Hi! I think, as always, depends on the model and the data 
. I have worked a simulated example where I show the inference steps Media Effect Estimation with PyMC: Adstock, Saturation & Diminishing Returns - Dr. Juan Camilo Orduz In practice, it has also worked with real-data as long as one has concrete assumptions on the data generating process.
For more complex models @lucianopaz has certainly much more experience 