'Returns'

def lr_effect_cov(self, orth=False):

    lre = self.lr_effects
    Finfty = np.kron(np.tile(lre.T, self.lags), lre)
    Ik = np.eye(self.neqs)
    if orth:
        Binf = np.dot(np.kron(self.P.T, np.eye(self.neqs)), Finfty)
        Binfbar = np.dot(np.kron(Ik, lre), self.H)
        return (chain_dot(Binf, self.cov_a, Binf.T) + chain_dot(Binfbar, self.cov_sig, Binfbar.T))
    else:
        return chain_dot(Finfty, self.cov_a, Finfty.T)
