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Performance of different estimators describing propagation of electroencephalogram (EEG) activity, namely: Granger causality, directed transfer function (DTF), direct DTF (dDTF), short-time DTF (SDTF), bivariate coherence, and partial directed coherence are compared by means of simulations and on the examples of experimental signals. In particular, the differences between pair-wise and multichannel estimates are studied. The results show unequivocally that in most cases, the pair-wise estimates are incorrect and a complete set of signals involved in a given process has to be used to obtain the correct pattern of EEG flows. Different performance of multivariate estimators of propagation depending on their normalization is discussed. Advantages of multivariate autoregressive model are pointed out.