Robust Standard Errors

What are robust standard errors? What is a heteroskedastic or homoskedastic error term?

[@FariaManalRahman]

Did you not upload the next video on robust standard errors? 😢

[@FinAndEcon]

I did not get to it yet :/

[@scholarlyanalyst7700]

@@FinAndEcon So then...why would we not ALWAYS run robust standard errors in lieu of regular standard errors (knowing that it more fully filters out any possible heteroskedasticity)?

[@realjcluo]

Looking forward to your next video!!!!!!

[@smekn]

where is the next video 😢

[@chiliarla]

Schade, dass du die Reihe nicht weiter führst! Hast eine sehr verständliche Art zu erklären, so dass ich mir freiwillig ohne Zwang durch Uni weitere Statistik oder Ökonometrie Videos von dir angucken wollen würde :)

[@FinAndEcon]

Thanks. I will try to make more videos :).

[@benardkiplimo3508]

Amazing!

[@jackmills7472]

You are a saint