The datasheet for the Analog Devices RF Amplifier: HMC637ALP5E has a recommended power supply sequence, do I have to follow this?

RF and microwave

This becomes important. Amplifier products that use external bias can be used safely by following the power sequence. For more details, please also refer to the following application notes.
Meeting Biasing Requirements of Externally Biased RF/Microwave Amplifiers with Active Bias Controllers

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