  The analysis of spectral lag between energy bands, which combines temporal
and spectral analyses, can add strict constraints to gamma-ray burst (GRB)
models. In previous studies, the lag analysis focused on the lags between
channel 1 (25-57 keV) and channel 3 (115-320 keV) from the Burst and Transient
Source Experiment (BATSE). In this paper, we analyzed the cross-correlation
average lags (including approximate uncertainties) between energy bands for two
GRB samples: 19 events detected by Ginga, and 109 events detected by BATSE. We
paid special attention to the BATSE GRBs with known redshifts, because there
has been a reported connection between lag and luminosity. This extends our
knowledge of spectral lags to lower energy ($\sim 2$ keV). We found that lags
between energy bands are small. The lag between the peak of $\sim 50$ keV
photons and $\sim 200$ keV photons is $\sim 0.08$ sec. The upper limit in the
lag between $\sim 9$ keV photons and $\sim 90$ keV photons is $\sim 0.5$ sec.
Thus, there are not large shifts at low energy. We found that about 20% of GRBs
have detectable lags between energy bands in the Ginga and BATSE samples. From
the internal shock model there are three sources of time structure in GRB
pulses: cooling, hydrodynamics, and angular effects. We argue that cooling is
much too fast to account for our observed lags and angular effects are energy
independent. Thus, only hydrodynamics can produce these lags. Perhaps the
radiation process varies as the reverse shock moves through the shell.
