*2.1. Study Area*

This study selects Beijing City, Tianjin City, Hebei Province, Henan Province, and Shanxi Province as the study areas, which contains 56 cities in four provinces and two municipalities, as shown in Figure 1. Among them, Hebei Province, Shandong Province, Shanxi Province, and Henan Province have 11, 16, 11, and 18 prefecture-level cities, respectively. The names and abbreviations of all cities are shown in Table S1. The study area is located between 31◦23 N–42◦40 N and 110◦14 E–122◦42.3 E in China, with the Loess Plateau in the west and the North China Plain in the east. With its rapid economic

development and rapid consumption of energy, the air quality in North China is not better and haze pollution incidents occur frequently; this area is considered one of the most polluted areas of China. In addition, the study area includes, not only the eastern regions with their rapid economic development, such as the Beijing–Tianjin–Hebei urban agglomeration and Shandong Province but also the central regions with slower economic development speeds, such as Shanxi Province. The socio-economic development of the study area is very unbalanced, which provides favorable conditions for analyzing the influence of socioeconomic factors on PM2.5 concentration. Therefore, this paper selects four provinces and two municipalities as the study areas to explore the temporal and spatial heterogeneity of PM2.5 and the influence of socioeconomic factors on PM2.5 concentrations in 2015–2019.

**Figure 1.** Study area.
