Beat first 3 ingredients at medium speed with an electric mixer until fluffy. Add eggs, beating until blended. Gradually add flour and cinnamon, beating at low speed until blended. Stir in oats, raisins, and pecans. Cover and chill dough 8 hours.
Divide dough into 2 equal portions. Roll each portion into a 12-inch log. Cut each log into 1-inch-thick slices. Place slices on ungreased baking sheets.
Bake at 400° for 12 minutes or until golden brown; remove to wire racks to cool.