The xtbunitroot Stata module tests if panel data series have unit roots with structural breaks. It considers one or two breaks in series components, like intercepts and trends, for fixed-T or large-T settings. The breaks can be known or unknown, with a bootstrap method for unknown breaks. 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.