Look at econometrics. It deals with economic data, which is usually very scarce. For instance, GDP is quarterly, inflation is monthly etc. So, there's a lot of methods to analyze this data. OLS and time series are the most common. However, with 20 variables you really need a lot of data. Moreover, when you collect this data by expanding the time span the question is whether it is still relevant.
As it is stated now your question is too broad. For instance, Greene's Econometrics, 7th ed is 1000 pages or so long, and it's all about the subject of your question. You need to narrow down your question to a manageable scope. For instance, sometimes you can run PCA to reduce he dimension of your dataset, so that OLS will work on small data set. PCA works very well in many cases, such as for sets of variables of similar type, like interest rates.