96 Ford Grand Marquis
I have a 96 Grand Marquis and I'm trying to
find out what's the problem if the car starts
well but shuts off immediately?
If it shuts off due to a knock sensor it would leave a trouble code, have the codes scanned - you can buy/rent or borrow an OBD scanner. If you can manage to get it up to a parts store most will scan it for free. Once you have any stored codes read you'll have a much better idea what's happening with the car.
You have to do some diagnostic work, but could be ignition related.
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