'Standard errors of beta and deterministic terms inside the
cointegration relation.
Notes
See p. 297 in [1]_. Using the rule
.. math::
vec(B R) = (B\' \otimes I) vec(R)
for two matrices B and R which are compatible for multiplication.
This is rule (3) on p. 662 in [1]_.
References
.. [1] Lutkepohl, H. 2005. *New Introduction to Multiple Time Series Analysis*. Springer.'

@cache_readonly
def stderr_coint(self):

    r = self.coint_rank
    (_, r1) = _r_matrices(self._delta_y_1_T, self._y_lag1, self._delta_x)
    r12 = r1[r:]
    if (r12.size == 0):
        return np.zeros((r, r))
    mat1 = inv(r12.dot(r12.T))
    mat1 = np.kron(mat1.T, np.identity(r))
    det = self.det_coef_coint.shape[0]
    mat2 = np.kron(np.identity(((self.neqs - r) + det)), inv(chain_dot(self.alpha.T, inv(self.sigma_u), self.alpha)))
    first_rows = np.zeros((r, r))
    last_rows_1d = np.sqrt(np.diag(mat1.dot(mat2)))
    last_rows = last_rows_1d.reshape((((self.neqs - r) + det), r), order='F')
    return vstack((first_rows, last_rows))
