I actually think you can't or maybe this may vary by location. In AZ I was told by a "Master Electrician" <-- Joke, that I couldn't do that and I had to run conduit all the way to the sub panel and then just continued the THHN all the way through. It's of course safe to do that and in that application was convenient and very simple so I didn't complain.
10/1/11: Bought the perfect house;
11/1/12: 10k & 200 hours
08/1/13: 30k & 400 hours into the perfect house
12/1/13: 35k & 500 hours
02/1/14: 37k & 550 hours
08/18/14: 38k & 650 hours it's starting to come together or maybe I'm coming apart