Yes, and we encourage students to do that.  Current students have received department or College funds to conduct pilot studies, to finance travel necessary for field work, to pay experimental subjects, to hire undergraduate research assistants and more.  We also encourage students to apply for larger sums from the National Science Foundation (NSF), philanthropic organizations and research institutes.  We often provide financial incentives to encourage students to apply for fellowships from NSF.  We support grant-writing in many ways (including through workshops) and faculty work one-on-one with students to help them write the strongest possible proposal.  As a result, our students are among the most successful in the nation in winning both fellowships and dissertation grants from the NSF.