RDP 2016-11: Identifying Interbank Loans from Payments Data Equation (D3)

ε ^ i,t = α ^ i +( γ i,t γ ^ i )n r t + u i,t MathType@MTEF@5@5@+=feaagCart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLnhiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=xfr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGafqyTduMbaKaadaWgaaWcbaGaamyAaiaacYcacaWG0baabeaakiabg2da9iabgkHiTiqbeg7aHzaajaWaaSbaaSqaaiaadMgaaeqaaOGaey4kaSYaaeWaaeaacqaHZoWzdaWgaaWcbaGaamyAaiaacYcacaWG0baabeaakiabgkHiTiqbeo7aNzaajaWaaSbaaSqaaiaadMgaaeqaaaGccaGLOaGaayzkaaGaamOBaiaadkhadaWgaaWcbaGaamiDaaqabaGccqGHRaWkcaWG1bWaaSbaaSqaaiaadMgacaGGSaGaamiDaaqabaaaaa@519D@