The study of time lags between spikes in Gamma-Ray Bursts light curves in different energy bands as a function of redshift may lead to the detection of effects due to Quantum Gravity . We present an analysis of 15 Gamma-Ray Bursts with measured redshift , detected by the HETE-2 mission between 2001 and 2006 in order to measure time lags related to astrophysical effects and search for Quantum Gravity signature in the framework of an extra-dimension string model . The use of photon-tagged data allows us to consider various energy ranges . Systematic effects due to selection and cuts are evaluated . No significant Quantum Gravity effect is detected from the study of the maxima of the light curves and a lower limit at 95 % Confidence Level on the Quantum Gravity scale parameter of 3.2 \times 10 ^ { 15 } GeV is set .