They use all types of methods.
Often, papers will use a very basic linear regression model and submit to a low prestige journal so one can justify ones grant and boost the H index as much as possible when meta analyses cite your article to clean up the mess.
It's up to the meta analysis to take into account that not all models have correct methodology and create a meta-analytical model to correct for all these inaccuracies.
Fortunately, there are sometimes dynamic lag models and the like to compare to and guess at an appropriate correction term for the others.
Here is an example for gas prices.
Edit: A meta analytic model is a model to explain why studies obtained the results that they did. Different samples, methodologies, and so forth will produce different results, and a metamodel expresses this formally.
A dynamic lag model (also called a distributed lag model) is a model to predict the current value of a dependent variable based on past values of independent variables. For example, if a change in price causes a change in demand, you can model this by correlating price at time t-1 to demand at time t.