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With the smaller breeds they can get a collapsed trachea which would sound like a cough or like the dog is choking.That would be the worst case scenario assuming there is nothing caught in the dogs throat.
A more common cause for all dogs to have this would be a reverse sneeze .This comes on suddenly , at any time of day and it sounds like the dog is choking or gagging on something. It may last a few seconds to a few minutes.
I am going to direct you to sites on both collapse trachea and a reverse sneeze for further reading. If possible, take your cell phone or video camera and video tape it should your Vet want to see what is going on.
Reverse sneezing: If she looks like the pup in the video this is a "reverse sneeze" which is caused by irritation of the pharynx. It can be from inhaled irritants. It can be related to gastroesophageal reflux. It can be caused by excitement or post nasal drip or an overlong soft palate.
reverse sneeze video