If you’re an Adobe Camera Raw user, rather than a Lightroom user, I might point out that the new “merge to panorama” and “merge to HDR” options are also available in Camera Raw 9 if you’re running Photoshop CC.
In Bridge, select the images you want to use, and then open those images in Camera Raw. Once again, select all the images and then click to see the new options.
Click “save” but do not close Camera Raw, and the merged image will appear as a DNG file at the bottom of the Camera Raw filmstrip, and can be processed in ACR as you would any RAW file.
As with Lightroom, a merged HDR file in ACR will now offer plus/minus 10 stops on the exposure slider, a total of 20 stops.