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I need to add an Appendix Section to my paper with the list of selected paper in my systematic literature review.

I can create the reference Section but I am not able to create a section for the selected study.

This is what I need to create:

References 
[1] N.Surname, N.Surname. "paper 1" ... 
[2] N.Surname, N.Surname. "paper 2" ...
[3] N.Surname, N.Surname. "paper 3" ...

Appendix A
[S1] N.Surname, N.Surname. "selected 1" ... 
[S2] N.Surname, N.Surname. "selected 2" ...
[S3] N.Surname, N.Surname. "selected 3" ...
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Maybe there is package somewhere that does this kind of stuff out of the box.

Update: There is -- the bibunits package would let you do this in the same document, but still require multiple runs of bibtex.

However, if there isn't, the easiest way may be to cheat a bit and create a helper document that just contains the selected references, and include the bibliography produced by that document in the main text. Example:

Helper document dummy.tex:

\documentclass{article}

\usepackage{lipsum}

\begin{document}

\bibliographystyle{plain}

\nocite{Palmer2013,Zhang2014} % name all your selected references

\bibliography{references}

\end{document}

Running latex and bibtex on dummy.tex will give you the selected reading list inside dummy.bbl.

Main document:

\documentclass{article}

\usepackage{lipsum}

\begin{document}

\bibliographystyle{plain}

\section{Introduction}

\lipsum[1]

We discuss a couple of papers in the main text \cite{Palmer2013,Zhang2014,Taylor2016,Zitzer2001}.

\lipsum[2] 

\clearpage

\bibliography{references}

% change the title for included reading list
\renewcommand{\refname}{Selected reading}  % for documentclass article
%\renewcommand{\bibname}{Selected reading} % for documentclass book or report

% dummy.bbl is generated by running latex and bibtex on dummy.tex
\input{dummy.bbl}

\end{document}

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