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This guide provides advice on doing a student-led undergraduate research project in empirical economics to both students and faculty members. For students, research projects are good preparation for graduate school or data-intensive jobs. For faculty, mentorship can be a fulfilling experience, and an undergraduate research project can lead to a publication. The guide follows the steps of an empirical economics research project, including preparation before the project, matching a student and professor, writing the paper, presenting, defending a thesis, the publication process, and finally how to reap the benefits of the work. The guide also includes specific advice for doing work with data typical of applied microeconomics.