'Estimated covariance matrix of vech(sigma_u)'

@cache_readonly
def _cov_sigma(self):

    D_K = tsa.duplication_matrix(self.neqs)
    D_Kinv = npl.pinv(D_K)
    sigxsig = np.kron(self.sigma_u, self.sigma_u)
    return (2 * chain_dot(D_Kinv, sigxsig, D_Kinv.T))
