Dr. Hector Avalos was asked by Brad Haggard, “do you think Tacitus wrote more 'Annals' than we have now? He was such a prominent historian, but we only have one contemporary (Pliny) mention anything about him. How strange. Surely you are 'agnostic' about Tacitus' writings, or that he wrote more history than what we have.” His response:
Yes, I am an agnostic about whether Tacitus wrote the Annals. Authorship is very difficult to establish. I have already commented on this in the End of Biblical Studies, p. 215, n. 34:One of the dirty little secrets of historical Jesus scholarship is that the Greco-Roman sources used as "independent confirmation" for Jesus all depend on manuscripts of medieval date, and so one cannot be sure what has been added. John P. Meier (A Marginal Jew: Rethinking the Historical Jesus, vol. 1, The Roots of the Problem and the Person [New York: Doubleday, 1991], p. 100, n. 6) admits: “As with Josephus, so with Tacitus our observations must be tempered by the fact that the earliest manuscript of the Annals comes from the 11th century.” Link.