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The Fourth International Conference on Grey Literature (GL '99) in Washington, DC, in October 1999 defined grey literature as follows: "That which is produced on all levels of government, academics, business and industry in print and electronic formats, but which is not controlled by commercial publishers." - New York Academy of Medicine
Some examples:
Conference Proceedings
Government Documents
Dissertations
White Papers
From The Institute of Medicine:
STANDARD 3.2
Take action to address potentially biased reporting of research results.
3.2.1
Search grey literature databases, clinical trial registries, and other sources of unpublished information about studies
Grey Lit Sources:
Additional databases that may be available through an institution