RDP 2016-11: Identifying Interbank Loans from Payments Data Equation (2)

u i,t = ρ i u i,t1 + ε i,t MathType@MTEF@5@5@+=feaagCart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLnhiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=xfr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaamyDamaaBaaaleaacaWGPbGaaiilaiaadshaaeqaaOGaeyypa0JaeqyWdi3aaSbaaSqaaiaadMgaaeqaaOGaamyDamaaBaaaleaacaWGPbGaaiilaiaadshacqGHsislcaaIXaaabeaakiabgUcaRiabew7aLnaaBaaaleaacaWGPbGaaiilaiaadshaaeqaaaaa@4860@