When I studied linear regression analysis, one of the assumptions taught was that of homoskedatiscity. I understood that homoskedasticity was required for significance testing on the coefficients. Then in my econometrics class, my professor said that we actually don't need homogeneity assumption since it was too strong. Instead, in order to conduct hypothesis testing on the coefficients, we could use "t-robust test" or Wald test.
So then why is homoskedasticity still widely assumed and taught in linear regression class? How do I reconcile these?