This answer won't work on older versions of youtube-dl. You need to update youtube-dl to the latest version. If you have Python installed on your system, you can install the latest version of youtube-dl locally inside a Python virtual environment, or you can download the latest version of youtube-dl and install it globally.
In Ubuntu 14.04 and later youtube-dl is also a snap package. To install it type:
sudo snap install youtube-dl # start with snap run youtube-dl
Open the terminal and type:
youtube-dl -f best -ciw -o "%(title)s.%(ext)s" -v <url-of-channel>
<url-of-channel> is replaced by the URL of the channel.
Note: If you are downloading a lot of videos, you should change directories to the directory where you want to save the videos before you start downloading them.
-f, --format FORMAT
video format code. The special name "best" will pick the best quality.
force resume of partially downloaded files
continue on download errors, for example to skip unavailable videos in a channel
do not overwrite files
print various debugging information