UNION in SSAS MDX query

Question

Is it possible to write UNION in SSAS MDX query ?

For Example :

`SELECT
   {[Measures].[Sales Amount],[Measures].[Tax Amount]} ON COLUMNS,  
   {[Date].[Fiscal].[Fiscal Year].&[2002],
   [Date].[Fiscal].[Fiscal Year].&[2003]} ON ROWS  
   FROM [Adventure_Workenter code heres_1]  
   WHERE ([Sales Territory].[Southwest])  

   UNION

   SELECT
   {[Measures].[Sales Amount],
   [Measures].[Tax Amount] } ON COLUMNS,
   {[Date].[Fiscal].[Fiscal Year].&[2002],
   [Date].[Fiscal].[Fiscal Year].&[2003]} ON ROWS  
   FROM [Adventure_Works_2]  
   WHERE ([Sales Territory].[Southwest])`

ie. UNION between 2 Cubes Adventure_Works_1 and Adventure_Works_2