The xtbunitroot Stata module helps test if panel data series have unit roots with structural breaks. It considers one or two breaks in series' deterministic components, like intercepts and trends. The tests work for fixed-T and large-T settings, with known or unknown break dates. A bootstrap method is used for unknown dates. The tests are robust to nonnormal errors, cross-sectional dependencies, and heteroskedasticity. They can detect if some or all series are stationary with breaks in their specifications.