We report here thermal and non linear optics measurements: Photoinduced Second Harmonic Generation (PISHG) and Two Photon Absorption (TPA) measurements in the skutterudite RFe<sub>4</sub>Sb<sub>12</sub> (R=Ce,La) and Ce<sub>0.7</sub>Fe<sub>3.5</sub>Ni<sub>0.5</sub>Sb<sub>12</sub>. The results show existence of important signal in LaFe<sub>4</sub>Sb<sub>12</sub> compared to the CeFe<sub>4</sub>Sb<sub>12</sub>. At the same time the third-order Two-Photon Absorption (TPA) possesses maximums at low temperature. The introduction of Ni into the CeFe<sub>4</sub>Sb<sub>12</sub> materials decreases clearly the PISHG and TPA signal.
Measurements of transport and non-linear optical properties in magnetic semiconductors Pb<sub>1-x</sub>R<sub>x</sub>X (R=Pr, Yb and X=S, Se, Te at x≈1-3%) were performed to elucidate an influence of magnetic ions on behavior of the charge carriers.
It was shown that nonlinear optical methods may be used as a sensitive tool for investigation of electron-phonon an harmonicity near the low temperature semiconductor isolator phase transformation. The presence of the minimum in Pb<sub>1-x</sub>Pr<sub>x</sub>Te at about <i>T</i><sup>ρ</sup><sub>min</sub> = 50 K in the temperature dependence of the resistivity r(T) is due to metal-semiconductor transition. Particularly with increasing of electron-phonon interactions indicated by temperature dependent Debye term (parameter β), one can observe an increase of two-photon oscillator strengths.