Using common unit root (Levin, Lin, Chu) for time-series

[huugh]

Hi,
if I am not mistaken, Levin, Lin, Chu common unit root test is essentially ADF applied to pooled cross-sections of panel data.
Is it reasonable to use this test for the group of time series (i.e. let's say three different time series for the same cross-section)? Does it have an advantage to testing the series individually?