This paper reports the results of an empirical comparison of various types of competing risk models in predicting the timing and duration of activities. In particular, three types of models are compared: a non-competing risk model, an unconditional competing risk model, and a conditional competing risk model. The models are applied to an activity diary, collected in the Netherlands. The results of the comparison indicate that the conditional competing risk model performs best, indicating that the choice and timing of activities depends on the nature and duration of the activity conducted previously. The specific structure of these dependent transition probabilities are discussed in detail. Several socio-demographic variables are found to be significantly related to the transition probabilities.