Before revision:  and iv) the robustness of inference about dynamic jumps to test and measure design. Substantial differences are discerned in the performance of alternative methods in certain dimensions, with inference being sensitive to these differences in some cases.
After revision:  and iv) the robustness of test performance to the presence of jumps in volatility and microstructure noise, and to the impact of alternative methods in certain dimensions, with inference being sensitive to these differences in some cases.