Final answer:
The layer of connective tissue just beneath the epithelium of the uterine wall is called the endometrium, the innermost layer of the uterus that supports embryo implantation and is shed during menstruation if fertilization does not occur.
Step-by-step explanation:
Just beneath the epithelium of the uterine wall is a layer of connective tissue called the endometrium. The endometrium is the innermost tissue layer of the uterus and is composed of two structural layers: the stratum basalis and the stratum functionalis. This connective tissue lining, which includes the lamina propria, thickens during each menstrual cycle and is shed if no embryo implantation occurs. The endometrium provides the site for embryo implantation and contributes to the development of the placenta in the event of a successful pregnancy. When fertilization does not occur, the inner stratum functionalis layer is what is shed during menstruation.