The major motivation behind the book is that there has been a lack of systematic approach in teaching students how to conduct empirical studies. Graduate students in economics often spend considerable time in taking a number of courses in economics, statistics, or econometrics. After intensive course work, however, they may still feel frustrated or inefficient in doing their own studies. Thus, there has been a critical need for students to integrate various techniques in applied scientific research.The goal of the book is that after going through the process prescribed in the book, a graduate student can finish a typical empirical study in economics over a reasonable period, with the ultimate target of four months or less. To achieve the goal, both research methods and statistical programming are presented. Instead of using fragmented small data sets and examples, several complete sample studies are employed in the book to demonstrate how to design and conduct typical empirical analyses in economics. The software used is R, which is a powerful and flexible language for computing and graphics. This book is highly structured by following the typical process of conducting an empirical study. It is not intended to be an econometric book, so statistics is covered as needed only. It is different from typical books on research methodology in the market because this book provides detailed guides on how to conduct data analyses. It is also different from many existing R books that focus on how to use R as a tool. In using this book, students need to have a deep understanding of the sample papers. In learning R and programming, students need to run the sample programs included in the book.