diff --git a/ci/code_checks.sh b/ci/code_checks.sh
index def6de320d632..4eecee4be4731 100755
--- a/ci/code_checks.sh
+++ b/ci/code_checks.sh
@@ -119,10 +119,8 @@ if [[ -z "$CHECK" || "$CHECK" == "docstrings" ]]; then
         pandas.errors.AccessorRegistrationWarning \
         pandas.errors.AttributeConflictWarning \
         pandas.errors.DataError \
-        pandas.errors.EmptyDataError \
         pandas.errors.IncompatibilityWarning \
         pandas.errors.InvalidComparison \
-        pandas.errors.InvalidIndexError \
         pandas.errors.InvalidVersion \
         pandas.errors.IntCastingNaNError \
         pandas.errors.LossySetitemError \
diff --git a/pandas/errors/__init__.py b/pandas/errors/__init__.py
index d4bcc9cee7155..1ead53d2cfc4d 100644
--- a/pandas/errors/__init__.py
+++ b/pandas/errors/__init__.py
@@ -124,6 +124,14 @@ class DtypeWarning(Warning):
 class EmptyDataError(ValueError):
     """
     Exception raised in ``pd.read_csv`` when empty data or header is encountered.
+
+    Examples
+    --------
+    >>> from io import StringIO
+    >>> empty = StringIO()
+    >>> pd.read_csv(empty)
+    Traceback (most recent call last):
+    EmptyDataError: No columns to parse from file
     """
 
 
@@ -234,6 +242,20 @@ class DuplicateLabelError(ValueError):
 class InvalidIndexError(Exception):
     """
     Exception raised when attempting to use an invalid index key.
+
+    Examples
+    --------
+    >>> idx = pd.MultiIndex.from_product([["x", "y"], [0, 1]])
+    >>> df = pd.DataFrame([[1, 1, 2, 2],
+    ...                   [3, 3, 4, 4]], columns=idx)
+    >>> df
+        x       y
+        0   1   0   1
+    0   1   1   2   2
+    1   3   3   4   4
+    >>> df[:, 0]
+    Traceback (most recent call last):
+    InvalidIndexError: (slice(None, None, None), 0)
     """