This paper is written by authors from technical and economic elds, motivated to nd a common language and views on the problem of the optimal use of information in model estimation. The center of our interest is the natural condition of control a common assumption in the Bayesian estimation in technical sciences, which may be violated in economic applications. In estimating dynamic stochastic general equilibrium (DSGE) models, typically only a subset of endogenous variables are treated as

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... d even if additional data sets are available. The natural condition of control dictates the exploitation of all available information, which improves model adaptability and estimates eciency. We illustrate our points on a basic RBC model.