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On page 29 of Tame the Beast, it says

"Roughly speaking, BibTEX reads three files, in the following order: The .aux file first, where it finds the name of the style file to be used, the name of the database(s), and the list of cited entries. The .bst file is read next, and the .bib file last."

When I compile by LaTeX and BibTeX, the files I have are .aux, .bbl, .bib, .blg, .dvi, .log, .pdf, .tex. Why do I not need a .bst file? If I want to use a .bst file that I make up on my own, can I?

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A .bst file is a bibliography style file, and it is the analogous of a class .cls file. When you use BibTeX, you have a command \bibliographystyle{xyz}, and \bibliography{abc}. The information about which .bst file (i.e., xyz.bst) is written in the .aux file.

There are two main options to create your own .bst. You have to learn the language it .bst files are written (and the guide you mention "Tame the BeaST" is one of the few resources available for them). The second alternative is to use custom-bib. To use it, open a terminal window (command line interface) and type latex makebst. Then follow the prompt. At the end you will obtain a .bst producing a bibliography style corresponding to the way you answered to the questions in the promo of makebst.

Another option would be to use BibLaTeX. With BibLaTeX you can design you bibliographic style coding it in LaTeX. See this answer Guidelines for customising biblatex styles for an introduction on how to modifying and customise existing BibLaTeX style

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    Thanks for your reply, Guido! So I checked and found that I'm using \bibliographystyle{plain}. However, I don't see plain.bst in the same folder. Where is it located?
    – Mika H.
    Dec 4, 2012 at 4:22
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    BibTeX styles are located in texmf tree (same as all other 'standard' styles and classes). It should be in texmf/bibtex/bst/base. The proper location depends on the operating system and TeX distribution.
    – Guido
    Dec 4, 2012 at 4:27
  • Is there any command to get the specific bst file loaded or to check whether or not a .bst style file has been loaded?
    – Antonio Sesto
    May 26, 2016 at 6:53
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    "Tame the BeaST" not "Tame the best"!
    – Qaher
    Sep 10, 2018 at 6:33
  • Thanks for your help, I'm also confused about it! I just don't know the difference between .bst file and .bib, do you have any advice?
    – Shaofeng Li
    Aug 14, 2019 at 0:33

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