Can someone explain why heteroskedasticity is a problem only in multi-regressions and not single reg?

CFA Level II Quant
#1

Thanks

#2

I believe that it’s a problem in each.

#3

I suggest to check out economist Mark Thoma’s youtube channel. There are a few econometric courses, very fun to watch.

#4

You are correct. Homoskedasticity of the error term is an assumption in single and multiple regression.