I currently teach introductory econometrics for undergraduates, economics for MBA students and behavioral economics in the  Ph.D. program. 

Inspired by Nick Huntington-Klein and others, I use animated GIFs as a pedagogical tool in my econometrics teaching. I have put some of the animated GIFs I have done below. The world is a better place the more people learn econometrics, so my animations are free to use for non-commercial purposes without attribution.

The individual frames in these graphs are generated using this Stata code and then compiled into an PNG animation using APNG Assembler which is then converted to a GIF using this program. This is not an ideal solution, so if you want to try yourself I recommend using the animation package in R.

Sampling variation

Scaling x

Scaling y

Measurement error in y

Measurement error in x

Truncated y

Sample selection in x

Fixed effects, Simpson's paradox and regression anatomy

Four shades of heteroskedasticity