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As you will soon discover research is very rarely a straightforward process. It involves lots of back and forth, jumping around between ideas and possible directions, looking up lots of information and deciding what is relevant and useful. Though it is not a linear process, there are certain steps you must cover in order to do your research thoroughly and well. The steps are:
Decide on a topic. What do you want to write about? What is your thesis?
Look up background information. This will help you develop and refine your thesis.
Search for appropriate sources
Evaluate the sources as you find them
Manage, Cite and properly integrate your sources as support for your thesis