How can I properly create a large terrain?

How can I stitch terrains together to form a larger terrain while still being able to raise/lower the terrain height without gaps? I have tried setNeighbors, on each terrain tile, but this does not work. Using Unity 5.

Note that it is not enough to call this function on one Terrain, you need to set the neighbors of each terrain.
You sure you ant forgot this part? ^^
(talking about Terrain.SetNeighbors)

Can anyone answer this?