Like all good research, when when planning the type of data you will need, first start with a reasonably well defined research question. Then, to determine where to search for datasets, consider these questions:
What dependent and independent variables must you consider? For example, if you are considering what determinants impact housing prices (dependent variable), you might investigate school district, number of bedrooms, etc (independent variables).
What agency or organization likely gathers data on your topic?
What population(s) will you study?
What are the geographic constraints or units?
What are the time constraints (a range of years; monthly, quarterly or annually)?
Do you need cross-sectional data (observations of many different subjects at a given time) or longitudinal data (tracks the same type of information on the same subjects at multiple points in time)?
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