After found this site and this, I was inspired to make my own version. Nothing fancy, just a plain white teddy. This is the result:
I used White DMC Tradition size 10 for the whole body and embroidered normal black cotton sewing thread for the nose and the eyebrows. For the eyes, I used 2 black plastic beads.
When Lauri saw this, she said: Mommy... Bear... Bear.... and she open her arm very wide. When she got the Bear, she hugged it and kissed the black nose.