I have a 94 mercury grand Marquis and after starting it dies right away, but will stay running if you keep giving it gas.
To cover the basics, weak fuel delivery, lack of air, or timing. Put a fuel pressure gauge on it and see if it reads within spec. When you are idling (ie foot off the gas pedal) air is provided to the engine by the idle air control valve, if that's bad then it may not be able to idle. You could check for trouble codes too, even if engine light is not on.
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