Preheat oven to 350 degrees. Grease the bottom of two cookie sheets.
Place the oil and eggs in a large bowl. Beat until well incorporated. With the mixer still running, gradually add the cake mix to the bowl. Mix until well incorporated. Fold in pecans.
Drop the dough in rounded tablespoons two inches apart on the greased baking sheets. Bake 10 - 12 minutes or until golden brown. Cool for 1 minute on the cookie sheet before removing to a wire rack to cool completely.