Model Selection Between TWFE and ETWFE // Estimates both a vanilla two-way fixed effects (TWFE) model and an extended TWFE (ETWFE) model, then selects between them using Cochran's Q test for heterogeneity. When ETWFE wins, reports the heterogeneity fraction (I-squared) and cohort-time estimates with empirical Bayes shrinkage and Bonferroni multiplicity correction. Methods build on Wooldridge (2025) doi:10.1007/s00181-025-02807-z and Callaway and Sant'Anna (2021) doi:10.1016/j.jeconom.2020.12.001.