Although Pansy wrote many books, only a few can be considered as definite series -- i.e., books where the same (or, in some cases, related) characters appear in sequential volumes. To make the situation more challenging for aspiring bibliographers, a number of Pansy's books were issued in "libraries," which sometimes consisted of several volumes with common characters plus one or two unrelated volumes. Comments have been appended to the lists below to try to identify these situations; however, not all volumes listed have been examined.
Although the last three volumes in the above series were issued some time after the initial three, all six constitute a series; the introduction to Four Mothers at Chautauqua refers to some of these, commenting "if any should wish to know more of the years that are gone -- as regards the 'Four Girls' -- a glance at the books of the 'Chautauqua Series' will recall their story." It does not, however, include a complete list of titles.
A five-volume Chautauqua Girls Library includes the first three titles plus Links in Rebecca's Life (1878) and From Different Standpoints (1878), the latter co-authored by Faye Huntington (pseud. of Theodosia Toll Foster). These last two titles appear to have no actual connection with the first three. Another list, "Chautauqua Series," includes volumes 1-4 of the Chautauqua Girls books, plus The Hall in the Grove (1882) and Eighty-Seven (1887), but indicates only the first four titles are "connected stories". The Hall in the Grove (online at Google Book Search) deals with a Chautauqua Literary and Scientific Society, but does not share characters with the earlier titles; Eighty-Seven (online at Internet Archive)has no connection with the Chautauqua Girls series.
Another title, however, An Endless Chain, actually connects the Chautauqua Girls and Ester Ried series. (Information about Eighty-Seven and An Endless Chain courtesy of Melynda Huskey.)
The first five volumes above are advertised as "connected stories" in Lothrop advertisements ca1895; the first and last two volumes are clearly linked by the characters' connection with Ester Ried (who appears only in the first volume). Early ads for the Ester Ried Library contained the first four volumes plus Three People (1871? -- online at Project Gutenberg), which appears to be unrelated to the other volumes (and is not listed in some later ads for the series). Wise and Otherwise is a sequel to The King's Daughter and continues the story of the main character, Dell Bronson.
The 1990s edition of Ester Ried: Asleep and Awake was titled Ester Ried's Awakening.
As noted above, An Endless Chain connects this series with Pansy's other popular series, the Chautauqua Girls.
The above titles are, essentially, three two-volume series, each marked as "connected stories" in a Lothrop ad for Pansy's books.