As per my understanding yes, you could for the Yii classes (almost all of which extend from the Object class). Its the way the Yii Object calls Yii::configure in its construct.
It will only fail if you have overridden the init() or similar method in your extended class to override the default class config.
I have seen most Yii Core Classes carefully developed - so that properties/variables are not overridden in a class method/function - for this global configuration to be feasible. You can cross check this for AR class as well.