RDP 2016-11: Identifying Interbank Loans from Payments Data Equation (D6)

cov( n r t ,( γ i,t γ ^ i )n r t + u i,t )={ E[ γ i,t ] γ ^ i }var( n r t )+cov( n r t , u i,t ) MathType@MTEF@5@5@+=feaagCart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLnhiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=xfr=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@7212@