My dissertation comprises three econometric studies of long-run earnings inequality. Two studies are empirical analyses of U.S. data, one contributing to the well-established literature on male earnings inequality and the other extending the analysis to the understudied level of families. These empirical chapters focus on documenting trends in long-run earnings inequality and evaluating the potential causes. The third study develops an econometric technique that is necessary to complete the empirical analyses, specifically, how to use a Generalized Method of Moments estimator with an incomplete data set. Because this estimator is becoming increasingly popular and because researchers often face the prospect of using incomplete data, the study will be useful to the applied researcher.