Check Engine light comes on but no OBDII code is set

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I have used an OBDII code reader when the Check Engine light illuminates, but the reader shows no codes. I reset the light, but it comes back within a minute of re-starting the engine. When engine is cold, it "bogs down" upon acceleration, then picks up and operates fine. No noticeable change in gas mileage. This has happened several time in the past month.