'Returns parameter names (for Gamma and deterministics) for the summary.
Returns
param_names : list of str
Returns a list of parameter names for the lagged endogenous
parameters which are called :math:`\Gamma` in [1]_
(see chapter 6).
If present in the model, also names for deterministic terms outside
the cointegration relation are returned. They name the elements of
the matrix C in [1]_ (p. 299).
References
.. [1] Lutkepohl, H. 2005. *New Introduction to Multiple Time Series Analysis*. Springer.'

@property
def _lagged_param_names(self):

    param_names = []
    if ('co' in self.deterministic):
        param_names += [('const.%s' % n) for n in self.endog_names]
    if (self.seasons > 0):
        param_names += [('season%d.%s' % (s, n)) for s in range(1, self.seasons) for n in self.endog_names]
    if ('lo' in self.deterministic):
        param_names += [('lin_trend.%s' % n) for n in self.endog_names]
    if (self.exog is not None):
        param_names += [('exog%d.%s' % (exog_no, n)) for exog_no in range(1, (self.exog.shape[1] + 1)) for n in self.endog_names]
    param_names += [('L%d.%s.%s' % ((i + 1), n1, n2)) for n2 in self.endog_names for i in range(self.k_ar_diff) for n1 in self.endog_names]
    return param_names
