Concatenate rxjs Observables

Is it possible to concatenate multiple observables?

For example: I have 3 function:

ensureUserLogged():Observable<boolean>

createEntity():Observable<Entity>

checkEntity():Observable<boolean>

I would like to do something like:

Observable.combine (ensureUserLogged(), createEntity(), checkEntity()).subscribe (
    checkEntityResult => console.log (checkEntityResult),
    error => console.log (error)
);

or something like:

ensureUserLogged().then (logged => createEntity()).then (newEntity => checkEntity ())...

Otherwise I need to write a ugly piramid:

ensureUserLogged().subscribe (
    res => {
        createEntity ().subscribe (
            res => {
                checkEntity ().subscribe (
                    res => { console.log ("I'm finally here") },
                    error {}
                )
            },
            err => {
            }
        );
    },
    err => {
    }
)

Is there something to achieve my will?

Thanks