We present the results of a search for high energy extraterrestrial neutrinos with the Baikal underwater Cherenkov detector NT200, based on data taken in 1998 - 2002. Upper limits on the diffuse fluxes of $ u_e+ u_{mu}+ u_{tau}$, predicted by several models of AGN-like neutrino sources, are derived. For an $E^{-2}$ behavior of the neutrino spectrum, our limit is $E^2 Phi_{ u}(E)<8.1 10^{-7} cm^{-2} s^{-1} sr^{-1} GeV$ over an neutrino energy range $2 10^4 - 5 10^7 GeV$. The upper limit on the resonant $bar{ u}_e$ diffuse flux is $Phi_{bar{ u}_e}< 3.3 10^{-20} cm^{-2} s^{-1} sr^{-1} GeV^{-1}$.