The AUTOREG procedure now supports heteroscedasticity consistent covariance matrix estimators (HCCME), which consistently estimate the covariance matrix even when the heteroscedasticity structure might be unknown or misspecified. Five forms of HCCMEs are supported: the plain sandwich form (HC0), the degrees-of-freedom-adjustment form (HC1), two types of leverage-adjustment forms (HC2 and HC3), and the high-leverage-adjustment form (HC4).