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Educational effectiveness research has experienced a substantial improvement in the last decades thanks to the development and refinement of large-scale international assessments. Those surveys provide researchers and policy makers with comparative micro data that can be exploited in cross-national studies in order to evaluate educational policies or determinants of educational achievement. This paper focuses on the potential uses and misuses that can be made with the so-called TALIS-PISA link created by the OECD. This is a recently developed instrument that allows for connecting data about teacher characteristics and practices collected in TALIS with students' academic performance measured in PISA. However, the statistical and technical aspects regarding this link between both surveys are far from straightforward. In this paper we explore the main problematic issues of the data fusion process and provide some guidelines for researchers interested in performing empirical studies using the resulting dataset. [ABSTRACT FROM AUTHOR]