What is an empirical study? I always read phrases such as "empirical data" and "empirical study." What does it mean when a study is empirical?
A good definition from Wikipedia is


  Empirical research is a way of gaining knowledge by means of direct and indirect observation or experience. Empirical evidence (the record of one's direct observations or experiences) can be analyzed quantitatively or qualitatively. 


Another good resource is EricDigests.com is a further resource that goes through in detail the steps to empirical research, the 7 that are defined from that link are:


Randomisation
Control
Reliability
Validity
Implementation of Treatment Variable
Analysis Issues
Implementation issues


(The full details are on the 2nd link - too much to fit here)

Hope this helps answer your question.