On average how many research questions do you come up with before finding the one worth pursuing? Like every other Ph.D. student, I am having a tough time finding a good research question.
Thanks to Varian's advice &quot;how to build a model in your spare time&quot;, I can come up with a lot of interesting topics and questions (judged by my peers and supervisors). Still, when I start looking at the literature or the data structure I need, I find myself in one of the following situations:

There is already a published article way better than what I thought explaining the issue
The problem is worth pursuing and there is a gap. Yet, the dataset is not available or too costly for my budget

This process seems very time and energy-consuming, and while the latter resource may be renewable, the former is not.
Am I doing something wrong? How many research questions does an experienced researcher throw away as not worth pursuing?
I guess the only valid answer to this question is literally, &quot;As many as it takes&quot;. Research is about diving into the unknown and that is fundamentally the issue. When you start, you don't know.
First an anecdote, then some advice.
I worked on three problems for my dissertation work. The first was too easy and I was able to prove theorems every day. Easy, but therefore not significant. I gave up after a couple of weeks. The second problem was too hard. Nothing I thought of could make a dent in any way in the problem and insight was elusive. The third was just right. It was hard, but do-able, and it turned into quite a significant piece of work.
But, and this is the advice part, along the way to solving the third problem I developed insight into not only that problem but into other problems that were related, some closely and some not. I was smart enough to capture those ideas as they occurred as possible future work and when I finished the dissertation I had a file of potential expansions and parallel things to work on in the future. That is a very big deal. That file of ideas that may be more than you can do at the moment, but should be looked at later.
So, as you are doing your literature search, look for those possible extensions and/or parallel tracks that might prove fruitful and keep a file of those ideas. You can attack the most promising ones now and it might lead to success but you will probably also have other ideas as you work. Add those to your file.
If you are really doing research then there are no guarantees that anything will be both doable and significant. You have to keep looking. A good advisor (I was lucky there) can help greatly in this. But the unknown is unknown until someone makes it known.