Definition: In this task, you are given an abstract of article. Your task is to generate title for this article. Preferred titles are under thirty words.
Input: This paper presents a parameter covariance matrix estimator which is consistent even when the disturbances of a linear regression model are heteroskedastic. This estimator does not depend on a formal model of the structure of the heteroskedasticity. By comparing the elements of the new estimator to those of the usual covariance estimator, one obtains a direct test for heteroskedasticity, since in the absence of heteroskedasticity, the two estimators will be approximately equal, but will generally diverge otherwise. The test has an appealing least squares interpretation.

A Heteroskedasticity-Consistent Covariance Matrix Estimator And A Direct Test For Heteroskedasticity