On a mysql 5.7 master, the following command generates syntax error.
CHANGE REPLICATION FILTER REPLICATE_DO_DB = ('mydb')
ERROR 1064 (42000): You have an error in your SQL syntax; check the manual that corresponds to your MySQL server version for the right syntax to use near 'REPLICATION FILTER REPLICATE_DO_DB = ('mydb')' at line 1
I have tried it with or without single quote around database name. official guide