This chapter focuses on fundamental assumptions that researchers make about how we can know and develop knowledge about the social world, such as assumptions about the nature of human behaviour and the methods appropriate to studying and explaining that behaviour. The main objective is how to carry out a systematic and rigorous investigation of social phenomena. The chapter considers three different answers to the question of how to approach the study of social phenomena: those offered by positivism, scientific realism, and interpretivism. It also explores the differences among these answers and their implications for conducting political research. Finally, it discusses the use of a positivist (rational choice) and interpretivist (constructivist) approach to the analysis of ethnic conflicts in Yugoslavia in the 1990s.