it depends on the car, location of filter, type (open cone/enclosed/shielded) and general condition.

focus's for instance don't like open cones possitioned where the air box is (even with shielding and a cold air feed) as they just suck up all the hot air in the engine bay. i've known at least one 1.6 focus to fail emmisions with an open cone on and passwith flying colours once swapped for standard air box and pannel filter.