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I am building a modular LaTeX document for an econ journal. Each component of the modular document is one article. I want to have separate BibTeX references for each article.

First, I created a big combined BibTeX. When I compile the whole document, each article's bibliography contains everything from the big combined BibTeX.

Then I tried to split the big BibTeX file into separate ones for each article. When I did that, the complier made the first article's bibliography the bibliography for all of the articles.

What should I do?

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Welcome to TeX.sx! – Peter Jansson Mar 7 '13 at 21:27
biber and biblatex, I suspect, is the way to go. Highly configurable at whatever logical level you desire. – DGarside Mar 7 '13 at 21:32
Have a look at the possible packages that can help to setup several bibliographies in one document. – mafp Mar 7 '13 at 22:28
Hello in here! Since you ask, what should I do, I suggest you to make a Minimal (non)-Working Example, that would (1) compile and (2) show the complete bibliography under each article. Only then we can fully understand your problem and help you. – yo' Mar 7 '13 at 22:39

In a removed comment to an deleted answer yaleeconjournal wrote:

Thanks! I figured it out. I used the chapterbib package and it worked.

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