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Thanks very much for the replies. Really appreciate the breakdown of the different types of research. I'm 2/3 through my first semester of my grad program and doing well. I've looked through the leading journals on a couple of occasions.
Last week I popped into the head of my school's Ph.D. program just because his door was open, and he talked to me about my background and interests. Put me on the email lists for paper conferences and suggested that I audit a doctoral seminar in the fall. He sent me to the professor who's teaching that seminar. That professor grilled me a little about my interest in research and basically figured out that I really did not know that much about it. But he agreed to let me audit and gave me some coursework pointers.
Apparently they've let a couple aspiring Ph.D. students in the past do custom masters concentrations geared toward research preparation, and I'm now in the process of arranging that track. I'll take and get degree credit for descriptive and inferential statistics, advanced regression analysis, and maybe research design - all in the political economy grad department. And I'm going to try and work linear algebra in there at some point.
Thanks again.
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