Peugeot 307 1.6 HDI 110 - Engine problem - Mart307

When in the rev range of 1400 to 2000 the engine seens to cough or hold back while accerlerating I get no dashboard lights on at all car still doing about 61.0mpg when over 2000 rpm the car is fine and runs very smooth, when engine cold it doesn't happen, but when engine been runing for 5 mins approx it stat the problem.