Which Lag Length Selection Criteria Should We Employ

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A structural VAR analysis of renewable energy consumption, real GDP and CO2 emissions: Evidence from India (2011, methodology): “Lag-length to be incorporated in our analysis is determined based on Akaike Information Criteria (AIC) because of its better performance in small sample (Liew, 2004).”
Connecting the poor: the internet, mobile phones and financial inclusion in Africa (2018, methodology): “In addition, the Akaike Information Criterion (AIC) is used for the optimal lag selection in line with Liew (2004).”
Economic development and pollution emissions in Singapore: Evidence in support of the Environmental Kuznets Curve hypothesis and its implications for regional sustainability (2020, methodology): “Prior to 192 testing for cointegration, an optimal lag test (Liew, 2004) was conducted to determine the number 193 of lags that should be used.”