What I have inferred through my extensive dashboard designing work is that the usability of filters is highly context dependent.
In case of pop-out filters, the pop-out filters turn visible, generally in a modal, which is constrained by the height of your viewport. Hence it is advisable to keep only a few prominent filters expanded leaving the rest collapsed and expand them as the user acts on them.
If you are using a vertical filters bar, say in a side panel, keeping all the filters, or at least the most frequently used ones open makes sense. Since vertical filters are stacked one below the other, they don't interrupt the vertical momentum of of the user, whereas, if the filters of a horizontal filters bar are all expanded simultaneously, the user has to tread each individual filter content vertically and then backtrack to the top of the next filter, which is tedious and cluttered.
My recommendation is that if you have only or a maximum of four filters to apply, you could use a horizontal filter bar on top of your page. Using more than 4 filters in a top bar makes it look cluttered. The user could expand the particular filter he/she wishes to apply and act on it. Whereas if you have more than 4 filters, I'd recommend using either a pop-up modal to list all the filters or a sidebar panel with all the filters expanded. In case of a pop-up modal, expand the most frequently applied filters while keeping the rest collapsed. While for the vertical side pane, expand all the filters and scroll it along the length of the page.