 Usage:  cov=covbrr(b,ew,r,j,l,icovp,diord)  
 
 Input:

  b                      matrix of parameters 
                         
  ew                     matrix of eigenvalues 
                         
  r                      integer, rank of VAR model 
                         
  j                      integer, index 
                         
  l                      integer, index 
                         
  icovp                  matrix 
                         
  diord                  integer, (dimension * order) 
                         
 Output:

  cov                    matrix 
                         
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(C) MD*TECH Method and Data Technologies, 17.8.2000
