It depends on how the system is set up. Either you will have one main filter at the unit in the attic, or you have filters at the actual return air grilles (or "intakes"). If the technician is changing the filter at the unit, then there is no need for filters at the air grilles in the hallway, bedrooms, etc.

Hope this helps.

Thank you for your answer. I asked the question, because my thermostat still indicates "change filter" after I changed the one in the attic.

The thermostat displays this message based on runtime simply as a reminder. So you can ignore it if you've changed the filter. Only exception I can think of is Carrier's Infinity system and control (thermostat), which reports when you need to change the filter based on internal logic and static pressure/pressure drop readings.

There's likely a button or procedure on the thermostat to reset the timer when the filter is changed. Most thermostats that operate the change indicator by blower run-time also have an adjustment for how many accumulated hours for triggering it. Check your thermostat's instruction manual for details.

Thank you for your answer. I asked the question, because my thermostat still indicates "change filter" after I changed the one in the attic.

There's no way for the thermostat to know that you've gone into your attic and changed a filter unless it operates off some sort of sensor as RyanHughes mentioned above. Assuming the indicator is a simple timer that counts the accumulated blower run-time ... you have to to press a button or something to reset/restart the timing when you change the filter. My thermostat, for example, has a designated button labeled "Reset Filter."

I see. thanks