The first step to this process is to go into an electronic database called EconLit. From an Internet browser such as Netscape, go to the Schaffer Library home page. One useful property of EconLit is that you can email the results of your search to your account. Once you have found the names of useful articles, head over to Schaffer Library, which will have the bulk of the journals you need. I won't accept a bibliography consisting solely of articles from Time , Newsweek and Sports Illustrated .
Data collection is sometimes quite easy, and sometimes a horrendous pain.
It truly depends on your topic. For example, consider the ski regression I conducted in class. To gather data on snowfall, vertical drop and number of trails for 35 different ski areas, I went straight to the Internet site of each mountain. However, much of the lift ticket price information was missing. In Time-Series format, each observation is a different period.