  The third Fermi Large Area Telescope (LAT) $\gamma$-ray source catalog (3FGL)
contains over 1000 objects for which there is no known counterpart at other
wavelengths. The physical origin of the $\gamma$-ray emission of those objects
is unknown. Such objects are commonly referred to as unassociated and mostly do
not exhibit significant $\gamma$-ray flux variability. We performed a survey of
all unassociated $\gamma$-ray sources found in 3FGL using the Australia
Telescope Compact Array and Very Large Array in the range of 4.0-10.0 GHz. We
found 2097 radio candidates for association with $\gamma$-ray sources. The
follow-up with very long baseline interferometry for a subset of those
candidates yielded 142 new AGN associations with $\gamma$-ray sources, provided
alternative associations for 7 objects, and improved positions for another 144
known associations to the milliarcsecond level of accuracy. In addition, for
245 unassociated $\gamma$-ray sources we did not find a single compact radio
source above 2 mJy within 3$\sigma$ of their $\gamma$-ray localization. A
significant fraction of these empty fields, 39%, are located away from the
galactic plane. We also found 36 extended radio sources that are candidates for
association with a corresponding $\gamma$-ray object, 19 of which are most
likely supernova remnants or HII regions, whereas 17 could be radio galaxies.
