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I want to put a separate bibliography at the end of each chapter, called "References", and a global bibliography at the end of my report, called "Bibliography". I'm using Natbib and tried Chapterbib. But it doesn't seem that Chapterbib can create a global bibliography at the end. Is there any other package that I can use to achieve this formatting? I know the duplicate option of Chapterbib. But it is still separated by chapters at the end.

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You wrote:

But it doesn't seem that Chapterbib can create a global bibliography at the end.

Short answer: Yes.

Longer answer: You can have both a global bibliography as well as per-chapter bibliographies. Here's an excerpt from pp 3f. of the user guide of the chapterbib package:

7 Overall bibliography: To have a cohesive bibliography for the whole document, plus individual bibs in the chapters, put \bibliography commands in the included chapters plus in the root file. Make sure the \bibliographystyle for the overall bibliography appears first, before any chapters are included. Run LATEX; run BibTEX on the root file; run BibTEX on each included file; run LATEX; run LATEX. This produces an independent 'overall' bibliography which only makes sense for various 'named' bibliography styles; a numbered style, or one with any type of automatic enumeration (like Me2007a, Me2007b) will give unrelated numbers in each bibliography and lead to confusion.

BibTEX will complain about multiple \bibdata commands when it makes the whole bibliography, but it should obey the first. If you don't want to see any error messages from bibtex, or if you don't want to put the main \bibliographystyle command first in the document, then use \usepackage[rootbib]{chapterbib} when you run LATEX first; run BibTEX on the root file; change to \usepackage{chapterbib}; run LATEX; run BibTEX on each included file; run LATEX; run LATEX.

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