How was the "Ethan Hunt dangling over the side of Burj Khalifa" scene shot in Mission Impossible: Ghost Protocol? Especially the final part of that scene, wherein Hunt jumps towards an open window in the building. Were the production crew actually allowed to remove a window from one of the rooms in the building to shoot this scene or was that part shot separately in a studio?
Here's a YouTube video which shows behind the scene footage. It doesn't go so far as to show the entering of the building through the window. However, it does show at the start of the clip that Tom exits the building through a removed window. I think it's pretty safe to assume it was set up that way for that final part of the scene.