# Robust regression for autocorrelation and heteroskedasticity - coefficients do not change, only standard errors change?

When using Newey-West robust standard errors to deal with heteroskedasticity and autocorrelation:

http://support.sas.com/kb/40/098.html

is it correct to state that the coefficients are not different between a robust and a non-robust estimation? Only the standard errors change, is that correct?