Sometimes researchers chose not to publish completed studies. There can be many reasons for this, but usually researchers don't like to publish studies that have negative results. This does not mean that the protocols and methods were faulty, just that the research did not pan out the way the researcher had hoped. Other times a researcher may try to publish these studies but a publisher will not accept them. These are both types of bias in publication.
Its important to check with researchers who have published studies on your topic to see if they have any complete studies that were never published. Negative results studies should still be included in a systematic review and meta-analysis if you can get access to them.
Government documents is a term used to describe all information put out by a government agency. These can be local, state, federal, or international. Information released from government-funded agencies and organizations are also considered government documents.
Image from Yetley et al. (2016). Options for basing Dietary Reference Intakes (DRIs) on chronic disease endpoints: report from a joint US-/Canadian-sponsored working group, American Journal of Clinical Nutrion, 105(1).
Grey literature gets talked about a lot in research, but what is it? Grey literature is anything that can be found outside the realm of peer-reviewed publications. Things like social media posts, interviews, etc. In some cases, unpublished studies also fall into this realm, though they require more effort to find than a simple online search.
In a systematic review, you are looking for primary research articles to analyze, so grey literature like posts and interviews are not something that would be included in the actual study. These resources can, however, provide insight in to where to look and what researchers you may need to contact for negative results studies. Its usually recommended that searching grey literature for unpublished studies be attempted if possible. If you are having difficulty finding research done on your topic, doing a grey literature search may give you some guidance on which researchers are working on the topic.