I think it would be closer to say for a JAA license you would have to finish the checkride in Europe - per lpokijuhyt's post. I know nothing about JAA regs. On an FAA certificate, if you already have a type or meet certain flight time numbers, you can do the whole checkride in a sim. There are some cases where you have to make a couple trips around the pattern in a plane to finish the FAA training/checking. If you can find a FAA approved program in Europe with a FAA TRE you could do it all there.