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

var( ε ^ i,t |n r t , α ^ i , γ ^ i )=var( ( γ i,t γ ^ i )n r t + u i,t |n r t , α ^ i , γ ^ i ) MathType@MTEF@5@5@+=feaagCart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLnhiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=xfr=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@6C09@