=58”, “first_obs=3,nobs=58” and “first_obs=4,nobs=58”,

results become slightly different.

My interpretation is that the first few observations are relatively important than the last few ones.

But if I could have more observations, results do not change.

Is there common knowledge about sufficient number of observations for DSGE estimation?