'Returns the full parameter names list, just the exogenous random
effects variables, and the exogenous random effects variables with
the interaction terms.'

def _make_param_names(self, exog_re):

    exog_names = list(self.exog_names)
    exog_re_names = _get_exog_re_names(self, exog_re)
    param_names = []
    jj = self.k_fe
    for i in range(len(exog_re_names)):
        for j in range((i + 1)):
            if (i == j):
                param_names.append((exog_re_names[i] + '    Var'))
            else:
                param_names.append((((exog_re_names[j] + '    x    ') + exog_re_names[i]) + '    Cov'))
            jj += 1
    vc_names = [(x + '    Var') for x in self._vc_names]
    return (((exog_names + param_names) + vc_names), exog_re_names, param_names)
