I experienced exactly the same with AAAI format.
see this http://www.mail-archive.com/lyx-users@lists.lyx.org/msg78730.html, 
it's about AAAI package.
here's what I did:
1.In Lyx, export to latex (plain)
2.pdflatex fileName
3.bibtex fileName
4.pdflatex fileName
5.pdflatex fileName

you need to compile the bibliography (bibtex fileName)
also run the command pdflatex twice.


hope this helps. 
~Eisa 

On 2011-08-23, at 8:28 PM, Waluyo Adi Siswanto wrote:

> Hi all,
> 
> I am writing a paper manuscript in lyx.
> Unfortunately only latex (tex) format is accepted by the journal  publisher.
> 
> I have tried to export to latex(pdflatex), then successfully created paper.tex
> 
> I tested the created tex file and compile using this command: pdflatex 
> paper.tex
> It created paper.pdf. however, when I opened this generated pdf file
> all links including citations were shown as [?].
> Does it mean I cannot submit this paper.tex.
> 
> Anyone has experience to submit a tex format paper, prepared in LyX?
> Any tips please?
> 
> Thanks in advance for any information.
> 
> regards
> waluyo

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