BUG: Correct cov_kwargs -> cov_kwds

[bashtage]

Consistently use cov_kwds
Fix bug that can occur in some tests due to wrong name passed to OLS.fit

closes #9121

• closes linear_reset can't be set with "HAC" and maxlags, KeyErrors #9121
• tests added / passed.
• code/documentation is well formatted.
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[bashtage]

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