  Instrumental variable methods are often used for parameter estimation in the
presence of confounding. They can also be applied in stochastic processes.
Instrumental variable analysis exploits moment equations to obtain estimators
for causal parameters. We show that in stochastic processes one can find such
moment equations using an integrated covariance matrix. This provides new
instrumental variable methods, instrumental variable methods in a class of
continuous-time processes as well as a unified treatment of discrete- and
continuous-time processes.
