no one use R here?

I use R, but I never resort to the help of R's function. Give you some hint:

V(b)=Sxx^(-1) (*) omega

where (*) means kronecker product.

For simple univariate case, that is,

V(b)=T*sum(Xt*Xt')^(-1)*sig^2

where (Xt*Xt') is k by k matrix, which is the outer product of the regressors of time t. sig^2 is the estimate of variance of innovation. Then, certain V(bi) is the ith diagnal element of the matrix V(b)(k by k).

Is that clear?