We normally recommend that Kentucky bluegrass and tall fescue be seeded in September but no later than October 15. Though plantings later than October 15 can be successful, the odds of success diminish as time passes.
The problem with late plantings is not that the seed will not come up or that young grass plants are sensitive to cold. Most often, the problem is with rooting. Unless the young grass plants have a fairly extensive root system, the freezing and thawing that takes place during winter heaves plants out of the ground, and they dry out and die.
Regardless of when planted, be sure the new lawn is kept watered through the fall. More mature lawns will need less frequent watering but all should go into the winter with moist soil. (Ward Upham)