tsa.vector_ar
Standard errors of beta and deterministic terms inside the cointegration relation.
Notes
See p. 297 in [1]. Using the rule
for two matrices B and R which are compatible for multiplication. This is rule (3) on p. 662 in [1].
References
Lütkepohl, H. 2005. New Introduction to Multiple Time Series Analysis. Springer.
VECMResults.stderr_coint