Most econometricians would admit it, it's just that the linear models, and Gaussian models are easier to handle since they require much less data to calibrate,

Most econometricians would admit it, it's just that the linear models, and Gaussian models are easier to handle since they require much less data to calibrate, and the results have more or less confirmed economic theory. There is no doubt that economic theory does not have near the predictive power that physical sciences have attained, but that is due in part to how recent new developments have been, and how sparse the data available to economists is. Indeed, estimating all the parameters necessary for non-linear models is significantly trickier. Anybody that developed robust nonlinear economic models could safely bet on receiving a good academic appointment at a top-20 school, and very probably an economic prize. I can't think of a single econometrician who claims to have all the answers through Gaussian statistics.