The methods applied for estimation of functional connectivity from multichannel data are described with special emphasis on the estimators of directedness such as directed transfer function (DTF) and partial directed coherence. These estimators based on multivariate autoregressive model are free of pitfalls connected with application of bivariate measures. The examples of applications illustrating the performance of the methods are given. Time-varying estimators of directedness: short-time DTF and adaptive methods are presented.