The bias to order T− 2 for the general k-class estimator in a simultaneous equation model

Kinal (1980) showed that k-class estimators for which k < 1 possess all necessary higher moments. A bias approximation to order T− 2 is derived for the general k-class estimator extending the earlier result for 2SLS of Mikhail (1972) thus improving our knowledge of a potentially interesting class of estimators.