I mentioned in my series timeline post that the Kirijo shadow research in Persona 3 can be connected back to the SEBEC research in Persona 1 (which takes place in 1996).

Here’s a mention in the wiki:

If the player follows Kei’s route in Persona 2: Eternal Punishment, the player can find a document that Kandori wrote called “Research and theory on artificially creating Persona users.”