No, normally this is not necessary. Modern fireplaces should meet the requirements for emission limits without any additional fine dust filter at all. In some cases, you will already receive this emission certificate from the manufacturer or you can have one issued by the chimney sweep after purchase. However, if you already have an older stove that exceeds the limits of 150 mg/m³ fine dust and 4g/m³ carbon monoxide, you should install a filter.