However, it has been said that students in econometrics should not overreact to heteroscedasticity. One author wrote, "unequal error variance is worth correcting only when the problem is severe." In addition, another word of caution was in the form, "heteroscedasticity has never been a reason to throw out an otherwise good model." With the advent of heteroscedasticity-consistent standard errors allowing for inference without specifying the conditional second moment of error term, testing conditional homoscedasticity is not as important as in the past.