To cite msm in publications use:

Christopher H. Jackson (2011). Multi-State Models for Panel Data: The msm Package for R. Journal of Statistical Software, 38(8), 1-29. URL http://www.jstatsoft.org/v38/i08/.

Corresponding BibTeX entry:

  @Article{,
    title = {Multi-State Models for Panel Data: The {msm} Package for
      {R}},
    author = {Christopher H. Jackson},
    journal = {Journal of Statistical Software},
    year = {2011},
    volume = {38},
    number = {8},
    pages = {1--29},
    url = {http://www.jstatsoft.org/v38/i08/},
  }