We demonstrate a monolithically integrated photonic integrated circuit (PIC) for terahertz spectroscopy with wide spectral bandwidth. The PIC includes two widely tunable sampled grating DBR (SG DBR) lasers, semiconductor optical amplifiers (SOAs), and passive components to combine signals. The SG DBR lasers cover 22 nm and 24 nm tuning range, respectively, with 4 nm overlap in the C band. The side mode suppression ratio (SMSR) exceeds 37 dB with a linewidth below 4.3 MHz. We used the PIC to generate THz radiation with a state-of-the-art photodiode emitter. The measured THz power spectrum between 0.03 and 1 THz compares well with the spectrum generated with commercial tunable laser sources. This demonstrates the suitability of our PIC for future miniaturized continuous wave (cw) THz systems.