'Compute asymptotic standard errors for impulse response coefficients
Notes
Lutkepohl eq 3.7.5
Returns'

def cov(self, orth=False):

    if orth:
        return self._orth_cov()
    covs = self._empty_covm((self.periods + 1))
    covs[0] = np.zeros(((self.neqs ** 2), (self.neqs ** 2)))
    for i in range(1, (self.periods + 1)):
        Gi = self.G[(i - 1)]
        covs[i] = chain_dot(Gi, self.cov_a, Gi.T)
    return covs
