According to the credits in the film, the 2nd Unit (that means the action unit who filmed all the spectacular stunts etc) was filming in the Philippines, and there are certainly some sequences that don't look like they were in HK - such as the night time factory explosion. However, the lorry chase and roof top fight that followed the explosion definitely had some scenes filmed in Hong Kong.
In particular, the end of that scene was shot on an industrial road in Shatin called Yuen On Street. The giveaway to the location is the building at the end of the road that shows us it's the "Ever Gain Building".
You can also see it in the Streetview picture below. The petrol station has changed hands since 1997 but the Ever Gain Building is still around.