Including additional bibliography (publication list) in thesis

The easiest way to do so is to use the biblatex package! You can put libraries where you want. You should read the manual!

Example:

\documentclass{scrbook}
\usepackage[utf8]{inputenc}
\usepackage[ngerman, english]{babel}
\usepackage[
    style=numeric-comp,
    bibstyle=numeric,
    sorting=none,
    url=false,
    natbib=true,
    backend=biber
]{biblatex} % Load the package with some options.
\addbibresource{/Users/Phil/Documents/Bibliothek/library.bib} % This is your library.

\begin{document}

% Print your own papers.
\begin{refsection}
% If you print a bibliography within this section, only citations within this refsection will be printed.

% Option 1: Make nocite for all of your papers.
% Options 2 would be a seperate file which contains all of your papers.
\nocite{Springer2011}
\defbibnote{myPrenote}{
    Some words before I show you the list of my own papers.
}
\defbibnote{myPostnote}{
    A bunch of papers are still in print and not yet published.
}
\printbibliography[
    heading=bibintoc,
    title={Author's Contributions},
    prenote=myPrenote,
    postnote=myPostnote
]
\end{refsection}

\chapter{First Chapter}
Some Text with reference \cite{Madelung1991}.

\chapter{Second Chapter}
Some more Text with reference \cite{Einstein1905a}.

% Here we print the overall bibliography form the rest of the document.
\printbibliography

\end{document}

I would make a seperate LaTeX document for it, and then just include the resulting bibliography. You second document, let's say myrefs.tex might look like this:

\documentclass{article}
\usepackage{natbib}
% whatever you need here, basically a good idea is to use your real thesis header
\begin{document}
Hello world!
\nocite{*}
\bibliographystyle{mystyle}
\bibliography{myrefbibfile}
\end{document}

Now you compile this by standard sequence latex+bibtex+latex+latex. In your real thesis you add the following:

\begingroup
\def\refname{List of my Publications}
\def\bibname{List of my Publications}
\input{myrefs.bbl}
\endgroup

This should add the bibliography from the second document into the first one, and the name of the chapter/section should be List of my Publications. Note that we could surely omit one of the two almost identical lines, and change \def to \renewcommand in the one we keep, but since different classes use \refname or \bibname, we better keep both lines to make things work robustly.

In case you want your publications inside a section (instead of creating a new chapter). The answers I found did not satisfy my needs. Thus, I post my research. Contents of MainFile:

\documentclass[a4paper,10pt]{book}
\usepackage[round]{natbib}      %bibliography format
\usepackage{bibtopic}

\textwidth 17cm
\oddsidemargin -0.5cm
\evensidemargin -0.5cm
\textheight 20cm
\parindent 0cm
\newcommand*{\bibref}[1]{\citealt{#1}}

\begin{document}

\chapter{State of the art}
\bibref{John}
\bibref{Connor}

\section{Publications}

\begin{btSect}[unsrtnat]{publications}
%\hspace{1cm}\textbf{Published papers}
\begin{center}\textbf{Published papers}\end{center}
\btPrintNotCited
\end{btSect}

\begin{btSect}[unsrtnat]{publications2}
%\hspace{1cm}\textbf{Papers under review}
\begin{center}\textbf{Papers under review}\end{center}
\btPrintNotCited
\end{btSect}

\begin{btSect}[apalike]{bibliography} %sort alphabetically
\chapter*{Bibliography}
\btPrintCited
\end{btSect}

\end{document}

Then compile with something like:

pdflatex MainFile
bibtex MainFile1
bibtex MainFile2
bibtex MainFile3 #add if needed
pdflatex MainFile
pdflatex MainFile

The only thing is that I don't know how to cite only specific items, let's say I have the contents of publications.bib and publications2.bib in the same file and I want to cite only certain items in the first btSect and other items in the second btSect.

EDIT: I found a way to do that

\documentclass[a4paper,10pt]{book}
\usepackage[round]{natbib}      %bibliography format
\usepackage{bibtopic}
\usepackage{xcolor} %to change text color

\textwidth 17cm
\oddsidemargin -0.5cm
\evensidemargin -0.5cm
\textheight 20cm
\parindent 0cm
\newcommand*{\bibref}[1]{\citealt{#1}} %cite item
\newcommand{\textwt}[1]{\textcolor{white}{#1}} %text not seen

\begin{document}

\chapter{State of the art}
\bibref{John}
\bibref{Connor}

\section{Publications}

\begin{btUnit} %needed to reset the cited items
  \begin{btSect}[unsrtnat]{publications} %order by appearance in text
    %\hspace{1cm}\textbf{Published papers}
    \begin{center}\textbf{Published papers}\end{center}
    \begin{NoHyper} %needed if you have hyperlinks to cited items
      \textwt{\bibref{mypub1}} %my published paper
    \end{NoHyper}
    \vspace{-1em} %adjust if needed
    \btPrintCited %print only cited items
  \end{btSect}
\end{btUnit}

\begin{btUnit} %needed to reset the cited items
  \begin{btSect}[unsrtnat]{publications} %order by appearance in text
    %\hspace{1cm}\textbf{Papers under review}
    \begin{center}\textbf{Papers under review}\end{center}
    \begin{NoHyper} %needed if you have hyperlinks to cited items
      \textwt{\bibref{mypub2}} %my published paper
    \end{NoHyper}
    \vspace{-1em} %adjust if needed
    \btPrintCited %print only cited items
  \end{btSect}
\end{btUnit}

\begin{btSect}[apalike]{bibliography}
  \chapter*{Bibliography}
  \btPrintCited %print John & Connor
\end{btSect}

\end{document}

You need to execute as many bibtex MainFileX as btSect sections. Where X is 1,2,3...

bibliography.bib contents:

@article{John,
title = "{T}he {T}erminator",
journal = "Robotics Engineering",
year = "1984",
author = "James Cameron"
}

@article{Connor,
title = "{T}erminator 2: {J}udgment {D}ay",
journal = "Robotics Engineering",
year = "1991",
author = "James Cameron"
}

publications.bib contents

@article{mypub1,
  title={{T}eletubbies},
  journal = "Entertainment Engineering",
  author={Me Myself},
  year={2016},
}

@article{mypub2,
  title={{T}eletubbies {R}eturns},
  journal = "Entertainment Engineering",
  author={Me Myself},
  year={2016},
}

Result:

Probably there is a more elegant solution, but that is mine.