'Estimated variance-covariance of model coefficients
Notes
Covariance of vec(B), where B is the matrix
[params_for_deterministic_terms, A_1, ..., A_p] with the shape
(K x (Kp + number_of_deterministic_terms))
Adjusted to be an unbiased estimator
Ref: Lutkepohl p.74-75'

@cache_readonly
def cov_params(self):

    z = self.ys_lagged
    return np.kron(L.inv(np.dot(z.T, z)), self.sigma_u)
