Northwestern is a top research university and our undergraduates often play a role as research assistants in advancing the frontiers knowledge.
Most students who work as research assistants are hired by professors who have had them in class. Successful candidates for research assistant positions have generally taken some level of econometrics, and it's often useful to have some background in coding. However, this is not universal for all projects.
There are several other ways of getting involved with research. One is with Northwestern's Institute for Policy Research (IPR). Many students also find research work with Kellogg Faculty. And there is also funding resources and guidance to conduct research both in the summer and academic year: http://undergradresearch.northwestern.edu/our.
Options for Independent Research:
Econ 399 Independent Study: Typically these are projects that build on top of advanced coursework a student has taken (for example, writing a research paper related on inter-platform competition that a student had studied in Economics 349 Industrial Economics). Such projects are decided by the mutual agreement of the student and an Economics faculty member.