Symbolic dynamics proved to be adequate for the study of complex systems and to describe dynamic aspects within time series. Microelectrode recordings (MER) obtained during deep brain stimulation surgery for Parkinson's disease can be considered as time series. In this study, symbolic dynamics was applied to MER obtained from subcortical structures: thalamus, zona incerta, subthalamic nucleus and substantia nigra. The MER were transformed to symbols sequences, next, words of three symbols are constructed and the occurrences of these words are quantified with entropy measures. The results obtained showed that the entropy measures were able to differentiate statistically the changes in neural activity between the subcortical structures. In conclusion, the application of this type of measures could be used in the process of localization of the subcortical structures and mainly the subthalamic nucleus (STN) for neurostimulation.