\begin{align}
\mathbb{B}\big(\hat{\boldsymbol{\beta}}^{JSE}\big)& =\mathbb{E}\big(\sqrt{n}(\hat{\boldsymbol{\beta}}^{JSE}-\boldsymbol{\beta})\big) \nonumber \\
&= \mathbb{E} \bigg[\sqrt{n} \bigg\{(\hat{\boldsymbol{\beta}}^{RE}- \boldsymbol{\beta})+ \big\{1-\dfrac{r-2}{F_n}\big\}\big(\hat{\boldsymbol{\beta}}^{UE}-\hat{\boldsymbol{\beta}}^{RE} \big) \bigg\} \bigg] \nonumber\\
& =\mathbb{E} \bigg[ Z_2 +  \big\{1-\dfrac{r-2}{F_n}\big\} Z_3 \bigg] \nonumber \\
& = \mathbb{E} \big(Z_2  \big) + \mathbb{E}\bigg[  \big\{1-\dfrac{r-2}{F_n}\big\} Z_3 \bigg] \nonumber
\end{align}
