Stata approach for IPVAR (interacted panel vector autoregression)

[Travis Box]

I have used the Stata pvar package created by Abrigo and Love on a few projects, but I need to test whether responses change as the structural characteristics of a market adjust over time. The IPVAR (interacted panel vector autoregression) approach described by Towbin and Weber would work well for my application. Has anyone successfully implemented an IPVAR analysis in Stata? If not, would it be possible with the available applications?