'(list of str) List of human readable parameter names (for parameters
actually included in the model).'

@property
def param_names(self):

    param_names = np.array(markov_switching.MarkovSwitching.param_names.fget(self), dtype=object)
    if np.any(self.switching_coeffs):
        for i in range(self.k_regimes):
            param_names[self.parameters[(i, 'exog')]] = [('%s[%d]' % (exog_name, i)) for exog_name in self.exog_names]
    else:
        param_names[self.parameters['exog']] = self.exog_names
    if self.switching_variance:
        for i in range(self.k_regimes):
            param_names[self.parameters[(i, 'variance')]] = ('sigma2[%d]' % i)
    else:
        param_names[self.parameters['variance']] = 'sigma2'
    return param_names.tolist()
